DPRO vs. CHPY
DPRO (Draganfly Inc) is a stock, while CHPY (YieldMax Semiconductor Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, DPRO returned -16.27% vs 95.00% for CHPY. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
DPRO vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, DPRO achieves a -38.93% return, which is significantly lower than CHPY's 56.70% return.
DPRO
- 1D
- 1.93%
- 1M
- -17.58%
- 6M
- -45.93%
- YTD
- -38.93%
- 1Y
- -16.27%
- 3Y*
- -44.73%
- 5Y*
- -45.50%
- 10Y*
- —
- ALL TIME*
- -32.95%
CHPY
- 1D
- 0.77%
- 1M
- -10.41%
- 6M
- 38.53%
- YTD
- 56.70%
- 1Y
- 95.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 96.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $51.63M | $53.85M | $60.48M | |
DPRO Draganfly Inc | $2.93M | $3.28M | $9.05M |
DPRO vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DPRO Draganfly Inc | -38.93% | 205.75% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 56.70% | 56.76% |
Correlation
The correlation between DPRO and CHPY is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | 0.29 |
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Return for Risk
DPRO vs. CHPY — Risk / Return Rank
DPRO
CHPY
DPRO vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Draganfly Inc (DPRO) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DPRO | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 3.46 | -3.68 |
| Martin ratioReturn relative to average drawdown | -0.35 | 15.85 | -16.20 |
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Drawdowns
DPRO vs. CHPY - Drawdown Comparison
The maximum DPRO drawdown since its inception was -99.56%, which is greater than CHPY's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for DPRO and CHPY.
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Drawdown Indicators
| DPRO | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.56% | -27.64% | -71.92% |
Max Drawdown (1Y)Largest decline over 1 year | -72.40% | -27.64% | -44.76% |
Max Drawdown (3Y)Largest decline over 3 years | -93.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -98.31% | — | — |
Current DrawdownCurrent decline from peak | -98.91% | -20.20% | -78.71% |
Average DrawdownAverage peak-to-trough decline | -84.03% | -3.08% | -80.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.02% | 6.01% | +41.01% |
Volatility
DPRO vs. CHPY - Volatility Comparison
Draganfly Inc (DPRO) has a higher volatility of 21.50% compared to YieldMax Semiconductor Portfolio Option Income ETF (CHPY) at 17.01%. This indicates that DPRO's price experiences larger fluctuations and is considered to be riskier than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DPRO | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.50% | 17.01% | +4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 69.06% | 33.89% | +35.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.07% | 38.24% | +68.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 115.67% | 39.09% | +76.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.87% | 39.09% | +98.78% |
Dividends
DPRO vs. CHPY - Dividend Comparison
DPRO has not paid dividends to shareholders, while CHPY's dividend yield for the trailing twelve months is around 38.40%.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 38.40% | 28.19% |
DPRO Draganfly Inc | 0.00% | 0.00% |
Frequently Asked Questions
DPRO and CHPY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DPRO has higher volatility (21.50%) compared to CHPY (17.01%). In terms of maximum drawdown, DPRO dropped -99.56% vs CHPY's -27.64%.
CHPY currently has the higher Sharpe Ratio (2.50 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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