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DPRO vs. CHPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPRO vs. CHPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Draganfly Inc (DPRO) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$51.63M$53.85M$60.48M
$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

Compare historical risk-adjusted metric ranks over the past 12 months.

DPRO
DPRO Risk / Return Rank: 4040
Overall Rank
DPRO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DPRO Sortino Ratio Rank: 4747
Sortino Ratio Rank
DPRO Omega Ratio Rank: 4545
Omega Ratio Rank
DPRO Calmar Ratio Rank: 3636
Calmar Ratio Rank
DPRO Martin Ratio Rank: 3838
Martin Ratio Rank

CHPY
CHPY Risk / Return Rank: 8989
Overall Rank
CHPY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CHPY Sortino Ratio Rank: 8686
Sortino Ratio Rank
CHPY Omega Ratio Rank: 8888
Omega Ratio Rank
CHPY Calmar Ratio Rank: 8686
Calmar Ratio Rank
CHPY Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


DPROCHPYDifference
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

DPRO vs. CHPY - Sharpe Ratio Comparison

The current DPRO Sharpe Ratio is -0.15, which is lower than the CHPY Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of DPRO and CHPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


DPROCHPYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-98.91%

-20.20%

-78.71%

Average Drawdown

Average peak-to-trough decline

-84.03%

-3.08%

-80.95%

Ulcer Index

Depth 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


DPROCHPYDifference

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%.


PositionTTM2025
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.

Portfolio Optimizer

Find the right allocation for DPRO and CHPY

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