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DRAY vs. DKNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRAY vs. DKNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax DKNG Option Income Strategy ETF (DRAY) and DraftKings Inc. (DKNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRAY achieves a -28.70% return, which is significantly lower than DKNG's -26.73% return.


DRAY

1D
0.34%
1M
-9.99%
6M
-27.98%
YTD
-28.70%
1Y
-42.41%
3Y*
5Y*
10Y*

DKNG

1D
0.16%
1M
-12.30%
6M
-26.43%
YTD
-26.73%
1Y
-42.35%
3Y*
-6.15%
5Y*
-10.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRAY vs. DKNG - Yearly Performance Comparison


2026 (YTD)2025
DRAY
YieldMax DKNG Option Income Strategy ETF
-28.70%-19.48%
DKNG
DraftKings Inc.
-26.73%-21.31%

Correlation

The correlation between DRAY and DKNG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.93

The correlation between DRAY and DKNG has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

DRAY vs. DKNG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRAY
DRAY Risk / Return Rank: 22
Overall Rank
DRAY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DRAY Sortino Ratio Rank: 22
Sortino Ratio Rank
DRAY Omega Ratio Rank: 11
Omega Ratio Rank
DRAY Calmar Ratio Rank: 33
Calmar Ratio Rank
DRAY Martin Ratio Rank: 44
Martin Ratio Rank

DKNG
DKNG Risk / Return Rank: 1313
Overall Rank
DKNG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DKNG Sortino Ratio Rank: 1111
Sortino Ratio Rank
DKNG Omega Ratio Rank: 1212
Omega Ratio Rank
DKNG Calmar Ratio Rank: 1616
Calmar Ratio Rank
DKNG Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRAY vs. DKNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DKNG Option Income Strategy ETF (DRAY) and DraftKings Inc. (DKNG). 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.


DRAYDKNGDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

0.82

0.86

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.74

+0.01

Martin ratioReturn relative to average drawdown

-1.13

-1.12

-0.01

DRAY vs. DKNG - Sharpe Ratio Comparison

The current DRAY Sharpe Ratio is -1.01, which is comparable to the DKNG Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of DRAY and DKNG, 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

DRAY vs. DKNG - Drawdown Comparison

The maximum DRAY drawdown since its inception was -57.87%, smaller than the maximum DKNG drawdown of -85.73%. Use the drawdown chart below to compare losses from any high point for DRAY and DKNG.


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Drawdown Indicators


DRAYDKNGDifference

Max Drawdown

Largest peak-to-trough decline

-57.87%

-85.73%

+27.86%

Max Drawdown (1Y)

Largest decline over 1 year

-57.87%

-57.04%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-61.26%

Max Drawdown (5Y)

Largest decline over 5 years

-83.87%

Current Drawdown

Current decline from peak

-48.25%

-64.92%

+16.67%

Average Drawdown

Average peak-to-trough decline

-32.92%

-49.15%

+16.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.71%

37.84%

-0.13%

Volatility

DRAY vs. DKNG - Volatility Comparison

The current volatility for YieldMax DKNG Option Income Strategy ETF (DRAY) is 14.35%, while DraftKings Inc. (DKNG) has a volatility of 17.05%. This indicates that DRAY experiences smaller price fluctuations and is considered to be less risky than DKNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRAYDKNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.35%

17.05%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

34.35%

39.68%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

42.33%

49.75%

-7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.33%

61.59%

-19.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.33%

63.29%

-20.96%

Dividends

DRAY vs. DKNG - Dividend Comparison

DRAY's dividend yield for the trailing twelve months is around 101.99%, while DKNG has not paid dividends to shareholders.


PositionTTM2025
DKNG
DraftKings Inc.
0.00%0.00%
DRAY
YieldMax DKNG Option Income Strategy ETF
101.99%32.48%

Frequently Asked Questions


With a correlation of 0.93, DRAY and DKNG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DKNG has higher volatility (17.05%) compared to DRAY (14.35%). In terms of maximum drawdown, DRAY dropped -57.87% vs DKNG's -85.73%.

DKNG currently has the higher Sharpe Ratio (-0.85 vs -1.00), 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 DRAY and DKNG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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