EGGQ vs. MRNY

Last updated Jun 6, 2026

EGGQ (NestYield Visionary ETF) and MRNY (YieldMax MRNA Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGQ returned 44.58% vs 48.50% for MRNY. At a 0.25 correlation, their price movements are largely independent. EGGQ charges 0.89%/yr vs 0.99%/yr for MRNY.

Performance

EGGQ vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Visionary ETF (EGGQ) and YieldMax MRNA Option Income Strategy ETF (MRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGQ achieves a 25.62% return, which is significantly lower than MRNY's 47.14% return.

EGGQ

• 1D: -7.51%
• 1M: -0.15%
• YTD: 25.62%
• 6M: 22.37%
• 1Y: 44.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MRNY

• 1D: -5.48%
• 1M: -0.56%
• YTD: 47.14%
• 6M: 49.33%
• 1Y: 48.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGQ vs. MRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGQ NestYield Visionary ETF	25.62%	25.92%	-1.32%
MRNY YieldMax MRNA Option Income Strategy ETF	47.14%	-35.72%	3.95%

Correlation

The correlation between EGGQ and MRNY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (All Time) Calculated using the full available price history since Dec 31, 2024	0.25

Return for Risk

EGGQ vs. MRNY — Risk / Return Rank

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

EGGQ

EGGQ Risk / Return Rank: 41
EGGQ Sharpe Ratio Rank: 41
EGGQ Sortino Ratio Rank: 37
EGGQ Omega Ratio Rank: 41
EGGQ Calmar Ratio Rank: 48
EGGQ Martin Ratio Rank: 40

MRNY

MRNY Risk / Return Rank: 30
MRNY Sharpe Ratio Rank: 28
MRNY Sortino Ratio Rank: 33
MRNY Omega Ratio Rank: 31
MRNY Calmar Ratio Rank: 33
MRNY Martin Ratio Rank: 24

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.

EGGQ vs. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Visionary ETF (EGGQ) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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.

	EGGQ	MRNY	Difference
Sharpe ratio: Return per unit of total volatility	1.39	0.98	+0.41
Sortino ratio: Return per unit of downside risk	1.84	1.70	+0.14
Omega ratio: Gain probability vs. loss probability	1.25	1.20	+0.05
Calmar ratio: Return relative to maximum drawdown	2.27	1.55	+0.72
Martin ratio: Return relative to average drawdown	6.12	3.01	+3.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGQ vs. MRNY - Sharpe Ratio Comparison

The current EGGQ Sharpe Ratio is 1.39, which is higher than the MRNY Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of EGGQ and MRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EGGQ	MRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	0.98	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	-0.51	+1.62

Drawdowns

EGGQ vs. MRNY - Drawdown Comparison

The maximum EGGQ drawdown since its inception was -22.70%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for EGGQ and MRNY.

Drawdown Indicators

	EGGQ	MRNY	Difference
Max Drawdown Largest peak-to-trough decline	-22.70%	-82.15%	+59.45%
Max Drawdown (1Y) Largest decline over 1 year	-19.76%	-31.53%	+11.77%
Current Drawdown Current decline from peak	-9.83%	-69.02%	+59.19%
Average Drawdown Average peak-to-trough decline	-5.69%	-52.66%	+46.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.31%	16.17%	-8.86%

Volatility

EGGQ vs. MRNY - Volatility Comparison

NestYield Visionary ETF (EGGQ) and YieldMax MRNA Option Income Strategy ETF (MRNY) have volatilities of 14.96% and 14.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGQ	MRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.96%	14.57%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	26.38%	37.45%	-11.07%
Volatility (1Y) Calculated over the trailing 1-year period	32.19%	49.69%	-17.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.21%	50.82%	-17.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.21%	50.82%	-17.61%

EGGQ vs. MRNY - Expense Ratio Comparison

EGGQ has a 0.89% expense ratio, which is lower than MRNY's 0.99% expense ratio.

Dividends

EGGQ vs. MRNY - Dividend Comparison

EGGQ's dividend yield for the trailing twelve months is around 6.08%, less than MRNY's 105.86% yield.

Position	TTM	2025	2024	2023
EGGQ NestYield Visionary ETF	6.08%	5.70%	0.00%	0.00%
MRNY YieldMax MRNA Option Income Strategy ETF	105.86%	145.98%	178.49%	1.75%

Frequently Asked Questions

Can I hold both EGGQ and MRNY in my portfolio?

EGGQ and MRNY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGQ or MRNY?

EGGQ has higher volatility (14.96%) compared to MRNY (14.57%). In terms of maximum drawdown, EGGQ dropped -22.70% vs MRNY's -82.15%.

Which ETF is better, EGGQ or MRNY?

On 1-year performance, MRNY leads with 48.50% vs 44.58% for EGGQ. On fees, EGGQ is cheaper at 0.89% per year. On volatility, MRNY has been the lower-risk option at 14.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGQ or MRNY?

Over the 1-year period, MRNY has performed better with a 48.50% return vs 44.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGQ or MRNY?

EGGQ is cheaper with a 0.89% expense ratio, compared with 0.99% for MRNY.

Which ETF pays a higher dividend yield, EGGQ or MRNY?

MRNY has the higher dividend yield at 105.86%, compared with 6.08% for EGGQ.

What is the main difference between EGGQ and MRNY?

They also come from different issuers: NestYield and YieldMax. Their fees differ too: 0.89% for EGGQ and 0.99% for MRNY.

Which has better risk-adjusted returns?

EGGQ currently has the higher Sharpe Ratio (1.39 vs 0.98), 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.