EGGS vs. MRNY

Last updated Jun 3, 2026

EGGS (NestYield Total Return Guard ETF) and MRNY (YieldMax MRNA Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGS returned 28.00% vs 42.90% for MRNY. At a 0.25 correlation, their price movements are largely independent. EGGS charges 0.89%/yr vs 0.99%/yr for MRNY.

Performance

EGGS vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Total Return Guard ETF (EGGS) 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, EGGS achieves a 17.56% return, which is significantly lower than MRNY's 43.37% return.

EGGS

• 1D: 3.68%
• 1M: 10.44%
• YTD: 17.56%
• 6M: 15.63%
• 1Y: 28.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MRNY

• 1D: -0.33%
• 1M: 1.83%
• YTD: 43.37%
• 6M: 59.24%
• 1Y: 42.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGS vs. MRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGS NestYield Total Return Guard ETF	17.56%	14.41%	-1.96%
MRNY YieldMax MRNA Option Income Strategy ETF	43.37%	-35.72%	2.73%

Correlation

The correlation between EGGS and MRNY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.25

Return for Risk

EGGS vs. MRNY — Risk / Return Rank

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

EGGS

EGGS Risk / Return Rank: 31
EGGS Sharpe Ratio Rank: 33
EGGS Sortino Ratio Rank: 31
EGGS Omega Ratio Rank: 34
EGGS Calmar Ratio Rank: 32
EGGS Martin Ratio Rank: 26

MRNY

MRNY Risk / Return Rank: 26
MRNY Sharpe Ratio Rank: 25
MRNY Sortino Ratio Rank: 29
MRNY Omega Ratio Rank: 27
MRNY Calmar Ratio Rank: 29
MRNY Martin Ratio Rank: 22

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.

EGGS vs. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Total Return Guard ETF (EGGS) 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.

	EGGS	MRNY	Difference
Sharpe ratio Return per unit of total volatility	1.21	0.88	+0.33
Sortino ratio Return per unit of downside risk	1.65	1.58	+0.07
Omega ratio Gain probability vs. loss probability	1.23	1.19	+0.04
Calmar ratio Return relative to maximum drawdown	1.63	1.42	+0.21
Martin ratio Return relative to average drawdown	3.71	2.77	+0.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGS vs. MRNY - Sharpe Ratio Comparison

The current EGGS Sharpe Ratio is 1.21, which is higher than the MRNY Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EGGS 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

	EGGS	MRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	0.88	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	-0.53	+1.41

Drawdowns

EGGS vs. MRNY - Drawdown Comparison

The maximum EGGS drawdown since its inception was -18.52%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for EGGS and MRNY.

Drawdown Indicators

	EGGS	MRNY	Difference
Max Drawdown Largest peak-to-trough decline	-18.52%	-82.15%	+63.63%
Max Drawdown (1Y) Largest decline over 1 year	-18.17%	-31.53%	+13.36%
Current Drawdown Current decline from peak	0.00%	-69.82%	+69.82%
Average Drawdown Average peak-to-trough decline	-5.87%	-52.59%	+46.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.96%	16.14%	-8.18%

Volatility

EGGS vs. MRNY - Volatility Comparison

The current volatility for NestYield Total Return Guard ETF (EGGS) is 8.87%, while YieldMax MRNA Option Income Strategy ETF (MRNY) has a volatility of 12.56%. This indicates that EGGS experiences smaller price fluctuations and is considered to be less risky than MRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGS	MRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.87%	12.56%	-3.69%
Volatility (6M) Calculated over the trailing 6-month period	19.12%	37.22%	-18.10%
Volatility (1Y) Calculated over the trailing 1-year period	23.31%	49.07%	-25.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.41%	50.67%	-26.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.41%	50.67%	-26.26%

EGGS vs. MRNY - Expense Ratio Comparison

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

Dividends

EGGS vs. MRNY - Dividend Comparison

EGGS's dividend yield for the trailing twelve months is around 15.44%, less than MRNY's 105.80% yield.

Position	TTM	2025	2024	2023
EGGS NestYield Total Return Guard ETF	15.44%	14.52%	0.00%	0.00%
MRNY YieldMax MRNA Option Income Strategy ETF	105.80%	145.98%	178.49%	1.75%

Frequently Asked Questions

Can I hold both EGGS and MRNY in my portfolio?

EGGS and MRNY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGS or MRNY?

MRNY has higher volatility (12.56%) compared to EGGS (8.87%). In terms of maximum drawdown, EGGS dropped -18.52% vs MRNY's -82.15%.

Which ETF is better, EGGS or MRNY?

On 1-year performance, MRNY leads with 42.90% vs 28.00% for EGGS. On fees, EGGS is cheaper at 0.89% per year. On volatility, EGGS has been the lower-risk option at 8.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGS or MRNY?

Over the 1-year period, MRNY has performed better with a 42.90% return vs 28.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGS or MRNY?

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

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

MRNY has the higher dividend yield at 105.80%, compared with 15.44% for EGGS.

What is the main difference between EGGS and MRNY?

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

Which has better risk-adjusted returns?

EGGS currently has the higher Sharpe Ratio (1.21 vs 0.88), 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.