EGGY vs. USOY

Last updated Jun 5, 2026

EGGY (NestYield Dynamic Income ETF) and USOY (Defiance Oil Enhanced Options Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, EGGY returned 47.78% vs 54.64% for USOY. At a correlation of -0.01, they often move in opposite directions. EGGY charges 0.95%/yr vs 1.22%/yr for USOY.

Performance

EGGY vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Dynamic Income ETF (EGGY) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGY achieves a 36.97% return, which is significantly lower than USOY's 59.27% return.

EGGY

• 1D: -1.16%
• 1M: 8.97%
• YTD: 36.97%
• 6M: 34.02%
• 1Y: 47.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USOY

• 1D: -1.79%
• 1M: -3.80%
• YTD: 59.27%
• 6M: 55.41%
• 1Y: 54.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGGY vs. USOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	36.97%	16.46%	-1.22%
USOY Defiance Oil Enhanced Options Income ETF	59.27%	-7.93%	1.92%

Correlation

The correlation between EGGY and USOY is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	-0.01

Return for Risk

EGGY vs. USOY — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 47
EGGY Sharpe Ratio Rank: 49
EGGY Sortino Ratio Rank: 42
EGGY Omega Ratio Rank: 49
EGGY Calmar Ratio Rank: 54
EGGY Martin Ratio Rank: 42

USOY

USOY Risk / Return Rank: 55
USOY Sharpe Ratio Rank: 54
USOY Sortino Ratio Rank: 45
USOY Omega Ratio Rank: 55
USOY Calmar Ratio Rank: 77
USOY Martin Ratio Rank: 46

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.

EGGY vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) and Defiance Oil Enhanced Options Income ETF (USOY). 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.

	EGGY	USOY	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.80	-0.15
Sortino ratio: Return per unit of downside risk	2.08	2.21	-0.13
Omega ratio: Gain probability vs. loss probability	1.30	1.33	-0.03
Calmar ratio: Return relative to maximum drawdown	2.62	3.84	-1.22
Martin ratio: Return relative to average drawdown	6.60	7.37	-0.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGY vs. USOY - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 1.65, which is comparable to the USOY Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of EGGY and USOY, 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

	EGGY	USOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	1.80	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	0.95	+0.37

Drawdowns

EGGY vs. USOY - Drawdown Comparison

The maximum EGGY drawdown since its inception was -18.34%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for EGGY and USOY.

Drawdown Indicators

	EGGY	USOY	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-17.46%	-0.88%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-14.29%	-4.05%
Current Drawdown Current decline from peak	-2.48%	-6.81%	+4.33%
Average Drawdown Average peak-to-trough decline	-5.24%	-6.47%	+1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.26%	7.43%	-0.17%

Volatility

EGGY vs. USOY - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) and Defiance Oil Enhanced Options Income ETF (USOY) have volatilities of 12.23% and 11.67%, 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

	EGGY	USOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.23%	11.67%	+0.56%
Volatility (6M) Calculated over the trailing 6-month period	23.98%	27.26%	-3.28%
Volatility (1Y) Calculated over the trailing 1-year period	29.06%	30.50%	-1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.62%	26.14%	+2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.62%	26.14%	+2.48%

EGGY vs. USOY - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is lower than USOY's 1.22% expense ratio.

Dividends

EGGY vs. USOY - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 26.05%, less than USOY's 56.65% yield.

Position	TTM	2025	2024
EGGY NestYield Dynamic Income ETF	26.05%	28.26%	0.00%
USOY Defiance Oil Enhanced Options Income ETF	56.65%	104.32%	48.60%

Frequently Asked Questions

Can I hold both EGGY and USOY in my portfolio?

EGGY and USOY have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or USOY?

EGGY has higher volatility (12.23%) compared to USOY (11.67%). In terms of maximum drawdown, EGGY dropped -18.34% vs USOY's -17.46%.

Which ETF is better, EGGY or USOY?

On 1-year performance, USOY leads with 54.64% vs 47.78% for EGGY. On fees, EGGY is cheaper at 0.95% per year. On volatility, USOY has been the lower-risk option at 11.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or USOY?

Over the 1-year period, USOY has performed better with a 54.64% return vs 47.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or USOY?

EGGY is cheaper with a 0.95% expense ratio, compared with 1.22% for USOY.

Which ETF pays a higher dividend yield, EGGY or USOY?

USOY has the higher dividend yield at 56.65%, compared with 26.05% for EGGY.

What is the main difference between EGGY and USOY?

They also come from different issuers: NestYield and Defiance. Their fees differ too: 0.95% for EGGY and 1.22% for USOY.

Which has better risk-adjusted returns?

USOY currently has the higher Sharpe Ratio (1.80 vs 1.65), 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.