PortfoliosLab logoPortfoliosLab logo
EIPI vs. CRSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIPI vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Energy Income Partners Enhanced Income ETF (EIPI) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EIPI vs. CRSH - Yearly Performance Comparison


2026 (YTD)20252024
EIPI
FT Energy Income Partners Enhanced Income ETF
14.09%12.38%12.83%
CRSH
YieldMax Short TSLA Option Income Strategy ETF
18.37%-13.40%-51.21%

Returns By Period

In the year-to-date period, EIPI achieves a 14.09% return, which is significantly lower than CRSH's 18.37% return.


EIPI

1D
-0.93%
1M
0.29%
YTD
14.09%
6M
16.15%
1Y
17.96%
3Y*
5Y*
10Y*

CRSH

1D
-1.76%
1M
6.01%
YTD
18.37%
6M
24.09%
1Y
-24.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EIPI vs. CRSH - Expense Ratio Comparison

EIPI has a 1.11% expense ratio, which is higher than CRSH's 0.99% expense ratio.


Return for Risk

EIPI vs. CRSH — Risk / Return Rank

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

EIPI
EIPI Risk / Return Rank: 6363
Overall Rank
EIPI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EIPI Sortino Ratio Rank: 6363
Sortino Ratio Rank
EIPI Omega Ratio Rank: 7171
Omega Ratio Rank
EIPI Calmar Ratio Rank: 5353
Calmar Ratio Rank
EIPI Martin Ratio Rank: 6060
Martin Ratio Rank

CRSH
CRSH Risk / Return Rank: 44
Overall Rank
CRSH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CRSH Sortino Ratio Rank: 44
Sortino Ratio Rank
CRSH Omega Ratio Rank: 44
Omega Ratio Rank
CRSH Calmar Ratio Rank: 33
Calmar Ratio Rank
CRSH Martin Ratio Rank: 66
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.

EIPI vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Energy Income Partners Enhanced Income ETF (EIPI) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.


EIPICRSHDifference

Sharpe ratio

Return per unit of total volatility

1.29

-0.57

+1.86

Sortino ratio

Return per unit of downside risk

1.69

-0.59

+2.28

Omega ratio

Gain probability vs. loss probability

1.27

0.93

+0.35

Calmar ratio

Return relative to maximum drawdown

1.49

-0.55

+2.04

Martin ratio

Return relative to average drawdown

6.50

-0.75

+7.25

EIPI vs. CRSH - Sharpe Ratio Comparison

The current EIPI Sharpe Ratio is 1.29, which is higher than the CRSH Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of EIPI and CRSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EIPICRSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

-0.57

+1.86

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

-0.64

+2.27

Correlation

The correlation between EIPI and CRSH is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EIPI vs. CRSH - Dividend Comparison

EIPI's dividend yield for the trailing twelve months is around 6.73%, less than CRSH's 100.61% yield.


Drawdowns

EIPI vs. CRSH - Drawdown Comparison

The maximum EIPI drawdown since its inception was -12.33%, smaller than the maximum CRSH drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for EIPI and CRSH.


Loading graphics...

Drawdown Indicators


EIPICRSHDifference

Max Drawdown

Largest peak-to-trough decline

-12.33%

-63.68%

+51.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-48.16%

+35.83%

Current Drawdown

Current decline from peak

-1.42%

-53.43%

+52.01%

Average Drawdown

Average peak-to-trough decline

-1.68%

-41.91%

+40.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

35.23%

-32.41%

Volatility

EIPI vs. CRSH - Volatility Comparison

The current volatility for FT Energy Income Partners Enhanced Income ETF (EIPI) is 2.76%, while YieldMax Short TSLA Option Income Strategy ETF (CRSH) has a volatility of 8.04%. This indicates that EIPI experiences smaller price fluctuations and is considered to be less risky than CRSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EIPICRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

8.04%

-5.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.94%

23.47%

-16.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.01%

42.40%

-28.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

48.37%

-35.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

48.37%

-35.13%