ENIC vs. YMAX
ENIC (Enel Chile S.A.) is a stock, while YMAX (YieldMax Universe Fund of Option Income ETFs) is Derivative Income fund actively managed by YieldMax. Over the past year, ENIC returned 45.96% vs -4.08% for YMAX. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
ENIC vs. YMAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ENIC achieves a 15.46% return, which is significantly higher than YMAX's -1.07% return.
ENIC
- 1D
- -2.42%
- 1M
- 0.68%
- 6M
- 5.98%
- YTD
- 15.46%
- 1Y
- 45.96%
- 3Y*
- 16.01%
- 5Y*
- 18.66%
- 10Y*
- 3.28%
- ALL TIME*
- 1.92%
YMAX
- 1D
- 0.27%
- 1M
- -3.63%
- 6M
- 2.22%
- YTD
- -1.07%
- 1Y
- -4.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ENIC Enel Chile S.A. | $2.48M | $2.37M | $2.61M |
| $9.76M | $11.55M | $14.55M |
ENIC vs. YMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ENIC Enel Chile S.A. | 15.46% | 48.47% | 9.23% |
YMAX YieldMax Universe Fund of Option Income ETFs | -1.07% | 6.04% | 26.90% |
Correlation
The correlation between ENIC and YMAX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2024 | 0.32 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ENIC vs. YMAX — Risk / Return Rank
ENIC
YMAX
ENIC vs. YMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enel Chile S.A. (ENIC) and YieldMax Universe Fund of Option Income ETFs (YMAX). 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.
| ENIC | YMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.97 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | -0.27 | +3.28 |
| Martin ratioReturn relative to average drawdown | 9.02 | -0.60 | +9.63 |
Loading charts...
Drawdowns
ENIC vs. YMAX - Drawdown Comparison
The maximum ENIC drawdown since its inception was -79.74%, which is greater than YMAX's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for ENIC and YMAX.
Loading charts...
Drawdown Indicators
| ENIC | YMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -26.13% | -53.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.33% | -26.13% | +10.80% |
Max Drawdown (3Y)Largest decline over 3 years | -22.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -60.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -79.74% | — | — |
Current DrawdownCurrent decline from peak | -4.72% | -12.29% | +7.57% |
Average DrawdownAverage peak-to-trough decline | -29.09% | -6.57% | -22.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 11.72% | -6.61% |
Volatility
ENIC vs. YMAX - Volatility Comparison
Enel Chile S.A. (ENIC) has a higher volatility of 7.05% compared to YieldMax Universe Fund of Option Income ETFs (YMAX) at 6.33%. This indicates that ENIC's price experiences larger fluctuations and is considered to be riskier than YMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ENIC | YMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 6.33% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 22.69% | 20.28% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.09% | 24.24% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.03% | 23.50% | +14.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.80% | 23.50% | +12.30% |
Dividends
ENIC vs. YMAX - Dividend Comparison
ENIC's dividend yield for the trailing twelve months is around 4.39%, less than YMAX's 73.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ENIC Enel Chile S.A. | 4.39% | 5.56% | 8.55% | 10.38% | 1.00% | 12.08% | 6.54% | 4.88% | 4.97% | 2.76% | 2.46% |
YMAX YieldMax Universe Fund of Option Income ETFs | 73.00% | 78.70% | 44.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENIC and YMAX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENIC has higher volatility (7.05%) compared to YMAX (6.33%). In terms of maximum drawdown, ENIC dropped -79.74% vs YMAX's -26.13%.
ENIC currently has the higher Sharpe Ratio (1.65 vs -0.29), 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.
Find the right allocation for ENIC and YMAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer