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EVF vs. APLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVF vs. APLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Senior Income Trust (EVF) and YieldMax AAPL Option Income Strategy ETF (APLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVF achieves a -1.66% return, which is significantly lower than APLY's 4.03% return.


EVF

1D
-0.20%
1M
0.42%
YTD
-1.66%
6M
-2.40%
1Y
-3.68%
3Y*
8.00%
5Y*
3.06%
10Y*
5.97%

APLY

1D
-0.03%
1M
-4.46%
YTD
4.03%
6M
3.50%
1Y
31.89%
3Y*
8.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVF vs. APLY - Yearly Performance Comparison


2026 (YTD)202520242023
EVF
Eaton Vance Senior Income Trust
-1.66%-6.15%7.31%28.79%
APLY
YieldMax AAPL Option Income Strategy ETF
4.03%4.69%18.62%11.43%

Correlation

The correlation between EVF and APLY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.12

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Return for Risk

EVF vs. APLY — Risk / Return Rank

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

EVF
EVF Risk / Return Rank: 2323
Overall Rank
EVF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EVF Sortino Ratio Rank: 1818
Sortino Ratio Rank
EVF Omega Ratio Rank: 1919
Omega Ratio Rank
EVF Calmar Ratio Rank: 3030
Calmar Ratio Rank
EVF Martin Ratio Rank: 2626
Martin Ratio Rank

APLY
APLY Risk / Return Rank: 5858
Overall Rank
APLY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
APLY Sortino Ratio Rank: 5959
Sortino Ratio Rank
APLY Omega Ratio Rank: 6262
Omega Ratio Rank
APLY Calmar Ratio Rank: 6262
Calmar Ratio Rank
APLY Martin Ratio Rank: 4545
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.

EVF vs. APLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Senior Income Trust (EVF) and YieldMax AAPL Option Income Strategy ETF (APLY). 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.


EVFAPLYDifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

0.92

1.34

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.39

2.72

-3.12

Martin ratioReturn relative to average drawdown

-0.88

6.76

-7.64

EVF vs. APLY - Sharpe Ratio Comparison

The current EVF Sharpe Ratio is -0.50, which is lower than the APLY Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of EVF and APLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EVF vs. APLY - Drawdown Comparison

The maximum EVF drawdown since its inception was -62.41%, which is greater than APLY's maximum drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for EVF and APLY.


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Drawdown Indicators


EVFAPLYDifference

Max Drawdown

Largest peak-to-trough decline

-62.41%

-30.41%

-32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-11.76%

+2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-30.41%

+13.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-10.51%

-5.80%

-4.71%

Average Drawdown

Average peak-to-trough decline

-8.34%

-6.88%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

4.73%

-0.56%

Volatility

EVF vs. APLY - Volatility Comparison

The current volatility for Eaton Vance Senior Income Trust (EVF) is 1.07%, while YieldMax AAPL Option Income Strategy ETF (APLY) has a volatility of 5.52%. This indicates that EVF experiences smaller price fluctuations and is considered to be less risky than APLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVFAPLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

5.52%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

13.49%

-7.17%

Volatility (1Y)

Calculated over the trailing 1-year period

7.40%

17.96%

-10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

20.92%

-8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.18%

20.92%

-6.74%

Dividends

EVF vs. APLY - Dividend Comparison

EVF's dividend yield for the trailing twelve months is around 9.09%, less than APLY's 36.55% yield.


PositionTTM20252024202320222021202020192018201720162015
APLY
YieldMax AAPL Option Income Strategy ETF
36.55%36.38%24.95%14.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EVF
Eaton Vance Senior Income Trust
9.09%9.58%10.13%10.51%9.45%5.37%6.16%6.58%6.27%5.57%6.06%7.73%

Frequently Asked Questions


EVF and APLY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APLY has higher volatility (5.52%) compared to EVF (1.07%). In terms of maximum drawdown, EVF dropped -62.41% vs APLY's -30.41%.

APLY currently has the higher Sharpe Ratio (1.78 vs -0.50), 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.

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