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FBY vs. XOMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBY and XOMO is -0.00. 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.


-0.50.00.51.0-0.0

Performance

FBY vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax META Option Income ETF (FBY) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
24.77%
-2.76%
FBY
XOMO

Key characteristics

Sharpe Ratio

FBY:

1.86

XOMO:

0.22

Sortino Ratio

FBY:

2.41

XOMO:

0.39

Omega Ratio

FBY:

1.37

XOMO:

1.05

Calmar Ratio

FBY:

3.18

XOMO:

0.24

Martin Ratio

FBY:

9.27

XOMO:

0.82

Ulcer Index

FBY:

5.19%

XOMO:

3.87%

Daily Std Dev

FBY:

25.89%

XOMO:

14.31%

Max Drawdown

FBY:

-15.14%

XOMO:

-13.53%

Current Drawdown

FBY:

-4.07%

XOMO:

-13.13%

Returns By Period

In the year-to-date period, FBY achieves a 44.89% return, which is significantly higher than XOMO's 3.88% return.


FBY

YTD

44.89%

1M

4.66%

6M

22.83%

1Y

48.05%

5Y*

N/A

10Y*

N/A

XOMO

YTD

3.88%

1M

-10.20%

6M

-2.84%

1Y

3.16%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


FBY vs. XOMO - Expense Ratio Comparison

FBY has a 0.99% expense ratio, which is lower than XOMO's 1.01% expense ratio.


XOMO
YieldMax XOM Option Income Strategy ETF
Expense ratio chart for XOMO: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FBY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

FBY vs. XOMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.


Sharpe ratio
The chart of Sharpe ratio for FBY, currently valued at 1.86, compared to the broader market0.002.004.001.860.22
The chart of Sortino ratio for FBY, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.400.39
The chart of Omega ratio for FBY, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.05
The chart of Calmar ratio for FBY, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.170.24
The chart of Martin ratio for FBY, currently valued at 9.25, compared to the broader market0.0020.0040.0060.0080.00100.009.250.82
FBY
XOMO

The current FBY Sharpe Ratio is 1.86, which is higher than the XOMO Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FBY and XOMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50Sep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.86
0.22
FBY
XOMO

Dividends

FBY vs. XOMO - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 53.73%, more than XOMO's 25.41% yield.


TTM2023
FBY
YieldMax META Option Income ETF
53.73%8.31%
XOMO
YieldMax XOM Option Income Strategy ETF
25.41%5.13%

Drawdowns

FBY vs. XOMO - Drawdown Comparison

The maximum FBY drawdown since its inception was -15.14%, which is greater than XOMO's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for FBY and XOMO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.07%
-13.13%
FBY
XOMO

Volatility

FBY vs. XOMO - Volatility Comparison

YieldMax META Option Income ETF (FBY) has a higher volatility of 5.40% compared to YieldMax XOM Option Income Strategy ETF (XOMO) at 4.22%. This indicates that FBY's price experiences larger fluctuations and is considered to be riskier than XOMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.40%
4.22%
FBY
XOMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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