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FSP vs. YMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSP and YMAX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FSP vs. YMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Street Properties Corp. (FSP) and YieldMax Universe Fund of Option Income ETFs (YMAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
28.84%
19.28%
FSP
YMAX

Key characteristics

Sharpe Ratio

FSP:

-0.22

YMAX:

1.53

Sortino Ratio

FSP:

-0.01

YMAX:

2.03

Omega Ratio

FSP:

1.00

YMAX:

1.27

Calmar Ratio

FSP:

-0.12

YMAX:

2.27

Martin Ratio

FSP:

-0.43

YMAX:

7.09

Ulcer Index

FSP:

23.66%

YMAX:

4.09%

Daily Std Dev

FSP:

46.28%

YMAX:

18.89%

Max Drawdown

FSP:

-87.20%

YMAX:

-12.78%

Current Drawdown

FSP:

-76.46%

YMAX:

-1.28%

Returns By Period

In the year-to-date period, FSP achieves a 9.89% return, which is significantly higher than YMAX's 5.57% return.


FSP

YTD

9.89%

1M

9.30%

6M

28.82%

1Y

-13.32%

5Y*

-20.08%

10Y*

-12.21%

YMAX

YTD

5.57%

1M

5.33%

6M

19.28%

1Y

24.96%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FSP vs. YMAX — Risk-Adjusted Performance Rank

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

FSP
The Risk-Adjusted Performance Rank of FSP is 3434
Overall Rank
The Sharpe Ratio Rank of FSP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of FSP is 3131
Sortino Ratio Rank
The Omega Ratio Rank of FSP is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FSP is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FSP is 3737
Martin Ratio Rank

YMAX
The Risk-Adjusted Performance Rank of YMAX is 6161
Overall Rank
The Sharpe Ratio Rank of YMAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of YMAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of YMAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of YMAX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSP vs. YMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Street Properties Corp. (FSP) 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.


Sharpe ratio
The chart of Sharpe ratio for FSP, currently valued at -0.22, compared to the broader market-2.000.002.004.00-0.221.53
The chart of Sortino ratio for FSP, currently valued at -0.01, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.012.03
The chart of Omega ratio for FSP, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.27
The chart of Calmar ratio for FSP, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.252.27
The chart of Martin ratio for FSP, currently valued at -0.43, compared to the broader market-10.000.0010.0020.0030.00-0.437.09
FSP
YMAX

The current FSP Sharpe Ratio is -0.22, which is lower than the YMAX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FSP and YMAX, 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 Ratio-0.500.000.501.001.50Wed 22Fri 24Jan 26Tue 28Thu 30FebruaryMon 03Wed 05Fri 07Feb 09Tue 11Thu 13
-0.22
1.53
FSP
YMAX

Dividends

FSP vs. YMAX - Dividend Comparison

FSP's dividend yield for the trailing twelve months is around 2.00%, less than YMAX's 48.07% yield.


TTM20242023202220212020201920182017201620152014
FSP
Franklin Street Properties Corp.
2.00%2.19%1.56%7.33%11.43%8.24%4.21%7.38%7.08%5.86%7.34%6.19%
YMAX
YieldMax Universe Fund of Option Income ETFs
48.07%44.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSP vs. YMAX - Drawdown Comparison

The maximum FSP drawdown since its inception was -87.20%, which is greater than YMAX's maximum drawdown of -12.78%. Use the drawdown chart below to compare losses from any high point for FSP and YMAX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.13%
-1.28%
FSP
YMAX

Volatility

FSP vs. YMAX - Volatility Comparison

Franklin Street Properties Corp. (FSP) has a higher volatility of 12.11% compared to YieldMax Universe Fund of Option Income ETFs (YMAX) at 5.50%. This indicates that FSP'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.11%
5.50%
FSP
YMAX
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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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