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

Correlation

The correlation between FSP and YMAX is 0.33, 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.


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.

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Key characteristics

Sharpe Ratio

FSP:

-0.43

YMAX:

0.32

Sortino Ratio

FSP:

-0.44

YMAX:

0.60

Omega Ratio

FSP:

0.95

YMAX:

1.08

Calmar Ratio

FSP:

-0.26

YMAX:

0.32

Martin Ratio

FSP:

-1.43

YMAX:

1.04

Ulcer Index

FSP:

14.81%

YMAX:

7.94%

Daily Std Dev

FSP:

45.46%

YMAX:

25.80%

Max Drawdown

FSP:

-87.20%

YMAX:

-25.55%

Current Drawdown

FSP:

-82.23%

YMAX:

-10.16%

Returns By Period

In the year-to-date period, FSP achieves a -17.03% return, which is significantly lower than YMAX's -3.93% return.


FSP

YTD

-17.03%

1M

3.43%

6M

-22.54%

1Y

-19.56%

5Y*

-16.52%

10Y*

-14.00%

YMAX

YTD

-3.93%

1M

10.49%

6M

-0.43%

1Y

9.49%

5Y*

N/A

10Y*

N/A

*Annualized

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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 2323
Overall Rank
The Sharpe Ratio Rank of FSP is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FSP is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FSP is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FSP is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FSP is 88
Martin Ratio Rank

YMAX
The Risk-Adjusted Performance Rank of YMAX is 5252
Overall Rank
The Sharpe Ratio Rank of YMAX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of YMAX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of YMAX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of YMAX is 4949
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.


The current FSP Sharpe Ratio is -0.43, which is lower than the YMAX Sharpe Ratio of 0.32. 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.


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Dividends

FSP vs. YMAX - Dividend Comparison

FSP's dividend yield for the trailing twelve months is around 2.67%, less than YMAX's 65.36% yield.


TTM20242023202220212020201920182017201620152014
FSP
Franklin Street Properties Corp.
2.67%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
65.36%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 -25.55%. Use the drawdown chart below to compare losses from any high point for FSP and YMAX. For additional features, visit the drawdowns tool.


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Volatility

FSP vs. YMAX - Volatility Comparison

Franklin Street Properties Corp. (FSP) has a higher volatility of 10.79% compared to YieldMax Universe Fund of Option Income ETFs (YMAX) at 7.70%. 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.


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