FSP vs. YMAX
FSP (Franklin Street Properties Corp.) is a stock, while YMAX (YieldMax Universe Fund of Option Income ETFs) is Derivative Income fund actively managed by YieldMax. Over the past year, FSP returned -67.10% vs -1.10% for YMAX. At a 0.24 correlation, their price movements are largely independent.
Performance
FSP vs. YMAX - Performance Comparison
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Returns By Period
In the year-to-date period, FSP achieves a -41.63% return, which is significantly lower than YMAX's -0.44% return.
FSP
- 1D
- 1.87%
- 1M
- 5.43%
- YTD
- -41.63%
- 6M
- -39.98%
- 1Y
- -67.10%
- 3Y*
- -25.76%
- 5Y*
- -34.42%
- 10Y*
- -22.48%
YMAX
- 1D
- -0.51%
- 1M
- -5.22%
- YTD
- -0.44%
- 6M
- -2.24%
- 1Y
- -1.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSP vs. YMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FSP Franklin Street Properties Corp. | -41.63% | -47.00% | -27.27% |
YMAX YieldMax Universe Fund of Option Income ETFs | -0.44% | 6.04% | 26.90% |
Correlation
The correlation between FSP and YMAX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2024 | 0.24 |
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Return for Risk
FSP vs. YMAX — Risk / Return Rank
FSP
YMAX
FSP vs. YMAX - Risk-Adjusted Trends 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.
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.
| FSP | YMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.01 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.04 | -0.90 |
| Martin ratioReturn relative to average drawdown | -1.46 | -0.10 | -1.36 |
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Drawdowns
FSP vs. YMAX - Drawdown Comparison
The maximum FSP drawdown since its inception was -93.90%, which is greater than YMAX's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for FSP and YMAX.
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Drawdown Indicators
| FSP | YMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.90% | -26.13% | -67.77% |
Max Drawdown (1Y)Largest decline over 1 year | -71.05% | -26.13% | -44.92% |
Max Drawdown (3Y)Largest decline over 3 years | -80.20% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -90.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -93.90% | — | — |
Current DrawdownCurrent decline from peak | -93.38% | -11.73% | -81.65% |
Average DrawdownAverage peak-to-trough decline | -33.93% | -6.41% | -27.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.08% | 11.28% | +34.80% |
Volatility
FSP vs. YMAX - Volatility Comparison
Franklin Street Properties Corp. (FSP) has a higher volatility of 23.57% compared to YieldMax Universe Fund of Option Income ETFs (YMAX) at 10.75%. 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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Volatility by Period
| FSP | YMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.57% | 10.75% | +12.82% |
Volatility (6M)Calculated over the trailing 6-month period | 45.53% | 19.62% | +25.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.29% | 23.52% | +29.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.91% | 23.58% | +24.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.37% | 23.58% | +21.79% |
Dividends
FSP vs. YMAX - Dividend Comparison
FSP's dividend yield for the trailing twelve months is around 5.49%, less than YMAX's 76.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSP Franklin Street Properties Corp. | 5.49% | 4.23% | 2.19% | 1.56% | 7.22% | 11.43% | 8.24% | 4.21% | 7.38% | 7.08% | 5.86% | 7.34% |
YMAX YieldMax Universe Fund of Option Income ETFs | 76.61% | 78.70% | 44.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FSP and YMAX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSP has higher volatility (23.57%) compared to YMAX (10.75%). In terms of maximum drawdown, FSP dropped -93.90% vs YMAX's -26.13%.
YMAX currently has the higher Sharpe Ratio (-0.05 vs -1.26), 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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