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 -69.08% vs -7.22% for YMAX. At a 0.23 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 -47.08% return, which is significantly lower than YMAX's -0.74% return.
FSP
- 1D
- 3.28%
- 1M
- -18.92%
- 6M
- -44.79%
- YTD
- -47.08%
- 1Y
- -69.08%
- 3Y*
- -31.77%
- 5Y*
- -34.85%
- 10Y*
- -23.86%
YMAX
- 1D
- -1.31%
- 1M
- -2.23%
- 6M
- -3.15%
- YTD
- -0.74%
- 1Y
- -7.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSP vs. YMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FSP Franklin Street Properties Corp. | -47.08% | -47.00% | -27.27% |
YMAX YieldMax Universe Fund of Option Income ETFs | -0.74% | 6.04% | 26.90% |
Correlation
The correlation between FSP and YMAX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2024 | 0.23 |
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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 | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 0.97 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.28 | -0.69 |
| Martin ratioReturn relative to average drawdown | -1.44 | -0.63 | -0.81 |
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Drawdowns
FSP vs. YMAX - Drawdown Comparison
The maximum FSP drawdown since its inception was -94.19%, 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 | -94.19% | -26.13% | -68.06% |
Max Drawdown (1Y)Largest decline over 1 year | -71.62% | -26.13% | -45.49% |
Max Drawdown (3Y)Largest decline over 3 years | -81.13% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -91.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.19% | — | — |
Current DrawdownCurrent decline from peak | -94.00% | -12.00% | -82.00% |
Average DrawdownAverage peak-to-trough decline | -34.10% | -6.48% | -27.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.12% | 11.50% | +36.62% |
Volatility
FSP vs. YMAX - Volatility Comparison
Franklin Street Properties Corp. (FSP) has a higher volatility of 15.12% compared to YieldMax Universe Fund of Option Income ETFs (YMAX) at 6.50%. 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.
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Volatility by Period
| FSP | YMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.12% | 6.50% | +8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 44.84% | 20.16% | +24.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.42% | 23.96% | +29.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.05% | 23.55% | +24.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.47% | 23.55% | +21.92% |
Dividends
FSP vs. YMAX - Dividend Comparison
FSP's dividend yield for the trailing twelve months is around 6.06%, less than YMAX's 74.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSP Franklin Street Properties Corp. | 6.06% | 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 | 74.50% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSP has higher volatility (15.12%) compared to YMAX (6.50%). In terms of maximum drawdown, FSP dropped -94.19% vs YMAX's -26.13%.
YMAX currently has the higher Sharpe Ratio (-0.30 vs -1.30), 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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