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GGT vs. YMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGT vs. YMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Multimedia Trust Inc. (GGT) and YieldMax Universe Fund of Option Income ETFs (YMAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGT achieves a 8.66% return, which is significantly higher than YMAX's 0.77% return.


GGT

1D
-2.14%
1M
-1.93%
YTD
8.66%
6M
9.97%
1Y
27.62%
3Y*
1.95%
5Y*
-3.25%
10Y*
8.19%

YMAX

1D
-2.10%
1M
-2.26%
YTD
0.77%
6M
-1.20%
1Y
2.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGT vs. YMAX - Yearly Performance Comparison


2026 (YTD)20252024
GGT
The Gabelli Multimedia Trust Inc.
8.66%15.39%-3.62%
YMAX
YieldMax Universe Fund of Option Income ETFs
0.77%6.04%26.90%

Correlation

The correlation between GGT and YMAX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2024

0.31

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Return for Risk

GGT vs. YMAX — Risk / Return Rank

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

GGT
GGT Risk / Return Rank: 8585
Overall Rank
GGT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GGT Sortino Ratio Rank: 8383
Sortino Ratio Rank
GGT Omega Ratio Rank: 8181
Omega Ratio Rank
GGT Calmar Ratio Rank: 8787
Calmar Ratio Rank
GGT Martin Ratio Rank: 8989
Martin Ratio Rank

YMAX
YMAX Risk / Return Rank: 1010
Overall Rank
YMAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YMAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
YMAX Omega Ratio Rank: 1010
Omega Ratio Rank
YMAX Calmar Ratio Rank: 99
Calmar Ratio Rank
YMAX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGT vs. YMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Multimedia Trust Inc. (GGT) 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.


GGTYMAXDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.30

1.04

+0.26

Calmar ratioReturn relative to maximum drawdown

3.63

0.08

+3.55

Martin ratioReturn relative to average drawdown

10.62

0.19

+10.43

GGT vs. YMAX - Sharpe Ratio Comparison

The current GGT Sharpe Ratio is 1.69, which is higher than the YMAX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of GGT and YMAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGT vs. YMAX - Drawdown Comparison

The maximum GGT drawdown since its inception was -80.93%, which is greater than YMAX's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for GGT and YMAX.


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Drawdown Indicators


GGTYMAXDifference

Max Drawdown

Largest peak-to-trough decline

-80.93%

-26.13%

-54.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-26.13%

+18.48%

Max Drawdown (3Y)

Largest decline over 3 years

-34.61%

Max Drawdown (5Y)

Largest decline over 5 years

-50.01%

Max Drawdown (10Y)

Largest decline over 10 years

-57.52%

Current Drawdown

Current decline from peak

-20.41%

-10.66%

-9.75%

Average Drawdown

Average peak-to-trough decline

-25.50%

-6.40%

-19.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

11.24%

-8.63%

Volatility

GGT vs. YMAX - Volatility Comparison

The current volatility for The Gabelli Multimedia Trust Inc. (GGT) is 3.62%, while YieldMax Universe Fund of Option Income ETFs (YMAX) has a volatility of 10.94%. This indicates that GGT experiences smaller price fluctuations and is considered to be less risky 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


GGTYMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

10.94%

-7.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

19.66%

-7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

23.56%

-7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.18%

23.61%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.14%

23.61%

+5.53%

Dividends

GGT vs. YMAX - Dividend Comparison

GGT's dividend yield for the trailing twelve months is around 21.41%, less than YMAX's 74.01% yield.


PositionTTM20252024202320222021202020192018201720162015
GGT
The Gabelli Multimedia Trust Inc.
21.41%20.95%19.59%15.52%16.45%10.14%11.06%10.97%12.75%9.57%11.46%12.53%
YMAX
YieldMax Universe Fund of Option Income ETFs
74.01%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


GGT and YMAX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YMAX has higher volatility (10.94%) compared to GGT (3.62%). In terms of maximum drawdown, GGT dropped -80.93% vs YMAX's -26.13%.

GGT currently has the higher Sharpe Ratio (1.69 vs 0.09), 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.

Portfolio Optimizer

Find the right allocation for GGT and YMAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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