GMEY vs. DVA

Last updated Jun 26, 2026

GMEY (YieldMax GME Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while DVA (DaVita Inc.) is a stock. At a 0.06 correlation, their price movements are largely independent.

Performance

GMEY vs. DVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GME Option Income Strategy ETF (GMEY) and DaVita Inc. (DVA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GMEY achieves a 0.95% return, which is significantly lower than DVA's 91.04% return.

GMEY

• 1D: -1.56%
• 1M: -1.31%
• YTD: 0.95%
• 6M: -5.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DVA

• 1D: 1.72%
• 1M: 11.35%
• YTD: 91.04%
• 6M: 90.42%
• 1Y: 53.83%
• 3Y*: 31.28%
• 5Y*: 12.27%
• 10Y*: 11.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GMEY vs. DVA - Yearly Performance Comparison

	2026 (YTD)	2025
GMEY YieldMax GME Option Income Strategy ETF	0.95%	-15.02%
DVA DaVita Inc.	91.04%	-15.54%

Correlation

The correlation between GMEY and DVA is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 9, 2025	0.06

Return for Risk

GMEY vs. DVA — Risk / Return Rank

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

GMEY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DVA

DVA Risk / Return Rank: 78
DVA Sharpe Ratio Rank: 79
DVA Sortino Ratio Rank: 84
DVA Omega Ratio Rank: 82
DVA Calmar Ratio Rank: 74
DVA Martin Ratio Rank: 73

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.

GMEY vs. DVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GME Option Income Strategy ETF (GMEY) and DaVita Inc. (DVA). 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.

	GMEY	DVA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.26	—
Sortino ratio: Return per unit of downside risk	—	2.44	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	1.73	—
Martin ratio: Return relative to average drawdown	—	3.85	—

Drawdowns

GMEY vs. DVA - Drawdown Comparison

The maximum GMEY drawdown since its inception was -25.67%, smaller than the maximum DVA drawdown of -92.91%. Use the drawdown chart below to compare losses from any high point for GMEY and DVA.

Drawdown Indicators

	GMEY	DVA	Difference
Max Drawdown Largest peak-to-trough decline	-25.67%	-92.91%	+67.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-31.36%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-41.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-51.10%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.10%	—
Current Drawdown Current decline from peak	-23.82%	0.00%	-23.82%
Average Drawdown Average peak-to-trough decline	-16.91%	-20.03%	+3.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.01%	—

Volatility

Volatility by Period

	GMEY	DVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.27%	—
Volatility (6M) Calculated over the trailing 6-month period	—	34.93%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.31%	42.90%	-14.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.31%	37.28%	-8.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.31%	34.74%	-6.43%

Dividends

GMEY vs. DVA - Dividend Comparison

GMEY's dividend yield for the trailing twelve months is around 56.84%, while DVA has not paid dividends to shareholders.

Position	TTM	2025
DVA DaVita Inc.	0.00%	0.00%
GMEY YieldMax GME Option Income Strategy ETF	56.84%	21.84%

Frequently Asked Questions

Can I hold both GMEY and DVA in my portfolio?

GMEY and DVA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.