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GOOO.L vs. YMAG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOO.L vs. YMAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) and YieldMax Big Tech Option Income UCITS ETF (YMAG.L). The values are adjusted to include any dividend payments, if applicable.

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GOOO.L vs. YMAG.L - Yearly Performance Comparison


Different Trading Currencies

GOOO.L is traded in GBp, while YMAG.L is traded in USD. To make them comparable, the YMAG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GOOO.L achieves a -4.64% return, which is significantly higher than YMAG.L's -12.66% return.


GOOO.L

1D
0.15%
1M
-4.30%
YTD
-4.64%
6M
11.84%
1Y
57.04%
3Y*
5Y*
10Y*

YMAG.L

1D
0.34%
1M
-0.36%
YTD
-12.66%
6M
-16.50%
1Y
2.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOO.L vs. YMAG.L - Expense Ratio Comparison

GOOO.L has a 0.55% expense ratio, which is lower than YMAG.L's 0.99% expense ratio.


Return for Risk

GOOO.L vs. YMAG.L — Risk / Return Rank

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

GOOO.L
GOOO.L Risk / Return Rank: 9292
Overall Rank
GOOO.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GOOO.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOOO.L Omega Ratio Rank: 8787
Omega Ratio Rank
GOOO.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOOO.L Martin Ratio Rank: 9393
Martin Ratio Rank

YMAG.L
YMAG.L Risk / Return Rank: 1616
Overall Rank
YMAG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YMAG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
YMAG.L Omega Ratio Rank: 1616
Omega Ratio Rank
YMAG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
YMAG.L Martin Ratio Rank: 1717
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.

GOOO.L vs. YMAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) and YieldMax Big Tech Option Income UCITS ETF (YMAG.L). 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.


GOOO.LYMAG.LDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.10

+2.11

Sortino ratio

Return per unit of downside risk

2.98

0.29

+2.70

Omega ratio

Gain probability vs. loss probability

1.37

1.04

+0.33

Calmar ratio

Return relative to maximum drawdown

4.59

0.33

+4.26

Martin ratio

Return relative to average drawdown

15.62

0.81

+14.82

GOOO.L vs. YMAG.L - Sharpe Ratio Comparison

The current GOOO.L Sharpe Ratio is 2.21, which is higher than the YMAG.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of GOOO.L and YMAG.L, 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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Sharpe Ratios by Period


GOOO.LYMAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.10

+2.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

-0.05

+1.50

Correlation

The correlation between GOOO.L and YMAG.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GOOO.L vs. YMAG.L - Dividend Comparison

GOOO.L's dividend yield for the trailing twelve months is around 19.31%, less than YMAG.L's 25.44% yield.


TTM20252024
GOOO.L
IncomeShares Alphabet (GOOG) Options ETP GBP
19.31%11.49%1.94%
YMAG.L
YieldMax Big Tech Option Income UCITS ETF
25.44%17.22%0.00%

Drawdowns

GOOO.L vs. YMAG.L - Drawdown Comparison

The maximum GOOO.L drawdown since its inception was -28.28%, which is greater than YMAG.L's maximum drawdown of -22.76%. Use the drawdown chart below to compare losses from any high point for GOOO.L and YMAG.L.


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Drawdown Indicators


GOOO.LYMAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-23.01%

-5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.85%

-23.01%

+9.16%

Current Drawdown

Current decline from peak

-11.31%

-20.66%

+9.35%

Average Drawdown

Average peak-to-trough decline

-7.92%

-5.95%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

8.65%

-4.58%

Volatility

GOOO.L vs. YMAG.L - Volatility Comparison

IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) has a higher volatility of 5.93% compared to YieldMax Big Tech Option Income UCITS ETF (YMAG.L) at 4.78%. This indicates that GOOO.L's price experiences larger fluctuations and is considered to be riskier than YMAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOO.LYMAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

4.78%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

14.12%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

25.73%

21.99%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.55%

22.20%

+3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.55%

22.20%

+3.35%