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GOOY vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GOOY vs. AAPL - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-8.48%
21.27%
GOOY
AAPL

Returns By Period

In the year-to-date period, GOOY achieves a 2.39% return, which is significantly lower than AAPL's 19.98% return.


GOOY

YTD

2.39%

1M

-2.49%

6M

-8.48%

1Y

-0.09%

5Y (annualized)

N/A

10Y (annualized)

N/A

AAPL

YTD

19.98%

1M

-0.28%

6M

21.27%

1Y

20.74%

5Y (annualized)

29.42%

10Y (annualized)

24.32%

Key characteristics


GOOYAAPL
Sharpe Ratio-0.000.92
Sortino Ratio0.121.46
Omega Ratio1.021.18
Calmar Ratio-0.011.25
Martin Ratio-0.012.93
Ulcer Index7.63%7.09%
Daily Std Dev20.14%22.51%
Max Drawdown-17.54%-81.80%
Current Drawdown-13.25%-2.69%

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Correlation

-0.50.00.51.00.4

The correlation between GOOY and AAPL is 0.40, 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.

Risk-Adjusted Performance

GOOY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for GOOY, currently valued at -0.00, compared to the broader market0.002.004.00-0.000.92
The chart of Sortino ratio for GOOY, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.0012.000.121.46
The chart of Omega ratio for GOOY, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.18
The chart of Calmar ratio for GOOY, currently valued at -0.01, compared to the broader market0.005.0010.0015.0020.00-0.011.25
The chart of Martin ratio for GOOY, currently valued at -0.01, compared to the broader market0.0020.0040.0060.0080.00100.00-0.012.93
GOOY
AAPL

The current GOOY Sharpe Ratio is -0.00, which is lower than the AAPL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GOOY and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
-0.00
0.92
GOOY
AAPL

Dividends

GOOY vs. AAPL - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 34.22%, more than AAPL's 0.43% yield.


TTM20232022202120202019201820172016201520142013
GOOY
YieldMax GOOGL Option Income Strategy ETF
34.22%7.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

GOOY vs. AAPL - Drawdown Comparison

The maximum GOOY drawdown since its inception was -17.54%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for GOOY and AAPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.25%
-2.69%
GOOY
AAPL

Volatility

GOOY vs. AAPL - Volatility Comparison

YieldMax GOOGL Option Income Strategy ETF (GOOY) has a higher volatility of 7.58% compared to Apple Inc (AAPL) at 4.74%. This indicates that GOOY's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.58%
4.74%
GOOY
AAPL