GOOY vs. GOOP

In the year-to-date period, GOOY achieves a -4.78% return, which is significantly higher than GOOP's -9.34% return.

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Both GOOY and GOOP have an expense ratio of 0.99%.

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP). 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.

The current GOOY Sharpe Ratio is -0.11, which is comparable to the GOOP Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of GOOY and GOOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GOOY's dividend yield for the trailing twelve months is around 43.20%, more than GOOP's 18.28% yield.

The maximum GOOY drawdown since its inception was -24.40%, smaller than the maximum GOOP drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for GOOY and GOOP.

YieldMax GOOGL Option Income Strategy ETF (GOOY) and Kurv Yield Premium Strategy Google (GOOGL) ETF (GOOP) have volatilities of 9.48% and 9.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.