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

Key characteristics


GOOYMSTY
Daily Std Dev19.40%76.71%
Max Drawdown-17.54%-33.16%
Current Drawdown-6.23%0.00%

Correlation

-0.50.00.51.00.3

The correlation between GOOY and MSTY is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

GOOY vs. MSTY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
2.05%
96.54%
GOOY
MSTY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOOY vs. MSTY - Expense Ratio Comparison

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


GOOY
YieldMax GOOGL Option Income Strategy ETF
Expense ratio chart for GOOY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

GOOY vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


GOOY
Sharpe ratio
The chart of Sharpe ratio for GOOY, currently valued at 0.54, compared to the broader market-2.000.002.004.006.000.54
Sortino ratio
The chart of Sortino ratio for GOOY, currently valued at 0.79, compared to the broader market0.005.0010.000.79
Omega ratio
The chart of Omega ratio for GOOY, currently valued at 1.12, compared to the broader market1.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for GOOY, currently valued at 0.60, compared to the broader market0.005.0010.0015.000.60
Martin ratio
The chart of Martin ratio for GOOY, currently valued at 1.39, compared to the broader market0.0020.0040.0060.0080.00100.001.39
MSTY
Sharpe ratio
No data

GOOY vs. MSTY - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

GOOY vs. MSTY - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 31.66%, less than MSTY's 55.44% yield.


TTM2023
GOOY
YieldMax GOOGL Option Income Strategy ETF
31.66%7.90%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
55.44%0.00%

Drawdowns

GOOY vs. MSTY - Drawdown Comparison

The maximum GOOY drawdown since its inception was -17.54%, smaller than the maximum MSTY drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for GOOY and MSTY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.23%
0
GOOY
MSTY

Volatility

GOOY vs. MSTY - Volatility Comparison

The current volatility for YieldMax GOOGL Option Income Strategy ETF (GOOY) is 4.86%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 22.53%. This indicates that GOOY experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
4.86%
22.53%
GOOY
MSTY