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GOOY vs. RITM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOOY vs. RITM - Performance Comparison

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

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Returns By Period

In the year-to-date period, GOOY achieves a 13.92% return, which is significantly higher than RITM's -12.31% return.


GOOY

1D
0.00%
1M
-8.03%
YTD
13.92%
6M
14.56%
1Y
81.48%
3Y*
5Y*
10Y*

RITM

1D
0.76%
1M
1.97%
YTD
-12.31%
6M
-11.98%
1Y
-9.45%
3Y*
10.36%
5Y*
6.69%
10Y*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOY vs. RITM - Yearly Performance Comparison


2026 (YTD)202520242023
GOOY
YieldMax GOOGL Option Income Strategy ETF
13.92%53.95%12.58%-3.35%
RITM
Rithm Capital Corp.
-12.31%10.06%11.07%11.56%

Correlation

The correlation between GOOY and RITM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2023

0.25

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Return for Risk

GOOY vs. RITM — Risk / Return Rank

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

GOOY
GOOY Risk / Return Rank: 9393
Overall Rank
GOOY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9494
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9191
Martin Ratio Rank

RITM
RITM Risk / Return Rank: 2424
Overall Rank
RITM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2121
Omega Ratio Rank
RITM Calmar Ratio Rank: 3030
Calmar Ratio Rank
RITM Martin Ratio Rank: 2626
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.

GOOY vs. RITM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) and Rithm Capital Corp. (RITM). 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.


GOOYRITMDifference
Sharpe ratioReturn per unit of total volatility

+3.99

Sortino ratioReturn per unit of downside risk

+5.28

Omega ratioGain probability vs. loss probability

1.60

0.93

+0.66

Calmar ratioReturn relative to maximum drawdown

5.06

-0.39

+5.46

Martin ratioReturn relative to average drawdown

18.64

-0.85

+19.50

GOOY vs. RITM - Sharpe Ratio Comparison

The current GOOY Sharpe Ratio is 3.51, which is higher than the RITM Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of GOOY and RITM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GOOY vs. RITM - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, smaller than the maximum RITM drawdown of -81.11%. Use the drawdown chart below to compare losses from any high point for GOOY and RITM.


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Drawdown Indicators


GOOYRITMDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-81.11%

+56.71%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

-27.31%

+11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-27.31%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

Current Drawdown

Current decline from peak

-8.37%

-20.77%

+12.40%

Average Drawdown

Average peak-to-trough decline

-6.27%

-15.96%

+9.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

12.58%

-8.20%

Volatility

GOOY vs. RITM - Volatility Comparison

The current volatility for YieldMax GOOGL Option Income Strategy ETF (GOOY) is 6.21%, while Rithm Capital Corp. (RITM) has a volatility of 7.23%. This indicates that GOOY experiences smaller price fluctuations and is considered to be less risky than RITM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOOYRITMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

7.23%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

17.39%

19.11%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

23.33%

22.51%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.29%

27.49%

-4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

40.17%

-16.88%

Dividends

GOOY vs. RITM - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 49.78%, more than RITM's 10.74% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOY
YieldMax GOOGL Option Income Strategy ETF
49.78%41.50%36.74%7.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RITM
Rithm Capital Corp.
10.74%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Frequently Asked Questions


GOOY and RITM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RITM has higher volatility (7.23%) compared to GOOY (6.21%). In terms of maximum drawdown, GOOY dropped -24.40% vs RITM's -81.11%.

GOOY currently has the higher Sharpe Ratio (3.51 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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