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GPTY vs. CBNK.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GPTY vs. CBNK.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GPTY is traded in USD, while CBNK.TO is traded in CAD. To make them comparable, the CBNK.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GPTY achieves a 36.39% return, which is significantly higher than CBNK.TO's 24.00% return.


GPTY

1D
-1.40%
1M
19.04%
YTD
36.39%
6M
32.30%
1Y
55.13%
3Y*
5Y*
10Y*

CBNK.TO

1D
0.02%
1M
5.59%
YTD
24.00%
6M
32.69%
1Y
76.91%
3Y*
37.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPTY vs. CBNK.TO - Yearly Performance Comparison


Correlation

The correlation between GPTY and CBNK.TO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2025

0.43

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Return for Risk

GPTY vs. CBNK.TO — Risk / Return Rank

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

GPTY
GPTY Risk / Return Rank: 6060
Overall Rank
GPTY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GPTY Sortino Ratio Rank: 6262
Sortino Ratio Rank
GPTY Omega Ratio Rank: 6464
Omega Ratio Rank
GPTY Calmar Ratio Rank: 5757
Calmar Ratio Rank
GPTY Martin Ratio Rank: 4646
Martin Ratio Rank

CBNK.TO
CBNK.TO Risk / Return Rank: 9696
Overall Rank
CBNK.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CBNK.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
CBNK.TO Omega Ratio Rank: 9797
Omega Ratio Rank
CBNK.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CBNK.TO Martin Ratio Rank: 9696
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.

GPTY vs. CBNK.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AI & Tech Portfolio Option Income ETF (GPTY) and Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO). 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.


GPTYCBNK.TODifference

Sharpe ratio

Return per unit of total volatility

2.33

4.65

-2.32

Sortino ratio

Return per unit of downside risk

2.98

6.09

-3.11

Omega ratio

Gain probability vs. loss probability

1.39

1.77

-0.37

Calmar ratio

Return relative to maximum drawdown

2.87

7.06

-4.20

Martin ratio

Return relative to average drawdown

7.65

30.68

-23.03

GPTY vs. CBNK.TO - Sharpe Ratio Comparison

The current GPTY Sharpe Ratio is 2.33, which is lower than the CBNK.TO Sharpe Ratio of 4.65. The chart below compares the historical Sharpe Ratios of GPTY and CBNK.TO, 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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Sharpe Ratios by Period


GPTYCBNK.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

4.65

-2.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.81

+0.62

Drawdowns

GPTY vs. CBNK.TO - Drawdown Comparison

The maximum GPTY drawdown since its inception was -26.62%, smaller than the maximum CBNK.TO drawdown of -38.51%. Use the drawdown chart below to compare losses from any high point for GPTY and CBNK.TO.


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Drawdown Indicators


GPTYCBNK.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-38.51%

+11.89%

Max Drawdown (1Y)

Largest decline over 1 year

-19.32%

-10.94%

-8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-22.07%

Current Drawdown

Current decline from peak

-1.40%

-2.92%

+1.52%

Average Drawdown

Average peak-to-trough decline

-6.52%

-14.36%

+7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

2.51%

+4.72%

Volatility

GPTY vs. CBNK.TO - Volatility Comparison

YieldMax AI & Tech Portfolio Option Income ETF (GPTY) has a higher volatility of 7.41% compared to Mulvihill Canadian Bank Enhanced Yield ETF (CBNK.TO) at 5.64%. This indicates that GPTY's price experiences larger fluctuations and is considered to be riskier than CBNK.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GPTYCBNK.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

5.64%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

14.21%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

16.62%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.85%

20.39%

+8.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.85%

20.39%

+8.46%

Dividends

GPTY vs. CBNK.TO - Dividend Comparison

GPTY's dividend yield for the trailing twelve months is around 32.54%, more than CBNK.TO's 5.94% yield.


PositionTTM2025202420232022
CBNK.TO
Mulvihill Canadian Bank Enhanced Yield ETF
5.94%5.86%8.25%9.59%7.85%
GPTY
YieldMax AI & Tech Portfolio Option Income ETF
32.54%34.23%0.00%0.00%0.00%

Frequently Asked Questions


GPTY and CBNK.TO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: YieldMax and Mulvihill.

Portfolio Optimizer

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