HSY vs. BABO
HSY (The Hershey Company) is a stock, while BABO (YieldMax BABA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, HSY returned 10.63% vs -1.50% for BABO. At a 0.09 correlation, their price movements are largely independent.
Performance
HSY vs. BABO - Performance Comparison
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Returns By Period
In the year-to-date period, HSY achieves a 1.25% return, which is significantly higher than BABO's -20.64% return.
HSY
- 1D
- 0.45%
- 1M
- -3.82%
- YTD
- 1.25%
- 6M
- 1.34%
- 1Y
- 10.63%
- 3Y*
- -8.39%
- 5Y*
- 3.29%
- 10Y*
- 9.11%
BABO
- 1D
- -0.37%
- 1M
- -16.79%
- YTD
- -20.64%
- 6M
- -24.20%
- 1Y
- -1.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HSY vs. BABO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HSY The Hershey Company | 1.25% | 10.98% | -13.96% |
BABO YieldMax BABA Option Income Strategy ETF | -20.64% | 46.84% | 0.65% |
Correlation
The correlation between HSY and BABO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024 | 0.09 |
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Return for Risk
HSY vs. BABO — Risk / Return Rank
HSY
BABO
HSY vs. BABO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Hershey Company (HSY) and YieldMax BABA Option Income Strategy ETF (BABO). 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.
| HSY | BABO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.01 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | -0.13 | +0.48 |
| Martin ratioReturn relative to average drawdown | 0.87 | -0.28 | +1.16 |
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Drawdowns
HSY vs. BABO - Drawdown Comparison
The maximum HSY drawdown since its inception was -49.15%, which is greater than BABO's maximum drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for HSY and BABO.
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Drawdown Indicators
| HSY | BABO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.15% | -33.33% | -15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -25.01% | -33.33% | +8.32% |
Max Drawdown (3Y)Largest decline over 3 years | -42.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -45.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.25% | — | — |
Current DrawdownCurrent decline from peak | -28.02% | -33.33% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -13.10% | -13.90% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.00% | 15.34% | -5.34% |
Volatility
HSY vs. BABO - Volatility Comparison
The Hershey Company (HSY) has a higher volatility of 9.48% compared to YieldMax BABA Option Income Strategy ETF (BABO) at 8.72%. This indicates that HSY's price experiences larger fluctuations and is considered to be riskier than BABO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HSY | BABO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 8.72% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 20.08% | 24.44% | -4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.49% | 35.33% | -7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 36.67% | -13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.44% | 36.67% | -13.23% |
Dividends
HSY vs. BABO - Dividend Comparison
HSY's dividend yield for the trailing twelve months is around 3.11%, less than BABO's 98.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABO YieldMax BABA Option Income Strategy ETF | 98.48% | 85.50% | 20.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSY The Hershey Company | 3.11% | 3.01% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% |
Frequently Asked Questions
HSY and BABO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSY has higher volatility (9.48%) compared to BABO (8.72%). In terms of maximum drawdown, HSY dropped -49.15% vs BABO's -33.33%.
HSY currently has the higher Sharpe Ratio (0.32 vs -0.12), 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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