INTU vs. CHPY
INTU (Intuit Inc.) is a stock, while CHPY (YieldMax Semiconductor Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, INTU returned -60.29% vs 98.32% for CHPY. At a correlation of -0.04, they often move in opposite directions.
Performance
INTU vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, INTU achieves a -55.08% return, which is significantly lower than CHPY's 63.11% return.
INTU
- 1D
- 5.40%
- 1M
- 5.38%
- 6M
- -46.44%
- YTD
- -55.08%
- 1Y
- -60.29%
- 3Y*
- -14.96%
- 5Y*
- -9.42%
- 10Y*
- 10.72%
CHPY
- 1D
- -4.40%
- 1M
- -9.52%
- 6M
- 49.62%
- YTD
- 63.11%
- 1Y
- 98.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTU vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
INTU Intuit Inc. | -55.08% | 7.21% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 63.11% | 56.76% |
Correlation
The correlation between INTU and CHPY is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | -0.04 |
The correlation between INTU and CHPY shifts across timeframes, from -0.16 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
INTU vs. CHPY — Risk / Return Rank
INTU
CHPY
INTU vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
| INTU | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.08 | ||
| Sortino ratioReturn per unit of downside risk | -5.21 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 1.44 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 5.84 | -6.72 |
| Martin ratioReturn relative to average drawdown | -1.54 | 23.10 | -24.64 |
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Drawdowns
INTU vs. CHPY - Drawdown Comparison
The maximum INTU drawdown since its inception was -75.29%, which is greater than CHPY's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for INTU and CHPY.
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Drawdown Indicators
| INTU | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -16.93% | -58.36% |
Max Drawdown (1Y)Largest decline over 1 year | -68.19% | -16.93% | -51.26% |
Max Drawdown (3Y)Largest decline over 3 years | -68.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -68.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -68.19% | — | — |
Current DrawdownCurrent decline from peak | -63.08% | -16.93% | -46.15% |
Average DrawdownAverage peak-to-trough decline | -24.25% | -2.48% | -21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.12% | 4.27% | +34.85% |
Volatility
INTU vs. CHPY - Volatility Comparison
The current volatility for Intuit Inc. (INTU) is 13.36%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 18.29%. This indicates that INTU experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTU | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.36% | 18.29% | -4.93% |
Volatility (6M)Calculated over the trailing 6-month period | 43.84% | 31.41% | +12.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.13% | 35.76% | +10.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.01% | 37.88% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.18% | 37.88% | -3.70% |
Dividends
INTU vs. CHPY - Dividend Comparison
INTU's dividend yield for the trailing twelve months is around 1.63%, less than CHPY's 36.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 36.41% | 28.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTU Intuit Inc. | 1.63% | 0.65% | 0.60% | 0.52% | 0.72% | 0.38% | 0.57% | 0.74% | 0.83% | 0.89% | 1.08% | 1.09% |
Frequently Asked Questions
INTU and CHPY have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPY has higher volatility (18.29%) compared to INTU (13.36%). In terms of maximum drawdown, INTU dropped -75.29% vs CHPY's -16.93%.
CHPY currently has the higher Sharpe Ratio (2.77 vs -1.31), 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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