K vs. ULTY

Last updated Jun 9, 2026

K (Kellogg Company) is a stock, while ULTY (YieldMax Ultra Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. At a correlation of -0.01, they often move in opposite directions.

Performance

K vs. ULTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kellogg Company (K) and YieldMax Ultra Option Income Strategy ETF (ULTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

K

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ULTY

• 1D: 0.94%
• 1M: -1.19%
• YTD: 7.39%
• 6M: 5.32%
• 1Y: 4.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

K vs. ULTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
K Kellogg Company	0.00%	5.99%	49.22%
ULTY YieldMax Ultra Option Income Strategy ETF	7.39%	-0.84%	-4.73%

Correlation

The correlation between K and ULTY is -0.01, 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	-0.01
Correlation (All Time) Calculated using the full available price history since Feb 29, 2024	-0.01

Return for Risk

K vs. ULTY — Risk / Return Rank

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

ULTY

ULTY Risk / Return Rank: 12
ULTY Sharpe Ratio Rank: 12
ULTY Sortino Ratio Rank: 12
ULTY Omega Ratio Rank: 12
ULTY Calmar Ratio Rank: 11
ULTY Martin Ratio Rank: 11

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.

K vs. ULTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) and YieldMax Ultra Option Income Strategy ETF (ULTY). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	K	ULTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.11	—

Drawdowns

Drawdown Indicators

	K	ULTY	Difference
Max Drawdown Largest peak-to-trough decline	—	-26.85%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-24.16%	—
Current Drawdown Current decline from peak	—	-11.95%	—
Average Drawdown Average peak-to-trough decline	—	-9.38%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.37%	—

Volatility

Volatility by Period

	K	ULTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.96%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.88%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.21%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	27.07%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	27.07%	—

Dividends

K vs. ULTY - Dividend Comparison

K has not paid dividends to shareholders, while ULTY's dividend yield for the trailing twelve months is around 115.53%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
K Kellogg Company	1.39%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%
ULTY YieldMax Ultra Option Income Strategy ETF	115.53%	142.99%	111.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both K and ULTY in my portfolio?

K and ULTY have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.