LENZ vs. YMAG
LENZ (LENZ Therapeutics Inc) is a stock, while YMAG (YieldMax Magnificent 7 Fund of Option Income ETFs) is Large Cap Blend Equities fund actively managed by YieldMax. Over the past year, LENZ returned -76.45% vs 27.02% for YMAG. At a 0.26 correlation, their price movements are largely independent.
Performance
LENZ vs. YMAG - Performance Comparison
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Returns By Period
In the year-to-date period, LENZ achieves a -56.19% return, which is significantly lower than YMAG's 3.80% return.
LENZ
- 1D
- -1.68%
- 1M
- -24.46%
- YTD
- -56.19%
- 6M
- -74.96%
- 1Y
- -76.45%
- 3Y*
- -10.86%
- 5Y*
- —
- 10Y*
- —
YMAG
- 1D
- -0.86%
- 1M
- 2.07%
- YTD
- 3.80%
- 6M
- 4.38%
- 1Y
- 27.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LENZ vs. YMAG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LENZ LENZ Therapeutics Inc | -56.19% | -44.58% | 198.78% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 3.80% | 18.64% | 36.05% |
Correlation
The correlation between LENZ and YMAG is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2024 | 0.26 |
The correlation between LENZ and YMAG shifts across timeframes, from 0.16 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LENZ vs. YMAG — Risk / Return Rank
LENZ
YMAG
LENZ vs. YMAG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LENZ Therapeutics Inc (LENZ) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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.
| LENZ | YMAG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.94 | 1.68 | -2.62 |
Sortino ratioReturn per unit of downside risk | -1.70 | 2.27 | -3.97 |
Omega ratioGain probability vs. loss probability | 0.79 | 1.29 | -0.50 |
Calmar ratioReturn relative to maximum drawdown | -0.89 | 1.89 | -2.77 |
Martin ratioReturn relative to average drawdown | -1.41 | 6.63 | -8.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LENZ | YMAG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.94 | 1.68 | -2.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.46 | 1.19 | -1.65 |
Drawdowns
LENZ vs. YMAG - Drawdown Comparison
The maximum LENZ drawdown since its inception was -93.98%, which is greater than YMAG's maximum drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for LENZ and YMAG.
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Drawdown Indicators
| LENZ | YMAG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -25.96% | -68.02% |
Max Drawdown (1Y)Largest decline over 1 year | -86.44% | -14.38% | -72.06% |
Max Drawdown (3Y)Largest decline over 3 years | -86.44% | — | — |
Current DrawdownCurrent decline from peak | -93.15% | -2.71% | -90.44% |
Average DrawdownAverage peak-to-trough decline | -78.62% | -4.52% | -74.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.23% | 4.08% | +50.15% |
Volatility
LENZ vs. YMAG - Volatility Comparison
LENZ Therapeutics Inc (LENZ) has a higher volatility of 30.21% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 3.67%. This indicates that LENZ's price experiences larger fluctuations and is considered to be riskier than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LENZ | YMAG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.21% | 3.67% | +26.54% |
Volatility (6M)Calculated over the trailing 6-month period | 62.94% | 11.52% | +51.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.33% | 16.19% | +65.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.28% | 20.88% | +56.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.28% | 20.88% | +56.40% |
Dividends
LENZ vs. YMAG - Dividend Comparison
LENZ has not paid dividends to shareholders, while YMAG's dividend yield for the trailing twelve months is around 52.16%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LENZ LENZ Therapeutics Inc | 0.00% | 0.00% | 28.54% |
YMAG YieldMax Magnificent 7 Fund of Option Income ETFs | 52.16% | 52.27% | 35.22% |
Frequently Asked Questions
LENZ and YMAG 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.
LENZ has higher volatility (30.21%) compared to YMAG (3.67%). In terms of maximum drawdown, LENZ dropped -93.98% vs YMAG's -25.96%.
YMAG currently has the higher Sharpe Ratio (1.68 vs -0.94), 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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