LFGY vs. CRF

Last updated Jun 14, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and CRF (Cornerstone Total Return Fund, Inc.) are both funds - LFGY is a Derivative Income fund actively managed by YieldMax, while CRF is a Large Cap Growth Equities fund managed by Cornerstone. Over the past year, LFGY returned 7.54% vs 12.90% for CRF. A 0.50 correlation means they provide meaningful diversification when combined. LFGY charges 0.99%/yr vs 1.84%/yr for CRF.

Performance

LFGY vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and Cornerstone Total Return Fund, Inc. (CRF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFGY achieves a 14.83% return, which is significantly higher than CRF's -3.31% return.

LFGY

• 1D: 0.36%
• 1M: -1.47%
• YTD: 14.83%
• 6M: 6.65%
• 1Y: 7.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRF

• 1D: -0.28%
• 1M: -0.42%
• YTD: -3.31%
• 6M: -1.76%
• 1Y: 12.90%
• 3Y*: 15.78%
• 5Y*: 9.57%
• 10Y*: 11.48%

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

LFGY vs. CRF - Yearly Performance Comparison

	2026 (YTD)	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	14.83%	-9.35%
CRF Cornerstone Total Return Fund, Inc.	-3.31%	12.46%

Correlation

The correlation between LFGY and CRF is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025	0.50

The correlation between LFGY and CRF has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.

Return for Risk

LFGY vs. CRF — Risk / Return Rank

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

LFGY

LFGY Risk / Return Rank: 12
LFGY Sharpe Ratio Rank: 12
LFGY Sortino Ratio Rank: 13
LFGY Omega Ratio Rank: 13
LFGY Calmar Ratio Rank: 11
LFGY Martin Ratio Rank: 11

CRF

CRF Risk / Return Rank: 13
CRF Sharpe Ratio Rank: 14
CRF Sortino Ratio Rank: 14
CRF Omega Ratio Rank: 15
CRF Calmar Ratio Rank: 12
CRF Martin Ratio Rank: 13

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.

LFGY vs. CRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and Cornerstone Total Return Fund, Inc. (CRF). 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.

	LFGY	CRF	Difference
Sharpe ratio: Return per unit of total volatility	0.15	0.75	-0.61
Sortino ratio: Return per unit of downside risk	0.47	1.14	-0.67
Omega ratio: Gain probability vs. loss probability	1.06	1.15	-0.10
Calmar ratio: Return relative to maximum drawdown	0.16	0.78	-0.62
Martin ratio: Return relative to average drawdown	0.34	2.59	-2.25

LFGY vs. CRF - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is 0.15, which is lower than the CRF Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of LFGY and CRF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LFGY vs. CRF - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for LFGY and CRF.

Drawdown Indicators

	LFGY	CRF	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	-80.70%	+44.76%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-14.88%	-21.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.66%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.90%	—
Current Drawdown Current decline from peak	-12.29%	-5.09%	-7.20%
Average Drawdown Average peak-to-trough decline	-14.02%	-22.31%	+8.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.57%	4.48%	+12.09%

Volatility

LFGY vs. CRF - Volatility Comparison

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 14.01% compared to Cornerstone Total Return Fund, Inc. (CRF) at 4.16%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFGY	CRF	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.01%	4.16%	+9.85%
Volatility (6M) Calculated over the trailing 6-month period	31.82%	13.41%	+18.41%
Volatility (1Y) Calculated over the trailing 1-year period	38.34%	15.41%	+22.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.48%	25.07%	+17.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.48%	25.86%	+16.62%

LFGY vs. CRF - Expense Ratio Comparison

LFGY has a 0.99% expense ratio, which is lower than CRF's 1.84% expense ratio.

Dividends

LFGY vs. CRF - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 82.27%, more than CRF's 19.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRF Cornerstone Total Return Fund, Inc.	19.63%	17.38%	14.32%	19.94%	29.31%	13.41%	18.91%	21.67%	24.85%	17.96%	24.08%	23.58%
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	82.27%	94.90%	0.00%	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 LFGY and CRF in my portfolio?

LFGY and CRF have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFGY or CRF?

LFGY has higher volatility (14.01%) compared to CRF (4.16%). In terms of maximum drawdown, LFGY dropped -35.94% vs CRF's -80.70%.

Which has better risk-adjusted returns?

CRF currently has the higher Sharpe Ratio (0.75 vs 0.15), 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.