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LFGY vs. SPYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFGY vs. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LFGY achieves a 14.83% return, which is significantly higher than SPYG's 9.70% return.


LFGY

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

SPYG

1D
0.41%
1M
-1.24%
YTD
9.70%
6M
10.60%
1Y
29.17%
3Y*
25.85%
5Y*
14.92%
10Y*
17.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LFGY vs. SPYG - Yearly Performance Comparison


Correlation

The correlation between LFGY and SPYG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2025

0.71

The correlation between LFGY and SPYG has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

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Return for Risk

LFGY vs. SPYG — Risk / Return Rank

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

LFGY
LFGY Risk / Return Rank: 1212
Overall Rank
LFGY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LFGY Sortino Ratio Rank: 1313
Sortino Ratio Rank
LFGY Omega Ratio Rank: 1313
Omega Ratio Rank
LFGY Calmar Ratio Rank: 1111
Calmar Ratio Rank
LFGY Martin Ratio Rank: 1111
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 5252
Overall Rank
SPYG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPYG Omega Ratio Rank: 5353
Omega Ratio Rank
SPYG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPYG Martin Ratio Rank: 5353
Martin Ratio Rank
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. SPYG - 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 State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


LFGYSPYGDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.06

1.29

-0.23

Calmar ratioReturn relative to maximum drawdown

0.16

2.01

-1.85

Martin ratioReturn relative to average drawdown

0.34

8.08

-7.74

LFGY vs. SPYG - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is 0.15, which is lower than the SPYG Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LFGY and SPYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LFGY vs. SPYG - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for LFGY and SPYG.


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Drawdown Indicators


LFGYSPYGDifference

Max Drawdown

Largest peak-to-trough decline

-35.94%

-67.63%

+31.69%

Max Drawdown (1Y)

Largest decline over 1 year

-35.94%

-13.76%

-22.18%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.67%

Current Drawdown

Current decline from peak

-12.29%

-4.65%

-7.64%

Average Drawdown

Average peak-to-trough decline

-14.02%

-24.30%

+10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.57%

3.42%

+13.15%

Volatility

LFGY vs. SPYG - Volatility Comparison

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 14.01% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.33%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFGYSPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.01%

6.33%

+7.68%

Volatility (6M)

Calculated over the trailing 6-month period

31.82%

13.48%

+18.34%

Volatility (1Y)

Calculated over the trailing 1-year period

38.34%

16.81%

+21.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.48%

21.27%

+21.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.48%

20.70%

+21.78%

LFGY vs. SPYG - Expense Ratio Comparison

LFGY has a 0.99% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Dividends

LFGY vs. SPYG - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 82.27%, more than SPYG's 0.48% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.48%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Frequently Asked Questions


LFGY and SPYG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFGY has higher volatility (14.01%) compared to SPYG (6.33%). In terms of maximum drawdown, LFGY dropped -35.94% vs SPYG's -67.63%.

On 1-year performance, SPYG leads with 29.17% vs 7.54% for LFGY. On fees, SPYG is cheaper at 0.04% per year. On volatility, SPYG has been the lower-risk option at 6.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPYG has performed better with a 29.17% return vs 7.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYG is cheaper with a 0.04% expense ratio, compared with 0.99% for LFGY.

LFGY has the higher dividend yield at 82.27%, compared with 0.48% for SPYG.

LFGY is categorized as Derivative Income, while SPYG is S&P 500. They also come from different issuers: YieldMax and State Street. Their fees differ too: 0.99% for LFGY and 0.04% for SPYG.

SPYG currently has the higher Sharpe Ratio (1.65 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.

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