MARO vs. AAPL
MARO (YieldMax MARA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while AAPL (Apple Inc) is a stock. Over the past year, MARO returned -47.65% vs 59.20% for AAPL. At a 0.24 correlation, their price movements are largely independent.
Performance
MARO vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, MARO achieves a 8.43% return, which is significantly lower than AAPL's 22.81% return.
MARO
- 1D
- -6.42%
- 1M
- -14.88%
- 6M
- -3.69%
- YTD
- 8.43%
- 1Y
- -47.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AAPL
- 1D
- 1.76%
- 1M
- 11.37%
- 6M
- 29.31%
- YTD
- 22.81%
- 1Y
- 59.20%
- 3Y*
- 20.32%
- 5Y*
- 18.49%
- 10Y*
- 30.81%
MARO vs. AAPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MARO YieldMax MARA Option Income Strategy ETF | 8.43% | -48.05% | -23.63% |
AAPL Apple Inc | 22.81% | 9.05% | 1.49% |
Correlation
The correlation between MARO and AAPL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.24 |
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Return for Risk
MARO vs. AAPL — Risk / Return Rank
MARO
AAPL
MARO vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MARA Option Income Strategy ETF (MARO) and Apple Inc (AAPL). 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.
| MARO | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.25 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.44 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 4.31 | -5.04 |
| Martin ratioReturn relative to average drawdown | -1.16 | 10.27 | -11.42 |
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Drawdowns
MARO vs. AAPL - Drawdown Comparison
The maximum MARO drawdown since its inception was -71.75%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for MARO and AAPL.
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Drawdown Indicators
| MARO | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | -81.80% | +10.05% |
Max Drawdown (1Y)Largest decline over 1 year | -65.51% | -13.80% | -51.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.52% | — |
Current DrawdownCurrent decline from peak | -58.68% | 0.00% | -58.68% |
Average DrawdownAverage peak-to-trough decline | -42.75% | -29.55% | -13.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.27% | 5.78% | +35.49% |
Volatility
MARO vs. AAPL - Volatility Comparison
YieldMax MARA Option Income Strategy ETF (MARO) has a higher volatility of 19.06% compared to Apple Inc (AAPL) at 10.39%. This indicates that MARO's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MARO | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.06% | 10.39% | +8.67% |
Volatility (6M)Calculated over the trailing 6-month period | 49.63% | 19.23% | +30.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.77% | 24.39% | +39.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.54% | 27.82% | +37.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.54% | 29.07% | +36.47% |
Dividends
MARO vs. AAPL - Dividend Comparison
MARO's dividend yield for the trailing twelve months is around 235.32%, more than AAPL's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 0.32% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
MARO YieldMax MARA Option Income Strategy ETF | 235.32% | 277.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MARO and AAPL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MARO has higher volatility (19.06%) compared to AAPL (10.39%). In terms of maximum drawdown, MARO dropped -71.75% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.44 vs -0.75), 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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