MARO vs. TTD
MARO (YieldMax MARA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while TTD (The Trade Desk, Inc.) is a stock. Over the past year, MARO returned -43.81% vs -73.75% for TTD. At a 0.30 correlation, their price movements are largely independent.
Performance
MARO vs. TTD - Performance Comparison
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Returns By Period
In the year-to-date period, MARO achieves a 14.15% return, which is significantly higher than TTD's -47.87% return.
MARO
- 1D
- -2.39%
- 1M
- -8.22%
- 6M
- 2.46%
- YTD
- 14.15%
- 1Y
- -43.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TTD
- 1D
- 1.33%
- 1M
- 2.65%
- 6M
- -46.37%
- YTD
- -47.87%
- 1Y
- -73.75%
- 3Y*
- -39.19%
- 5Y*
- -23.11%
- 10Y*
- —
MARO vs. TTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MARO YieldMax MARA Option Income Strategy ETF | 14.15% | -48.05% | -23.63% |
TTD The Trade Desk, Inc. | -47.87% | -67.70% | -12.79% |
Correlation
The correlation between MARO and TTD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.30 |
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Return for Risk
MARO vs. TTD — Risk / Return Rank
MARO
TTD
MARO vs. TTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MARA Option Income Strategy ETF (MARO) and The Trade Desk, Inc. (TTD). 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 | TTD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.71 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | -0.92 | +0.24 |
| Martin ratioReturn relative to average drawdown | -1.07 | -1.21 | +0.14 |
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Drawdowns
MARO vs. TTD - Drawdown Comparison
The maximum MARO drawdown since its inception was -71.75%, smaller than the maximum TTD drawdown of -87.58%. Use the drawdown chart below to compare losses from any high point for MARO and TTD.
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Drawdown Indicators
| MARO | TTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | -87.58% | +15.83% |
Max Drawdown (1Y)Largest decline over 1 year | -65.51% | -80.69% | +15.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -87.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -87.58% | — |
Current DrawdownCurrent decline from peak | -56.50% | -85.81% | +29.31% |
Average DrawdownAverage peak-to-trough decline | -42.64% | -27.73% | -14.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.95% | 60.85% | -19.90% |
Volatility
MARO vs. TTD - Volatility Comparison
YieldMax MARA Option Income Strategy ETF (MARO) has a higher volatility of 19.08% compared to The Trade Desk, Inc. (TTD) at 12.23%. This indicates that MARO's price experiences larger fluctuations and is considered to be riskier than TTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MARO | TTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.08% | 12.23% | +6.85% |
Volatility (6M)Calculated over the trailing 6-month period | 49.30% | 41.67% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.58% | 64.51% | -0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.58% | 67.04% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.58% | 68.27% | -2.69% |
Dividends
MARO vs. TTD - Dividend Comparison
MARO's dividend yield for the trailing twelve months is around 218.17%, while TTD has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MARO YieldMax MARA Option Income Strategy ETF | 218.17% | 277.68% |
TTD The Trade Desk, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
MARO and TTD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MARO has higher volatility (19.08%) compared to TTD (12.23%). In terms of maximum drawdown, MARO dropped -71.75% vs TTD's -87.58%.
MARO currently has the higher Sharpe Ratio (-0.69 vs -1.15), 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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