MEMY vs. OMAH

Last updated Jul 18, 2026

MEMY (Tuttle Capital Meme Stock Income Blast ETF) and OMAH (VistaShares Target 15™ Berkshire Select Income ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.07, they often move in opposite directions. MEMY charges 0.99%/yr vs 0.95%/yr for OMAH.

Performance

MEMY vs. OMAH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Meme Stock Income Blast ETF (MEMY) and VistaShares Target 15™ Berkshire Select Income ETF (OMAH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MEMY

• 1D: -2.45%
• 1M: -18.46%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

OMAH

• 1D: -0.47%
• 1M: 3.32%
• 6M: 10.56%
• YTD: 9.67%
• 1Y: 13.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MEMY vs. OMAH - Yearly Performance Comparison

	2026 (YTD)
MEMY Tuttle Capital Meme Stock Income Blast ETF	-22.93%
OMAH VistaShares Target 15™ Berkshire Select Income ETF	10.56%

Correlation

The correlation between MEMY and OMAH is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 20, 2026	-0.07

Return for Risk

MEMY vs. OMAH — Risk / Return Rank

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

MEMY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

OMAH

OMAH Risk / Return Rank: 72
OMAH Sharpe Ratio Rank: 65
OMAH Sortino Ratio Rank: 65
OMAH Omega Ratio Rank: 61
OMAH Calmar Ratio Rank: 91
OMAH Martin Ratio Rank: 75

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.

MEMY vs. OMAH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Meme Stock Income Blast ETF (MEMY) and VistaShares Target 15™ Berkshire Select Income ETF (OMAH). 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.

	MEMY	OMAH	Difference
Sharpe ratio: Return per unit of total volatility	—	1.69	—
Sortino ratio: Return per unit of downside risk	—	2.38	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	4.61	—
Martin ratio: Return relative to average drawdown	—	10.86	—

Drawdowns

MEMY vs. OMAH - Drawdown Comparison

The maximum MEMY drawdown since its inception was -30.73%, which is greater than OMAH's maximum drawdown of -11.83%. Use the drawdown chart below to compare losses from any high point for MEMY and OMAH.

Drawdown Indicators

	MEMY	OMAH	Difference
Max Drawdown Largest peak-to-trough decline	-30.73%	-11.83%	-18.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.00%	—
Current Drawdown Current decline from peak	-30.73%	-0.47%	-30.26%
Average Drawdown Average peak-to-trough decline	-14.31%	-1.24%	-13.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.27%	—

Volatility

Volatility by Period

	MEMY	OMAH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	54.32%	8.20%	+46.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.32%	12.87%	+41.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.32%	12.87%	+41.45%

MEMY vs. OMAH - Expense Ratio Comparison

MEMY has a 0.99% expense ratio, which is higher than OMAH's 0.95% expense ratio.

Dividends

MEMY vs. OMAH - Dividend Comparison

MEMY's dividend yield for the trailing twelve months is around 10.26%, less than OMAH's 14.87% yield.

Position	TTM	2025
MEMY Tuttle Capital Meme Stock Income Blast ETF	10.26%	0.00%
OMAH VistaShares Target 15™ Berkshire Select Income ETF	14.87%	12.86%

Frequently Asked Questions

Can I hold both MEMY and OMAH in my portfolio?

MEMY and OMAH have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MEMY or OMAH?

On fees, OMAH is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MEMY or OMAH?

OMAH is cheaper with a 0.95% expense ratio, compared with 0.99% for MEMY.

Which ETF pays a higher dividend yield, MEMY or OMAH?

OMAH has the higher dividend yield at 14.87%, compared with 10.26% for MEMY.

What is the main difference between MEMY and OMAH?

They also come from different issuers: Tuttle and VistaShares. Their fees differ too: 0.99% for MEMY and 0.95% for OMAH.