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MRNY vs. APLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRNY and APLY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MRNY vs. APLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MRNA Option Income Strategy ETF (MRNY) and YieldMax AAPL Option Income Strategy ETF (APLY). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-69.09%
9.85%
MRNY
APLY

Key characteristics

Sharpe Ratio

MRNY:

-1.38

APLY:

0.40

Sortino Ratio

MRNY:

-2.72

APLY:

0.74

Omega Ratio

MRNY:

0.65

APLY:

1.11

Calmar Ratio

MRNY:

-0.95

APLY:

0.35

Martin Ratio

MRNY:

-1.35

APLY:

1.38

Ulcer Index

MRNY:

56.83%

APLY:

7.91%

Daily Std Dev

MRNY:

55.44%

APLY:

27.28%

Max Drawdown

MRNY:

-80.82%

APLY:

-31.09%

Current Drawdown

MRNY:

-79.19%

APLY:

-17.36%

Returns By Period

In the year-to-date period, MRNY achieves a -36.46% return, which is significantly lower than APLY's -15.26% return.


MRNY

YTD

-36.46%

1M

-12.85%

6M

-47.80%

1Y

-76.38%

5Y*

N/A

10Y*

N/A

APLY

YTD

-15.26%

1M

-4.14%

6M

-9.90%

1Y

9.65%

5Y*

N/A

10Y*

N/A

*Annualized

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MRNY vs. APLY - Expense Ratio Comparison

Both MRNY and APLY have an expense ratio of 0.99%.


Expense ratio chart for MRNY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MRNY: 0.99%
Expense ratio chart for APLY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
APLY: 0.99%

Risk-Adjusted Performance

MRNY vs. APLY — Risk-Adjusted Performance Rank

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

MRNY
The Risk-Adjusted Performance Rank of MRNY is 11
Overall Rank
The Sharpe Ratio Rank of MRNY is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of MRNY is 00
Sortino Ratio Rank
The Omega Ratio Rank of MRNY is 00
Omega Ratio Rank
The Calmar Ratio Rank of MRNY is 00
Calmar Ratio Rank
The Martin Ratio Rank of MRNY is 22
Martin Ratio Rank

APLY
The Risk-Adjusted Performance Rank of APLY is 5050
Overall Rank
The Sharpe Ratio Rank of APLY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of APLY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of APLY is 5555
Omega Ratio Rank
The Calmar Ratio Rank of APLY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of APLY is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRNY vs. APLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MRNA Option Income Strategy ETF (MRNY) and YieldMax AAPL Option Income Strategy ETF (APLY). 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.


The chart of Sharpe ratio for MRNY, currently valued at -1.38, compared to the broader market-1.000.001.002.003.004.00
MRNY: -1.38
APLY: 0.40
The chart of Sortino ratio for MRNY, currently valued at -2.72, compared to the broader market-2.000.002.004.006.008.00
MRNY: -2.72
APLY: 0.74
The chart of Omega ratio for MRNY, currently valued at 0.65, compared to the broader market0.501.001.502.002.50
MRNY: 0.65
APLY: 1.11
The chart of Calmar ratio for MRNY, currently valued at -0.95, compared to the broader market0.002.004.006.008.0010.0012.00
MRNY: -0.95
APLY: 0.35
The chart of Martin ratio for MRNY, currently valued at -1.35, compared to the broader market0.0020.0040.0060.00
MRNY: -1.35
APLY: 1.38

The current MRNY Sharpe Ratio is -1.38, which is lower than the APLY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of MRNY and APLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.38
0.40
MRNY
APLY

Dividends

MRNY vs. APLY - Dividend Comparison

MRNY's dividend yield for the trailing twelve months is around 209.90%, more than APLY's 30.30% yield.


TTM20242023
MRNY
YieldMax MRNA Option Income Strategy ETF
209.90%178.49%1.75%
APLY
YieldMax AAPL Option Income Strategy ETF
30.30%24.95%14.36%

Drawdowns

MRNY vs. APLY - Drawdown Comparison

The maximum MRNY drawdown since its inception was -80.82%, which is greater than APLY's maximum drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for MRNY and APLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-79.19%
-17.36%
MRNY
APLY

Volatility

MRNY vs. APLY - Volatility Comparison

The current volatility for YieldMax MRNA Option Income Strategy ETF (MRNY) is 18.76%, while YieldMax AAPL Option Income Strategy ETF (APLY) has a volatility of 20.06%. This indicates that MRNY experiences smaller price fluctuations and is considered to be less risky than APLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
18.76%
20.06%
MRNY
APLY