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

Correlation

The correlation between MRNY and YMAG is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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Performance

MRNY vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MRNA Option Income Strategy ETF (MRNY) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-63.94%
8.36%
MRNY
YMAG

Key characteristics

Daily Std Dev

MRNY:

49.79%

YMAG:

19.10%

Max Drawdown

MRNY:

-72.81%

YMAG:

-14.27%

Current Drawdown

MRNY:

-72.81%

YMAG:

-5.22%

Returns By Period

In the year-to-date period, MRNY achieves a -16.98% return, which is significantly lower than YMAG's -0.97% return.


MRNY

YTD

-16.98%

1M

-16.19%

6M

-63.94%

1Y

-66.75%

5Y*

N/A

10Y*

N/A

YMAG

YTD

-0.97%

1M

-3.56%

6M

8.36%

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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MRNY vs. YMAG - Expense Ratio Comparison

MRNY has a 0.99% expense ratio, which is lower than YMAG's 1.28% expense ratio.


Expense ratio chart for YMAG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for MRNY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

MRNY vs. YMAG — 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 00
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 11
Martin Ratio Rank

YMAG
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. YMAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MRNA Option Income Strategy ETF (MRNY) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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 -1.36, compared to the broader market0.002.004.00-1.36
The chart of Sortino ratio for MRNY, currently valued at -2.33, compared to the broader market-2.000.002.004.006.008.0010.0012.00-2.33
The chart of Omega ratio for MRNY, currently valued at 0.67, compared to the broader market0.501.001.502.002.503.000.67
The chart of Calmar ratio for MRNY, currently valued at -0.93, compared to the broader market0.005.0010.0015.00-0.93
The chart of Martin ratio for MRNY, currently valued at -1.68, compared to the broader market0.0020.0040.0060.0080.00100.00-1.68
MRNY
YMAG


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Dividends

MRNY vs. YMAG - Dividend Comparison

MRNY's dividend yield for the trailing twelve months is around 167.92%, more than YMAG's 38.96% yield.


Drawdowns

MRNY vs. YMAG - Drawdown Comparison

The maximum MRNY drawdown since its inception was -72.81%, which is greater than YMAG's maximum drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for MRNY and YMAG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-72.81%
-5.22%
MRNY
YMAG

Volatility

MRNY vs. YMAG - Volatility Comparison

YieldMax MRNA Option Income Strategy ETF (MRNY) has a higher volatility of 23.17% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 6.34%. This indicates that MRNY's price experiences larger fluctuations and is considered to be riskier than YMAG 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%AugustSeptemberOctoberNovemberDecember2025
23.17%
6.34%
MRNY
YMAG