MRNY vs. YMAG

In the year-to-date period, MRNY achieves a -35.77% return, which is significantly lower than YMAG's -4.80% return.

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

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 current MRNY Sharpe Ratio is -1.35, which is lower than the YMAG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MRNY and YMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MRNY's dividend yield for the trailing twelve months is around 184.45%, more than YMAG's 47.77% yield.

The maximum MRNY drawdown since its inception was -81.09%, which is greater than YMAG's maximum drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for MRNY and YMAG.

YieldMax MRNA Option Income Strategy ETF (MRNY) has a higher volatility of 17.57% compared to YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) at 5.70%. 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.