MSFO vs. MSFT

In the year-to-date period, MSFO achieves a -5.08% return, which is significantly higher than MSFT's -7.93% return.

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This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) and Microsoft Corporation (MSFT). 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 MSFO Sharpe Ratio is -0.08, which is comparable to the MSFT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of MSFO and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSFO's dividend yield for the trailing twelve months is around 31.71%, more than MSFT's 0.82% yield.

The maximum MSFO drawdown since its inception was -19.15%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for MSFO and MSFT. For additional features, visit the drawdowns tool.

The current volatility for YieldMax MSFT Option Income Strategy ETF (MSFO) is 11.58%, while Microsoft Corporation (MSFT) has a volatility of 13.68%. This indicates that MSFO experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.