NNN vs. CHPY
NNN (NNN REIT, Inc.) is a stock, while CHPY (YieldMax Semiconductor Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, NNN returned 17.10% vs 106.74% for CHPY. At a correlation of -0.11, they often move in opposite directions.
Performance
NNN vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, NNN achieves a 23.10% return, which is significantly lower than CHPY's 70.62% return.
NNN
- 1D
- 0.13%
- 1M
- 3.24%
- 6M
- 16.29%
- YTD
- 23.10%
- 1Y
- 17.10%
- 3Y*
- 9.14%
- 5Y*
- 4.99%
- 10Y*
- 4.28%
CHPY
- 1D
- -2.27%
- 1M
- -9.62%
- 6M
- 58.16%
- YTD
- 70.62%
- 1Y
- 106.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NNN vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NNN NNN REIT, Inc. | 23.10% | -2.42% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 70.62% | 56.76% |
Correlation
The correlation between NNN and CHPY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | -0.11 |
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Return for Risk
NNN vs. CHPY — Risk / Return Rank
NNN
CHPY
NNN vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NNN REIT, Inc. (NNN) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
| NNN | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.47 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 8.00 | -6.00 |
| Martin ratioReturn relative to average drawdown | 4.75 | 25.90 | -21.14 |
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Drawdowns
NNN vs. CHPY - Drawdown Comparison
The maximum NNN drawdown since its inception was -56.17%, which is greater than CHPY's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for NNN and CHPY.
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Drawdown Indicators
| NNN | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.17% | -13.41% | -42.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.60% | -13.41% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -22.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.99% | — | — |
Current DrawdownCurrent decline from peak | -0.23% | -13.11% | +12.88% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -2.44% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 4.14% | -0.53% |
Volatility
NNN vs. CHPY - Volatility Comparison
The current volatility for NNN REIT, Inc. (NNN) is 5.72%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 18.64%. This indicates that NNN experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NNN | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 18.64% | -12.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 31.03% | -18.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 35.45% | -18.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 37.71% | -18.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.10% | 37.71% | -9.61% |
Dividends
NNN vs. CHPY - Dividend Comparison
NNN's dividend yield for the trailing twelve months is around 5.06%, less than CHPY's 34.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 34.81% | 28.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NNN NNN REIT, Inc. | 5.06% | 5.96% | 5.61% | 5.17% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% |
Frequently Asked Questions
NNN and CHPY have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPY has higher volatility (18.64%) compared to NNN (5.72%). In terms of maximum drawdown, NNN dropped -56.17% vs CHPY's -13.41%.
CHPY currently has the higher Sharpe Ratio (3.03 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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