NYYY vs. CHPY
NYYY (xETFs NVDA Daily Income ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both Derivative Income funds. Both are actively managed. Their 0.59 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.99% expense ratio.
Performance
NYYY vs. CHPY - Performance Comparison
Loading charts...
Returns By Period
NYYY
- 1D
- -4.71%
- 1M
- 1.24%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CHPY
- 1D
- -1.76%
- 1M
- -12.25%
- 6M
- 43.51%
- YTD
- 58.05%
- 1Y
- 93.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 99.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $58.47M | $58.69M | $61.03M | |
| $7.82K | $8.28K | $21.37K |
NYYY vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
NYYY xETFs NVDA Daily Income ETF | -13.14% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | -1.14% |
Correlation
The correlation between NYYY and CHPY is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 15, 2026 | 0.59 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NYYY vs. CHPY — Risk / Return Rank
NYYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CHPY
NYYY vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for xETFs NVDA Daily Income ETF (NYYY) 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.
| NYYY | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.41 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.84 | — |
| Martin ratioReturn relative to average drawdown | — | 18.48 | — |
Loading charts...
Drawdowns
NYYY vs. CHPY - Drawdown Comparison
The maximum NYYY drawdown since its inception was -14.30%, smaller than the maximum CHPY drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for NYYY and CHPY.
Loading charts...
Drawdown Indicators
| NYYY | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.30% | -19.51% | +5.21% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.51% | — |
Current DrawdownCurrent decline from peak | -13.24% | -19.51% | +6.27% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -2.79% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.10% | — |
Volatility
NYYY vs. CHPY - Volatility Comparison
Loading charts...
Volatility by Period
| NYYY | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 16.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 32.04% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.53% | 36.51% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.53% | 38.01% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.53% | 38.01% | -1.48% |
NYYY vs. CHPY - Expense Ratio Comparison
Both NYYY and CHPY have an expense ratio of 0.99%.
Dividends
NYYY vs. CHPY - Dividend Comparison
NYYY's dividend yield for the trailing twelve months is around 3.69%, less than CHPY's 37.57% yield.
| Position | TTM | 2025 |
|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 37.57% | 28.19% |
NYYY xETFs NVDA Daily Income ETF | 3.69% | 0.00% |
Frequently Asked Questions
NYYY and CHPY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
NYYY and CHPY have the same expense ratio: 0.99% per year.
CHPY has the higher dividend yield at 37.57%, compared with 3.69% for NYYY.
They also come from different issuers: xETFs and YieldMax.
Find the right allocation for NYYY and CHPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer