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OARK vs. CBOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OARK vs. CBOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Innovation Option Income Strategy ETF (OARK) and Calamos Tax-Aware Collateral ETF (CBOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


OARK

1D
3.22%
1M
-4.38%
6M
8.02%
YTD
3.34%
1Y
8.12%
3Y*
11.28%
5Y*
10Y*
ALL TIME*
10.73%

CBOX

1D
0.08%
1M
0.46%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.63M$8.26M$7.02M
$242.34K$305.38K$349.11K

OARK vs. CBOX - Yearly Performance Comparison


Correlation

The correlation between OARK and CBOX is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 17, 2026

-0.04

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Return for Risk

OARK vs. CBOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OARK
OARK Risk / Return Rank: 1616
Overall Rank
OARK Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
OARK Sortino Ratio Rank: 1616
Sortino Ratio Rank
OARK Omega Ratio Rank: 1616
Omega Ratio Rank
OARK Calmar Ratio Rank: 1616
Calmar Ratio Rank
OARK Martin Ratio Rank: 1515
Martin Ratio Rank

CBOX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OARK vs. CBOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Innovation Option Income Strategy ETF (OARK) and Calamos Tax-Aware Collateral ETF (CBOX). 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.


OARKCBOXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.35

Martin ratioReturn relative to average drawdown

0.78

OARK vs. CBOX - Sharpe Ratio Comparison


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Drawdowns

OARK vs. CBOX - Drawdown Comparison

The maximum OARK drawdown since its inception was -35.48%, which is greater than CBOX's maximum drawdown of -2.90%. Use the drawdown chart below to compare losses from any high point for OARK and CBOX.


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Drawdown Indicators


OARKCBOXDifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-2.90%

-32.58%

Max Drawdown (1Y)

Largest decline over 1 year

-23.26%

Max Drawdown (3Y)

Largest decline over 3 years

-35.48%

Current Drawdown

Current decline from peak

-9.18%

-2.21%

-6.97%

Average Drawdown

Average peak-to-trough decline

-10.47%

-1.49%

-8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.41%

Volatility

OARK vs. CBOX - Volatility Comparison


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Volatility by Period


OARKCBOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

Volatility (6M)

Calculated over the trailing 6-month period

21.93%

Volatility (1Y)

Calculated over the trailing 1-year period

28.90%

7.72%

+21.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.86%

7.72%

+23.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.86%

7.72%

+23.14%

OARK vs. CBOX - Expense Ratio Comparison

OARK has a 0.99% expense ratio, which is higher than CBOX's 0.14% expense ratio.


Dividends

OARK vs. CBOX - Dividend Comparison

OARK's dividend yield for the trailing twelve months is around 66.11%, while CBOX has not paid dividends to shareholders.


PositionTTM202520242023
CBOX
Calamos Tax-Aware Collateral ETF
0.00%0.00%0.00%0.00%
OARK
YieldMax Innovation Option Income Strategy ETF
66.11%61.86%47.86%45.03%

Frequently Asked Questions


OARK and CBOX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBOX is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBOX is cheaper with a 0.14% expense ratio, compared with 0.99% for OARK.

OARK has the higher dividend yield at 66.11%, compared with 0.00% for CBOX.

They also come from different issuers: YieldMax and Calamos. Their fees differ too: 0.99% for OARK and 0.14% for CBOX.

Portfolio Optimizer

Find the right allocation for OARK and CBOX

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