OARK vs. NVDY

In the year-to-date period, OARK achieves a -5.91% return, which is significantly higher than NVDY's -6.70% return.

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Both OARK and NVDY have an expense ratio of 0.99%.

This table presents a comparison of risk-adjusted performance metrics for YieldMax Innovation Option Income Strategy ETF (OARK) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 OARK Sharpe Ratio is 0.28, which is lower than the NVDY Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of OARK and NVDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OARK's dividend yield for the trailing twelve months is around 49.42%, less than NVDY's 93.57% yield.

The maximum OARK drawdown since its inception was -35.48%, roughly equal to the maximum NVDY drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for OARK and NVDY. For additional features, visit the drawdowns tool.

The current volatility for YieldMax Innovation Option Income Strategy ETF (OARK) is 9.72%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 11.60%. This indicates that OARK experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.