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OMAH vs. GOOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OMAH vs. GOOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15™ Berkshire Select Income ETF (OMAH) and YieldMax GOOGL Option Income Strategy ETF (GOOY). The values are adjusted to include any dividend payments, if applicable.

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OMAH vs. GOOY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, OMAH achieves a -0.42% return, which is significantly higher than GOOY's -2.52% return.


OMAH

1D
-0.28%
1M
-0.22%
YTD
-0.42%
6M
0.85%
1Y
5.85%
3Y*
5Y*
10Y*

GOOY

1D
2.68%
1M
-1.83%
YTD
-2.52%
6M
18.19%
1Y
71.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OMAH vs. GOOY - Expense Ratio Comparison

OMAH has a 0.95% expense ratio, which is lower than GOOY's 0.99% expense ratio.


Return for Risk

OMAH vs. GOOY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OMAH
OMAH Risk / Return Rank: 2525
Overall Rank
OMAH Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
OMAH Sortino Ratio Rank: 2323
Sortino Ratio Rank
OMAH Omega Ratio Rank: 2626
Omega Ratio Rank
OMAH Calmar Ratio Rank: 2323
Calmar Ratio Rank
OMAH Martin Ratio Rank: 3131
Martin Ratio Rank

GOOY
GOOY Risk / Return Rank: 9696
Overall Rank
GOOY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9696
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9696
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OMAH vs. GOOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15™ Berkshire Select Income ETF (OMAH) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.


OMAHGOOYDifference

Sharpe ratio

Return per unit of total volatility

0.42

2.91

-2.49

Sortino ratio

Return per unit of downside risk

0.69

3.77

-3.08

Omega ratio

Gain probability vs. loss probability

1.11

1.50

-0.39

Calmar ratio

Return relative to maximum drawdown

0.52

4.62

-4.10

Martin ratio

Return relative to average drawdown

2.81

18.18

-15.37

OMAH vs. GOOY - Sharpe Ratio Comparison

The current OMAH Sharpe Ratio is 0.42, which is lower than the GOOY Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of OMAH and GOOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OMAHGOOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

2.91

-2.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.88

-0.46

Correlation

The correlation between OMAH and GOOY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OMAH vs. GOOY - Dividend Comparison

OMAH's dividend yield for the trailing twelve months is around 15.85%, less than GOOY's 47.95% yield.


TTM202520242023
OMAH
VistaShares Target 15™ Berkshire Select Income ETF
15.85%12.86%0.00%0.00%
GOOY
YieldMax GOOGL Option Income Strategy ETF
47.95%41.50%36.74%7.90%

Drawdowns

OMAH vs. GOOY - Drawdown Comparison

The maximum OMAH drawdown since its inception was -11.83%, smaller than the maximum GOOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for OMAH and GOOY.


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Drawdown Indicators


OMAHGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-11.83%

-24.40%

+12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-16.15%

+4.97%

Current Drawdown

Current decline from peak

-1.98%

-10.22%

+8.24%

Average Drawdown

Average peak-to-trough decline

-1.40%

-6.50%

+5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

4.10%

-2.02%

Volatility

OMAH vs. GOOY - Volatility Comparison

The current volatility for VistaShares Target 15™ Berkshire Select Income ETF (OMAH) is 1.92%, while YieldMax GOOGL Option Income Strategy ETF (GOOY) has a volatility of 8.04%. This indicates that OMAH experiences smaller price fluctuations and is considered to be less risky than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OMAHGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

8.04%

-6.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.32%

16.29%

-9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

24.71%

-10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

22.90%

-8.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

22.90%

-8.92%