ORC vs. GOOY
ORC (Orchid Island Capital, Inc.) is a stock, while GOOY (YieldMax GOOGL Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, ORC returned 17.55% vs 83.00% for GOOY. At a 0.28 correlation, their price movements are largely independent.
Performance
ORC vs. GOOY - Performance Comparison
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Returns By Period
In the year-to-date period, ORC achieves a 1.54% return, which is significantly lower than GOOY's 9.57% return.
ORC
- 1D
- 2.27%
- 1M
- 1.61%
- YTD
- 1.54%
- 6M
- 2.11%
- 1Y
- 17.55%
- 3Y*
- 6.04%
- 5Y*
- -8.28%
- 10Y*
- -3.18%
GOOY
- 1D
- -0.99%
- 1M
- -8.62%
- YTD
- 9.57%
- 6M
- 9.10%
- 1Y
- 83.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ORC vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 1.54% | 12.66% | 9.87% | -14.46% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 9.57% | 53.95% | 12.58% | -3.35% |
Correlation
The correlation between ORC and GOOY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2023 | 0.28 |
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Return for Risk
ORC vs. GOOY — Risk / Return Rank
ORC
GOOY
ORC vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) 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.
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.
| ORC | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.44 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.60 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 5.17 | -4.11 |
| Martin ratioReturn relative to average drawdown | 2.39 | 18.36 | -15.97 |
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Drawdowns
ORC vs. GOOY - Drawdown Comparison
The maximum ORC drawdown since its inception was -75.77%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for ORC and GOOY.
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Drawdown Indicators
| ORC | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.77% | -24.40% | -51.37% |
Max Drawdown (1Y)Largest decline over 1 year | -16.58% | -16.15% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -43.06% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -75.77% | — | — |
Current DrawdownCurrent decline from peak | -45.26% | -11.86% | -33.40% |
Average DrawdownAverage peak-to-trough decline | -28.86% | -6.28% | -22.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 4.54% | +2.83% |
Volatility
ORC vs. GOOY - Volatility Comparison
The current volatility for Orchid Island Capital, Inc. (ORC) is 6.82%, while YieldMax GOOGL Option Income Strategy ETF (GOOY) has a volatility of 8.16%. This indicates that ORC 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
| ORC | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 8.16% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.88% | 17.72% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 23.67% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.80% | 23.43% | +6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.74% | 23.43% | +14.31% |
Dividends
ORC vs. GOOY - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 20.68%, less than GOOY's 52.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 52.71% | 41.50% | 36.74% | 7.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORC Orchid Island Capital, Inc. | 20.68% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
Frequently Asked Questions
ORC and GOOY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOY has higher volatility (8.16%) compared to ORC (6.82%). In terms of maximum drawdown, ORC dropped -75.77% vs GOOY's -24.40%.
GOOY currently has the higher Sharpe Ratio (3.53 vs 0.82), 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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