ORC vs. TSMY
ORC (Orchid Island Capital, Inc.) is a stock, while TSMY (YieldMax TSM Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, ORC returned 11.71% vs 60.64% for TSMY. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
ORC vs. TSMY - Performance Comparison
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Returns By Period
In the year-to-date period, ORC achieves a 0.27% return, which is significantly lower than TSMY's 30.47% return.
ORC
- 1D
- -0.61%
- 1M
- -4.78%
- 6M
- -8.79%
- YTD
- 0.27%
- 1Y
- 11.71%
- 3Y*
- 2.85%
- 5Y*
- -7.37%
- 10Y*
- -3.95%
- ALL TIME*
- -1.11%
TSMY
- 1D
- 0.66%
- 1M
- -4.22%
- 6M
- 21.94%
- YTD
- 30.47%
- 1Y
- 60.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 42.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.62M | $34.53M | $33.96M | |
| $2.14M | $3.13M | $3.04M |
ORC vs. TSMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ORC Orchid Island Capital, Inc. | 0.27% | 12.66% | 2.18% |
TSMY YieldMax TSM Option Income Strategy ETF | 30.47% | 41.00% | 8.05% |
Correlation
The correlation between ORC and TSMY is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024 | 0.28 |
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Return for Risk
ORC vs. TSMY — Risk / Return Rank
ORC
TSMY
ORC vs. TSMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Orchid Island Capital, Inc. (ORC) and YieldMax TSM Option Income Strategy ETF (TSMY). 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 | TSMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 3.20 | -2.42 |
| Martin ratioReturn relative to average drawdown | 1.56 | 10.72 | -9.16 |
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Drawdowns
ORC vs. TSMY - Drawdown Comparison
The maximum ORC drawdown since its inception was -75.77%, which is greater than TSMY's maximum drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for ORC and TSMY.
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Drawdown Indicators
| ORC | TSMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.77% | -31.15% | -44.62% |
Max Drawdown (1Y)Largest decline over 1 year | -16.58% | -17.86% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -38.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -75.77% | — | — |
Current DrawdownCurrent decline from peak | -45.94% | -11.66% | -34.28% |
Average DrawdownAverage peak-to-trough decline | -28.99% | -5.63% | -23.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.22% | 5.33% | +2.89% |
Volatility
ORC vs. TSMY - Volatility Comparison
The current volatility for Orchid Island Capital, Inc. (ORC) is 5.39%, while YieldMax TSM Option Income Strategy ETF (TSMY) has a volatility of 11.98%. This indicates that ORC experiences smaller price fluctuations and is considered to be less risky than TSMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORC | TSMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 11.98% | -6.59% |
Volatility (6M)Calculated over the trailing 6-month period | 17.47% | 27.90% | -10.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 33.77% | -12.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.68% | 34.64% | -4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 34.64% | +3.09% |
Dividends
ORC vs. TSMY - Dividend Comparison
ORC's dividend yield for the trailing twelve months is around 20.96%, less than TSMY's 58.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORC Orchid Island Capital, Inc. | 20.96% | 20.00% | 18.51% | 21.35% | 29.67% | 17.33% | 15.13% | 16.41% | 16.74% | 18.10% | 15.51% | 19.34% |
TSMY YieldMax TSM Option Income Strategy ETF | 58.31% | 56.76% | 13.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORC and TSMY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSMY has higher volatility (11.98%) compared to ORC (5.39%). In terms of maximum drawdown, ORC dropped -75.77% vs TSMY's -31.15%.
TSMY currently has the higher Sharpe Ratio (1.69 vs 0.60), 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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