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OVM vs. MMMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVM vs. MMMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Municipal Bond ETF (OVM) and NYLI MacKay Muni Allocation ETF (MMMA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with OVM having a 3.51% return and MMMA slightly lower at 3.45%.


OVM

1D
-0.23%
1M
0.91%
YTD
3.51%
6M
3.37%
1Y
10.31%
3Y*
4.89%
5Y*
1.46%
10Y*

MMMA

1D
-0.09%
1M
1.64%
YTD
3.45%
6M
3.56%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVM vs. MMMA - Yearly Performance Comparison


Correlation

The correlation between OVM and MMMA is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 16, 2025

0.64

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Return for Risk

OVM vs. MMMA — Risk / Return Rank

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

OVM
OVM Risk / Return Rank: 8484
Overall Rank
OVM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
OVM Sortino Ratio Rank: 8585
Sortino Ratio Rank
OVM Omega Ratio Rank: 8585
Omega Ratio Rank
OVM Calmar Ratio Rank: 8383
Calmar Ratio Rank
OVM Martin Ratio Rank: 8383
Martin Ratio Rank

MMMA

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

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.

OVM vs. MMMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Municipal Bond ETF (OVM) and NYLI MacKay Muni Allocation ETF (MMMA). 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.


OVMMMMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

4.25

Martin ratioReturn relative to average drawdown

16.03

OVM vs. MMMA - Sharpe Ratio Comparison


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Drawdowns

OVM vs. MMMA - Drawdown Comparison

The maximum OVM drawdown since its inception was -15.58%, which is greater than MMMA's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for OVM and MMMA.


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Drawdown Indicators


OVMMMMADifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-2.79%

-12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

Current Drawdown

Current decline from peak

-0.66%

-0.09%

-0.57%

Average Drawdown

Average peak-to-trough decline

-3.98%

-0.55%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

Volatility

OVM vs. MMMA - Volatility Comparison


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Volatility by Period


OVMMMMADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

4.04%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

4.04%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.54%

4.04%

+2.50%

OVM vs. MMMA - Expense Ratio Comparison

OVM has a 0.82% expense ratio, which is higher than MMMA's 0.35% expense ratio.


Dividends

OVM vs. MMMA - Dividend Comparison

OVM's dividend yield for the trailing twelve months is around 6.14%, more than MMMA's 1.95% yield.


PositionTTM2025202420232022202120202019
MMMA
NYLI MacKay Muni Allocation ETF
1.95%0.17%0.00%0.00%0.00%0.00%0.00%0.00%
OVM
Overlay Shares Municipal Bond ETF
6.14%5.45%4.91%4.66%4.21%6.10%3.97%0.58%

Frequently Asked Questions


OVM and MMMA have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MMMA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MMMA is cheaper with a 0.35% expense ratio, compared with 0.82% for OVM.

OVM has the higher dividend yield at 6.14%, compared with 1.95% for MMMA.

They also come from different issuers: Liquid Strategies and NYLI. Their fees differ too: 0.82% for OVM and 0.35% for MMMA.

Portfolio Optimizer

Find the right allocation for OVM and MMMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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