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PYPY vs. BRKC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYPY vs. BRKC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yieldmax PYPL Option Income Strategy ETF (PYPY) and YieldMax BRK.B Option Income Strategy ETF (BRKC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PYPY achieves a -23.28% return, which is significantly lower than BRKC's -3.65% return.


PYPY

1D
-3.78%
1M
-12.23%
YTD
-23.28%
6M
-25.27%
1Y
-39.20%
3Y*
5Y*
10Y*

BRKC

1D
0.72%
1M
1.28%
YTD
-3.65%
6M
-4.08%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYPY vs. BRKC - Yearly Performance Comparison


Correlation

The correlation between PYPY and BRKC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 6, 2025

0.15

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Return for Risk

PYPY vs. BRKC — Risk / Return Rank

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

PYPY
PYPY Risk / Return Rank: 11
Overall Rank
PYPY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PYPY Sortino Ratio Rank: 11
Sortino Ratio Rank
PYPY Omega Ratio Rank: 11
Omega Ratio Rank
PYPY Calmar Ratio Rank: 22
Calmar Ratio Rank
PYPY Martin Ratio Rank: 11
Martin Ratio Rank

BRKC
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.

PYPY vs. BRKC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yieldmax PYPL Option Income Strategy ETF (PYPY) and YieldMax BRK.B Option Income Strategy ETF (BRKC). 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.


PYPYBRKCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.78

Calmar ratioReturn relative to maximum drawdown

-0.83

Martin ratioReturn relative to average drawdown

-1.48

PYPY vs. BRKC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PYPYBRKCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

-0.22

-0.01

Drawdowns

PYPY vs. BRKC - Drawdown Comparison

The maximum PYPY drawdown since its inception was -53.64%, which is greater than BRKC's maximum drawdown of -7.59%. Use the drawdown chart below to compare losses from any high point for PYPY and BRKC.


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Drawdown Indicators


PYPYBRKCDifference

Max Drawdown

Largest peak-to-trough decline

-53.64%

-7.59%

-46.05%

Max Drawdown (1Y)

Largest decline over 1 year

-47.14%

Current Drawdown

Current decline from peak

-49.18%

-5.59%

-43.59%

Average Drawdown

Average peak-to-trough decline

-16.16%

-3.12%

-13.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.44%

Volatility

PYPY vs. BRKC - Volatility Comparison


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Volatility by Period


PYPYBRKCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

Volatility (6M)

Calculated over the trailing 6-month period

28.63%

Volatility (1Y)

Calculated over the trailing 1-year period

34.15%

12.68%

+21.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.10%

12.68%

+18.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.10%

12.68%

+18.42%

PYPY vs. BRKC - Expense Ratio Comparison

PYPY has a 1.01% expense ratio, which is higher than BRKC's 0.99% expense ratio.


Dividends

PYPY vs. BRKC - Dividend Comparison

PYPY's dividend yield for the trailing twelve months is around 69.43%, more than BRKC's 20.15% yield.


PositionTTM202520242023
BRKC
YieldMax BRK.B Option Income Strategy ETF
20.15%10.81%0.00%0.00%
PYPY
Yieldmax PYPL Option Income Strategy ETF
69.43%64.68%48.65%5.70%

Frequently Asked Questions


PYPY and BRKC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRKC is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRKC is cheaper with a 0.99% expense ratio, compared with 1.01% for PYPY.

PYPY has the higher dividend yield at 69.43%, compared with 20.15% for BRKC.

Their fees differ too: 1.01% for PYPY and 0.99% for BRKC.

Portfolio Optimizer

Find the right allocation for PYPY and BRKC

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