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PYPY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PYPY and VOO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PYPY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yieldmax PYPL Option Income Strategy ETF (PYPY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
8.63%
10.98%
PYPY
VOO

Key characteristics

Sharpe Ratio

PYPY:

1.41

VOO:

1.88

Sortino Ratio

PYPY:

1.86

VOO:

2.53

Omega Ratio

PYPY:

1.28

VOO:

1.35

Calmar Ratio

PYPY:

2.51

VOO:

2.81

Martin Ratio

PYPY:

6.47

VOO:

11.78

Ulcer Index

PYPY:

5.69%

VOO:

2.02%

Daily Std Dev

PYPY:

26.23%

VOO:

12.67%

Max Drawdown

PYPY:

-14.70%

VOO:

-33.99%

Current Drawdown

PYPY:

-13.49%

VOO:

0.00%

Returns By Period

In the year-to-date period, PYPY achieves a -8.80% return, which is significantly lower than VOO's 4.61% return.


PYPY

YTD

-8.80%

1M

-10.51%

6M

8.64%

1Y

39.79%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PYPY vs. VOO - Expense Ratio Comparison

PYPY has a 1.01% expense ratio, which is higher than VOO's 0.03% expense ratio.


PYPY
Yieldmax PYPL Option Income Strategy ETF
Expense ratio chart for PYPY: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

PYPY vs. VOO — Risk-Adjusted Performance Rank

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

PYPY
The Risk-Adjusted Performance Rank of PYPY is 6262
Overall Rank
The Sharpe Ratio Rank of PYPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPY is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PYPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PYPY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PYPY is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PYPY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yieldmax PYPL Option Income Strategy ETF (PYPY) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for PYPY, currently valued at 1.41, compared to the broader market0.002.004.001.411.93
The chart of Sortino ratio for PYPY, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.0012.001.862.59
The chart of Omega ratio for PYPY, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.36
The chart of Calmar ratio for PYPY, currently valued at 2.51, compared to the broader market0.005.0010.0015.002.512.89
The chart of Martin ratio for PYPY, currently valued at 6.47, compared to the broader market0.0020.0040.0060.0080.00100.006.4712.09
PYPY
VOO

The current PYPY Sharpe Ratio is 1.41, which is comparable to the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of PYPY and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025February
1.41
1.93
PYPY
VOO

Dividends

PYPY vs. VOO - Dividend Comparison

PYPY's dividend yield for the trailing twelve months is around 56.09%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
PYPY
Yieldmax PYPL Option Income Strategy ETF
56.09%48.64%5.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PYPY vs. VOO - Drawdown Comparison

The maximum PYPY drawdown since its inception was -14.70%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PYPY and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.49%
0
PYPY
VOO

Volatility

PYPY vs. VOO - Volatility Comparison

Yieldmax PYPL Option Income Strategy ETF (PYPY) has a higher volatility of 13.03% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. This indicates that PYPY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
13.03%
2.90%
PYPY
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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