RBLY vs. RBLX
RBLY (YieldMax RBLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while RBLX (Roblox Corporation) is a stock. Over the past year, RBLY returned -68.34% vs -71.53% for RBLX. Their 0.99 correlation means they have historically moved very closely together.
Performance
RBLY vs. RBLX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with RBLY having a -55.31% return and RBLX slightly lower at -56.07%.
RBLY
- 1D
- -24.81%
- 1M
- -31.51%
- 6M
- -44.86%
- YTD
- -55.31%
- 1Y
- -68.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -66.93%
RBLX
- 1D
- -26.85%
- 1M
- -35.75%
- 6M
- -45.86%
- YTD
- -56.07%
- 1Y
- -71.53%
- 3Y*
- -3.35%
- 5Y*
- -14.29%
- 10Y*
- —
- ALL TIME*
- -10.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $617.43M | $496.00M | $543.43M | |
| $212.05K | $224.38K | $157.63K |
RBLY vs. RBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RBLY YieldMax RBLX Option Income Strategy ETF | -55.31% | -26.39% |
RBLX Roblox Corporation | -56.07% | -33.01% |
Correlation
The correlation between RBLY and RBLX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2025 | 0.99 |
The correlation between RBLY and RBLX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
RBLY vs. RBLX — Risk / Return Rank
RBLY
RBLX
RBLY vs. RBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax RBLX Option Income Strategy ETF (RBLY) and Roblox Corporation (RBLX). 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.
| RBLY | RBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.71 | 0.74 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | -0.99 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.62 | -1.55 | -0.06 |
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Drawdowns
RBLY vs. RBLX - Drawdown Comparison
The maximum RBLY drawdown since its inception was -71.61%, smaller than the maximum RBLX drawdown of -82.79%. Use the drawdown chart below to compare losses from any high point for RBLY and RBLX.
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Drawdown Indicators
| RBLY | RBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.61% | -82.79% | +11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -71.61% | -74.85% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | — | -74.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -82.79% | — |
Current DrawdownCurrent decline from peak | -71.61% | -74.85% | +3.24% |
Average DrawdownAverage peak-to-trough decline | -37.44% | -53.27% | +15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.79% | 47.74% | -3.95% |
Volatility
RBLY vs. RBLX - Volatility Comparison
The current volatility for YieldMax RBLX Option Income Strategy ETF (RBLY) is 30.27%, while Roblox Corporation (RBLX) has a volatility of 33.41%. This indicates that RBLY experiences smaller price fluctuations and is considered to be less risky than RBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBLY | RBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.27% | 33.41% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 50.88% | 59.42% | -8.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.64% | 68.58% | -9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.66% | 70.77% | -12.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.66% | 71.06% | -12.40% |
Dividends
RBLY vs. RBLX - Dividend Comparison
RBLY's dividend yield for the trailing twelve months is around 197.07%, while RBLX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
RBLX Roblox Corporation | 0.00% | 0.00% |
RBLY YieldMax RBLX Option Income Strategy ETF | 197.07% | 36.84% |
Frequently Asked Questions
With a correlation of 0.99, RBLY and RBLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
RBLX has higher volatility (33.41%) compared to RBLY (30.27%). In terms of maximum drawdown, RBLY dropped -71.61% vs RBLX's -82.79%.
RBLX currently has the higher Sharpe Ratio (-1.10 vs -1.23), 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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