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RBLY vs. RBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBLY vs. RBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax RBLX Option Income Strategy ETF (RBLY) and Roblox Corporation (RBLX). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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

Compare historical risk-adjusted metric ranks over the past 12 months.

RBLY
RBLY Risk / Return Rank: 00
Overall Rank
RBLY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RBLY Sortino Ratio Rank: 00
Sortino Ratio Rank
RBLY Omega Ratio Rank: 00
Omega Ratio Rank
RBLY Calmar Ratio Rank: 00
Calmar Ratio Rank
RBLY Martin Ratio Rank: 00
Martin Ratio Rank

RBLX
RBLX Risk / Return Rank: 33
Overall Rank
RBLX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RBLX Sortino Ratio Rank: 33
Sortino Ratio Rank
RBLX Omega Ratio Rank: 33
Omega Ratio Rank
RBLX Calmar Ratio Rank: 22
Calmar Ratio Rank
RBLX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


RBLYRBLXDifference
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

RBLY vs. RBLX - Sharpe Ratio Comparison

The current RBLY Sharpe Ratio is -1.23, which is comparable to the RBLX Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of RBLY and RBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


RBLYRBLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-71.61%

-74.85%

+3.24%

Average Drawdown

Average peak-to-trough decline

-37.44%

-53.27%

+15.83%

Ulcer Index

Depth 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


RBLYRBLXDifference

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.


PositionTTM2025
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.

Portfolio Optimizer

Find the right allocation for RBLY and RBLX

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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