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RBLY vs. TCAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBLY vs. TCAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax RBLX Option Income Strategy ETF (RBLY) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RBLY achieves a -45.56% return, which is significantly lower than TCAL's -2.88% return.


RBLY

1D
-1.83%
1M
-8.47%
YTD
-45.56%
6M
-50.91%
1Y
3Y*
5Y*
10Y*

TCAL

1D
0.23%
1M
-1.26%
YTD
-2.88%
6M
-2.97%
1Y
-1.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBLY vs. TCAL - Yearly Performance Comparison


Correlation

The correlation between RBLY and TCAL is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.03

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Return for Risk

RBLY vs. TCAL — Risk / Return Rank

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

RBLY

TCAL
TCAL Risk / Return Rank: 66
Overall Rank
TCAL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TCAL Sortino Ratio Rank: 66
Sortino Ratio Rank
TCAL Omega Ratio Rank: 66
Omega Ratio Rank
TCAL Calmar Ratio Rank: 66
Calmar Ratio Rank
TCAL Martin Ratio Rank: 55
Martin Ratio Rank
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.

RBLY vs. TCAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax RBLX Option Income Strategy ETF (RBLY) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). 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.


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

RBLY vs. TCAL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RBLYTCALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.25

-0.10

-1.15

Drawdowns

RBLY vs. TCAL - Drawdown Comparison

The maximum RBLY drawdown since its inception was -65.81%, which is greater than TCAL's maximum drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for RBLY and TCAL.


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Drawdown Indicators


RBLYTCALDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-7.24%

-58.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

Current Drawdown

Current decline from peak

-65.42%

-5.92%

-59.50%

Average Drawdown

Average peak-to-trough decline

-33.05%

-2.02%

-31.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

Volatility

RBLY vs. TCAL - Volatility Comparison


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Volatility by Period


RBLYTCALDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

52.41%

9.31%

+43.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.41%

11.25%

+41.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.41%

11.25%

+41.16%

RBLY vs. TCAL - Expense Ratio Comparison

RBLY has a 0.99% expense ratio, which is higher than TCAL's 0.34% expense ratio.


Dividends

RBLY vs. TCAL - Dividend Comparison

RBLY's dividend yield for the trailing twelve months is around 127.58%, more than TCAL's 11.96% yield.


Frequently Asked Questions


RBLY and TCAL have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TCAL is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TCAL is cheaper with a 0.34% expense ratio, compared with 0.99% for RBLY.

RBLY has the higher dividend yield at 127.58%, compared with 11.96% for TCAL.

They also come from different issuers: YieldMax and T. Rowe Price. Their fees differ too: 0.99% for RBLY and 0.34% for TCAL.

Portfolio Optimizer

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