RCI vs. BABO
RCI (Rogers Communications Inc.) is a stock, while BABO (YieldMax BABA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, RCI returned 44.93% vs -1.50% for BABO. At a 0.09 correlation, their price movements are largely independent.
Performance
RCI vs. BABO - Performance Comparison
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Returns By Period
In the year-to-date period, RCI achieves a 4.12% return, which is significantly higher than BABO's -20.64% return.
RCI
- 1D
- -0.54%
- 1M
- 9.02%
- YTD
- 4.12%
- 6M
- 8.46%
- 1Y
- 44.93%
- 3Y*
- 0.09%
- 5Y*
- -2.04%
- 10Y*
- 3.75%
BABO
- 1D
- -0.37%
- 1M
- -16.79%
- YTD
- -20.64%
- 6M
- -24.20%
- 1Y
- -1.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RCI vs. BABO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RCI Rogers Communications Inc. | 4.12% | 28.55% | -20.34% |
BABO YieldMax BABA Option Income Strategy ETF | -20.64% | 46.84% | 0.65% |
Correlation
The correlation between RCI and BABO is 0.04, 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 (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024 | 0.09 |
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Return for Risk
RCI vs. BABO — Risk / Return Rank
RCI
BABO
RCI vs. BABO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rogers Communications Inc. (RCI) and YieldMax BABA Option Income Strategy ETF (BABO). 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.
| RCI | BABO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.01 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | -0.13 | +2.37 |
| Martin ratioReturn relative to average drawdown | 6.88 | -0.28 | +7.17 |
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Drawdowns
RCI vs. BABO - Drawdown Comparison
The maximum RCI drawdown since its inception was -84.00%, which is greater than BABO's maximum drawdown of -33.33%. Use the drawdown chart below to compare losses from any high point for RCI and BABO.
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Drawdown Indicators
| RCI | BABO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.00% | -33.33% | -50.67% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -33.33% | +13.23% |
Max Drawdown (3Y)Largest decline over 3 years | -48.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -56.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.92% | — | — |
Current DrawdownCurrent decline from peak | -25.65% | -33.33% | +7.68% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -13.90% | -11.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 15.34% | -8.80% |
Volatility
RCI vs. BABO - Volatility Comparison
The current volatility for Rogers Communications Inc. (RCI) is 6.07%, while YieldMax BABA Option Income Strategy ETF (BABO) has a volatility of 8.72%. This indicates that RCI experiences smaller price fluctuations and is considered to be less risky than BABO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCI | BABO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 8.72% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 21.54% | 24.44% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.23% | 35.33% | -9.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 36.67% | -14.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.05% | 36.67% | -13.62% |
Dividends
RCI vs. BABO - Dividend Comparison
RCI's dividend yield for the trailing twelve months is around 3.76%, less than BABO's 98.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABO YieldMax BABA Option Income Strategy ETF | 98.48% | 85.50% | 20.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCI Rogers Communications Inc. | 3.76% | 3.81% | 4.74% | 3.14% | 3.27% | 3.36% | 3.26% | 3.03% | 3.08% | 3.77% | 4.98% | 5.57% |
Frequently Asked Questions
RCI and BABO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABO has higher volatility (8.72%) compared to RCI (6.07%). In terms of maximum drawdown, RCI dropped -84.00% vs BABO's -33.33%.
RCI currently has the higher Sharpe Ratio (1.72 vs -0.12), 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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