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RITM vs. GOOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RITM vs. GOOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rithm Capital Corp. (RITM) and YieldMax GOOGL Option Income Strategy ETF (GOOY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RITM achieves a -13.25% return, which is significantly lower than GOOY's 9.57% return.


RITM

1D
0.77%
1M
-0.54%
YTD
-13.25%
6M
-12.45%
1Y
-9.95%
3Y*
10.33%
5Y*
7.21%
10Y*
7.06%

GOOY

1D
-0.99%
1M
-8.62%
YTD
9.57%
6M
9.10%
1Y
83.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RITM vs. GOOY - Yearly Performance Comparison


2026 (YTD)202520242023
RITM
Rithm Capital Corp.
-13.25%10.06%11.07%11.56%
GOOY
YieldMax GOOGL Option Income Strategy ETF
9.57%53.95%12.58%-3.35%

Correlation

The correlation between RITM and GOOY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2023

0.25

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Return for Risk

RITM vs. GOOY — Risk / Return Rank

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

RITM
RITM Risk / Return Rank: 2525
Overall Rank
RITM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RITM Sortino Ratio Rank: 2121
Sortino Ratio Rank
RITM Omega Ratio Rank: 2222
Omega Ratio Rank
RITM Calmar Ratio Rank: 3030
Calmar Ratio Rank
RITM Martin Ratio Rank: 2828
Martin Ratio Rank

GOOY
GOOY Risk / Return Rank: 9292
Overall Rank
GOOY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9292
Omega Ratio Rank
GOOY Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOY Martin Ratio Rank: 8888
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.

RITM vs. GOOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rithm Capital Corp. (RITM) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.


RITMGOOYDifference
Sharpe ratioReturn per unit of total volatility

-3.97

Sortino ratioReturn per unit of downside risk

-5.14

Omega ratioGain probability vs. loss probability

0.94

1.60

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.37

5.17

-5.53

Martin ratioReturn relative to average drawdown

-0.77

18.36

-19.12

RITM vs. GOOY - Sharpe Ratio Comparison

The current RITM Sharpe Ratio is -0.44, which is lower than the GOOY Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of RITM and GOOY, 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

RITM vs. GOOY - Drawdown Comparison

The maximum RITM drawdown since its inception was -81.11%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for RITM and GOOY.


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Drawdown Indicators


RITMGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-81.11%

-24.40%

-56.71%

Max Drawdown (1Y)

Largest decline over 1 year

-27.31%

-16.15%

-11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-27.31%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

Max Drawdown (10Y)

Largest decline over 10 years

-81.11%

Current Drawdown

Current decline from peak

-21.62%

-11.86%

-9.76%

Average Drawdown

Average peak-to-trough decline

-15.97%

-6.28%

-9.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.01%

4.54%

+8.47%

Volatility

RITM vs. GOOY - Volatility Comparison

The current volatility for Rithm Capital Corp. (RITM) is 6.65%, while YieldMax GOOGL Option Income Strategy ETF (GOOY) has a volatility of 8.16%. This indicates that RITM experiences smaller price fluctuations and is considered to be less risky than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RITMGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

8.16%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

17.72%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

23.67%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.45%

23.43%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.19%

23.43%

+16.76%

Dividends

RITM vs. GOOY - Dividend Comparison

RITM's dividend yield for the trailing twelve months is around 10.86%, less than GOOY's 52.71% yield.


PositionTTM20252024202320222021202020192018201720162015
GOOY
YieldMax GOOGL Option Income Strategy ETF
52.71%41.50%36.74%7.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RITM
Rithm Capital Corp.
10.86%9.17%9.23%9.36%12.24%8.40%5.03%12.41%14.07%11.07%11.70%14.39%

Frequently Asked Questions


RITM and GOOY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOY has higher volatility (8.16%) compared to RITM (6.65%). In terms of maximum drawdown, RITM dropped -81.11% vs GOOY's -24.40%.

GOOY currently has the higher Sharpe Ratio (3.53 vs -0.44), 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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