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SMCI vs. SMCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMCI vs. SMCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Super Micro Computer, Inc. (SMCI) and YieldMax SMCI Option Income Strategy ETF (SMCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMCI achieves a -2.97% return, which is significantly higher than SMCY's -10.43% return.


SMCI

1D
2.42%
1M
4.34%
6M
-2.44%
YTD
-2.97%
1Y
-49.86%
3Y*
-5.60%
5Y*
49.49%
10Y*
29.71%
ALL TIME*
19.64%

SMCY

1D
2.27%
1M
3.11%
6M
-9.99%
YTD
-10.43%
1Y
-48.73%
3Y*
5Y*
10Y*
ALL TIME*
-30.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.63B$1.22B$1.80B
$4.23M$3.64M$6.33M

SMCI vs. SMCY - Yearly Performance Comparison


2026 (YTD)20252024
SMCI
Super Micro Computer, Inc.
-2.97%-3.97%-31.57%
SMCY
YieldMax SMCI Option Income Strategy ETF
-10.43%-15.41%-33.36%

Correlation

The correlation between SMCI and SMCY 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 Sep 12, 2024

0.99

The correlation between SMCI and SMCY has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

SMCI vs. SMCY — Risk / Return Rank

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

SMCI
SMCI Risk / Return Rank: 1818
Overall Rank
SMCI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 2222
Sortino Ratio Rank
SMCI Omega Ratio Rank: 2222
Omega Ratio Rank
SMCI Calmar Ratio Rank: 1313
Calmar Ratio Rank
SMCI Martin Ratio Rank: 1414
Martin Ratio Rank

SMCY
SMCY Risk / Return Rank: 33
Overall Rank
SMCY Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SMCY Sortino Ratio Rank: 44
Sortino Ratio Rank
SMCY Omega Ratio Rank: 44
Omega Ratio Rank
SMCY Calmar Ratio Rank: 22
Calmar Ratio Rank
SMCY Martin Ratio Rank: 22
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.

SMCI vs. SMCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) and YieldMax SMCI Option Income Strategy ETF (SMCY). 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.


SMCISMCYDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

0.94

0.90

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.85

+0.05

Martin ratioReturn relative to average drawdown

-1.24

-1.32

+0.08

SMCI vs. SMCY - Sharpe Ratio Comparison

The current SMCI Sharpe Ratio is -0.58, which is comparable to the SMCY Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of SMCI and SMCY, 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

SMCI vs. SMCY - Drawdown Comparison

The maximum SMCI drawdown since its inception was -84.84%, which is greater than SMCY's maximum drawdown of -64.75%. Use the drawdown chart below to compare losses from any high point for SMCI and SMCY.


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Drawdown Indicators


SMCISMCYDifference

Max Drawdown

Largest peak-to-trough decline

-84.84%

-64.75%

-20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-65.01%

-59.21%

-5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-84.84%

Max Drawdown (5Y)

Largest decline over 5 years

-84.84%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

Current Drawdown

Current decline from peak

-76.10%

-56.82%

-19.28%

Average Drawdown

Average peak-to-trough decline

-32.28%

-38.39%

+6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.29%

38.68%

+3.61%

Volatility

SMCI vs. SMCY - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 27.83% compared to YieldMax SMCI Option Income Strategy ETF (SMCY) at 23.42%. This indicates that SMCI's price experiences larger fluctuations and is considered to be riskier than SMCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMCISMCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.83%

23.42%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

82.17%

70.65%

+11.52%

Volatility (1Y)

Calculated over the trailing 1-year period

89.74%

75.26%

+14.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.01%

80.52%

+7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.49%

80.52%

-9.03%

Dividends

SMCI vs. SMCY - Dividend Comparison

SMCI has not paid dividends to shareholders, while SMCY's dividend yield for the trailing twelve months is around 180.05%.


PositionTTM20252024
SMCI
Super Micro Computer, Inc.
0.00%0.00%0.00%
SMCY
YieldMax SMCI Option Income Strategy ETF
180.05%231.43%38.43%

Frequently Asked Questions


With a correlation of 0.99, SMCI and SMCY 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.

SMCI has higher volatility (27.83%) compared to SMCY (23.42%). In terms of maximum drawdown, SMCI dropped -84.84% vs SMCY's -64.75%.

SMCI currently has the higher Sharpe Ratio (-0.58 vs -0.67), 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 SMCI and SMCY

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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