SMCI vs. SMCY

Last updated Apr 1, 2026

Compare and contrast key facts about Super Micro Computer, Inc. (SMCI) and YieldMax SMCI Option Income Strategy ETF (SMCY).

SMCY is an actively managed fund by YieldMax. It was launched on Sep 11, 2024.

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.

SMCI vs. SMCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SMCI Super Micro Computer, Inc.	-22.21%	-3.97%	-31.06%
SMCY YieldMax SMCI Option Income Strategy ETF	-19.09%	-15.41%	-33.07%

Returns By Period

In the year-to-date period, SMCI achieves a -22.21% return, which is significantly lower than SMCY's -19.09% return.

SMCI

• 1D: 8.12%
• 1M: -29.70%
• YTD: -22.21%
• 6M: -52.50%
• 1Y: -33.50%
• 3Y*: 28.81%
• 5Y*: 41.89%
• 10Y*: 20.77%

SMCY

• 1D: 6.00%
• 1M: -25.80%
• YTD: -19.09%
• 6M: -46.57%
• 1Y: -31.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SMCI vs. SMCY — Risk / Return Rank

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

SMCI

SMCI Risk / Return Rank: 26
SMCI Sharpe Ratio Rank: 23
SMCI Sortino Ratio Rank: 28
SMCI Omega Ratio Rank: 27
SMCI Calmar Ratio Rank: 26
SMCI Martin Ratio Rank: 24

SMCY

SMCY Risk / Return Rank: 5
SMCY Sharpe Ratio Rank: 4
SMCY Sortino Ratio Rank: 6
SMCY Omega Ratio Rank: 5
SMCY Calmar Ratio Rank: 4
SMCY Martin Ratio Rank: 4

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.

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.

	SMCI	SMCY	Difference
Sharpe ratio Return per unit of total volatility	-0.42	-0.50	+0.07
Sortino ratio Return per unit of downside risk	-0.14	-0.31	+0.18
Omega ratio Gain probability vs. loss probability	0.98	0.95	+0.03
Calmar ratio Return relative to maximum drawdown	-0.51	-0.53	+0.03
Martin ratio Return relative to average drawdown	-1.02	-1.10	+0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SMCI vs. SMCY - Sharpe Ratio Comparison

The current SMCI Sharpe Ratio is -0.42, which is comparable to the SMCY Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of SMCI and SMCY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SMCI	SMCY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.42	-0.50	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	-0.51	+0.81

Correlation

The correlation between SMCI and SMCY is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

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 261.84%.

	TTM	2025	2024
SMCI Super Micro Computer, Inc.	0.00%	0.00%	0.00%
SMCY YieldMax SMCI Option Income Strategy ETF	261.84%	231.43%	38.43%

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.

Drawdown Indicators

	SMCI	SMCY	Difference
Max Drawdown Largest peak-to-trough decline	-84.84%	-64.75%	-20.09%
Max Drawdown (1Y) Largest decline over 1 year	-66.18%	-60.43%	-5.75%
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	-80.83%	-60.99%	-19.84%
Average Drawdown Average peak-to-trough decline	-31.55%	-35.40%	+3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.00%	29.27%	+3.73%

Volatility

SMCI vs. SMCY - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 45.06% compared to YieldMax SMCI Option Income Strategy ETF (SMCY) at 41.63%. 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.

Volatility by Period

	SMCI	SMCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	45.06%	41.63%	+3.43%
Volatility (6M) Calculated over the trailing 6-month period	62.48%	53.77%	+8.71%
Volatility (1Y) Calculated over the trailing 1-year period	79.48%	64.66%	+14.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.60%	78.05%	+5.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.70%	78.05%	-8.35%