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SMCY vs. AIYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMCY and AIYY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

SMCY vs. AIYY - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%December2025FebruaryMarchAprilMay
-35.14%
-12.48%
SMCY
AIYY

Key characteristics

Daily Std Dev

SMCY:

96.41%

AIYY:

49.71%

Max Drawdown

SMCY:

-59.71%

AIYY:

-53.61%

Current Drawdown

SMCY:

-44.77%

AIYY:

-44.13%

Returns By Period

In the year-to-date period, SMCY achieves a -3.10% return, which is significantly higher than AIYY's -29.84% return.


SMCY

YTD

-3.10%

1M

-6.67%

6M

-1.43%

1Y

N/A

5Y*

N/A

10Y*

N/A

AIYY

YTD

-29.84%

1M

2.30%

6M

-16.15%

1Y

-23.16%

5Y*

N/A

10Y*

N/A

*Annualized

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SMCY vs. AIYY - Expense Ratio Comparison

Both SMCY and AIYY have an expense ratio of 0.99%.


Expense ratio chart for SMCY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMCY: 0.99%
Expense ratio chart for AIYY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AIYY: 0.99%

Risk-Adjusted Performance

SMCY vs. AIYY — Risk-Adjusted Performance Rank

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

SMCY

AIYY
The Risk-Adjusted Performance Rank of AIYY is 66
Overall Rank
The Sharpe Ratio Rank of AIYY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of AIYY is 77
Sortino Ratio Rank
The Omega Ratio Rank of AIYY is 77
Omega Ratio Rank
The Calmar Ratio Rank of AIYY is 44
Calmar Ratio Rank
The Martin Ratio Rank of AIYY is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMCY vs. AIYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SMCI Option Income Strategy ETF (SMCY) and YieldMax AI Option Income Strategy ETF (AIYY). 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.



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Dividends

SMCY vs. AIYY - Dividend Comparison

SMCY's dividend yield for the trailing twelve months is around 92.92%, less than AIYY's 126.85% yield.


Drawdowns

SMCY vs. AIYY - Drawdown Comparison

The maximum SMCY drawdown since its inception was -59.71%, which is greater than AIYY's maximum drawdown of -53.61%. Use the drawdown chart below to compare losses from any high point for SMCY and AIYY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-44.77%
-42.16%
SMCY
AIYY

Volatility

SMCY vs. AIYY - Volatility Comparison

YieldMax SMCI Option Income Strategy ETF (SMCY) has a higher volatility of 26.13% compared to YieldMax AI Option Income Strategy ETF (AIYY) at 18.44%. This indicates that SMCY's price experiences larger fluctuations and is considered to be riskier than AIYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
26.13%
18.44%
SMCY
AIYY