SNOY vs. DGICA

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax SNOW Option Income Strategy ETF (SNOY) and Donegal Group Inc. (DGICA).

SNOY is an actively managed fund by YieldMax. It was launched on Jun 10, 2024.

Performance

SNOY vs. DGICA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax SNOW Option Income Strategy ETF (SNOY) and Donegal Group Inc. (DGICA). The values are adjusted to include any dividend payments, if applicable.

SNOY vs. DGICA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SNOY YieldMax SNOW Option Income Strategy ETF	-27.15%	30.66%	21.03%
DGICA Donegal Group Inc.	-14.19%	34.64%	21.61%

Returns By Period

In the year-to-date period, SNOY achieves a -27.15% return, which is significantly lower than DGICA's -14.19% return.

SNOY

• 1D: 1.87%
• 1M: -7.65%
• YTD: -27.15%
• 6M: -30.95%
• 1Y: -5.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DGICA

• 1D: -1.16%
• 1M: -4.01%
• YTD: -14.19%
• 6M: -10.06%
• 1Y: -10.41%
• 3Y*: 8.30%
• 5Y*: 7.23%
• 10Y*: 6.45%

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

Return for Risk

SNOY vs. DGICA — Risk / Return Rank

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

SNOY

SNOY Risk / Return Rank: 10
SNOY Sharpe Ratio Rank: 9
SNOY Sortino Ratio Rank: 11
SNOY Omega Ratio Rank: 11
SNOY Calmar Ratio Rank: 11
SNOY Martin Ratio Rank: 10

DGICA

DGICA Risk / Return Rank: 22
DGICA Sharpe Ratio Rank: 22
DGICA Sortino Ratio Rank: 20
DGICA Omega Ratio Rank: 21
DGICA Calmar Ratio Rank: 24
DGICA Martin Ratio Rank: 23

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.

SNOY vs. DGICA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SNOW Option Income Strategy ETF (SNOY) and Donegal Group Inc. (DGICA). 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.

	SNOY	DGICA	Difference
Sharpe ratio Return per unit of total volatility	-0.13	-0.42	+0.29
Sortino ratio Return per unit of downside risk	0.11	-0.43	+0.54
Omega ratio Gain probability vs. loss probability	1.02	0.95	+0.07
Calmar ratio Return relative to maximum drawdown	-0.08	-0.51	+0.43
Martin ratio Return relative to average drawdown	-0.20	-1.00	+0.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNOY vs. DGICA - Sharpe Ratio Comparison

The current SNOY Sharpe Ratio is -0.13, which is higher than the DGICA Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of SNOY and DGICA, 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

	SNOY	DGICA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	-0.42	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.23	-0.04

Correlation

The correlation between SNOY and DGICA is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SNOY vs. DGICA - Dividend Comparison

SNOY's dividend yield for the trailing twelve months is around 113.79%, more than DGICA's 4.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SNOY YieldMax SNOW Option Income Strategy ETF	113.79%	84.96%	33.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGICA Donegal Group Inc.	4.30%	3.60%	4.44%	4.82%	4.61%	4.41%	4.23%	3.90%	4.16%	3.22%	3.13%	3.81%

Drawdowns

SNOY vs. DGICA - Drawdown Comparison

The maximum SNOY drawdown since its inception was -40.63%, smaller than the maximum DGICA drawdown of -43.36%. Use the drawdown chart below to compare losses from any high point for SNOY and DGICA.

Drawdown Indicators

	SNOY	DGICA	Difference
Max Drawdown Largest peak-to-trough decline	-40.63%	-43.36%	+2.73%
Max Drawdown (1Y) Largest decline over 1 year	-40.63%	-19.56%	-21.07%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.31%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.23%	—
Current Drawdown Current decline from peak	-39.51%	-18.16%	-21.35%
Average Drawdown Average peak-to-trough decline	-10.42%	-14.18%	+3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.50%	10.00%	+6.50%

Volatility

SNOY vs. DGICA - Volatility Comparison

YieldMax SNOW Option Income Strategy ETF (SNOY) has a higher volatility of 11.83% compared to Donegal Group Inc. (DGICA) at 6.50%. This indicates that SNOY's price experiences larger fluctuations and is considered to be riskier than DGICA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNOY	DGICA	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.83%	6.50%	+5.33%
Volatility (6M) Calculated over the trailing 6-month period	30.55%	15.59%	+14.96%
Volatility (1Y) Calculated over the trailing 1-year period	41.95%	25.18%	+16.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.61%	23.16%	+20.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.61%	25.38%	+18.23%