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SNOY vs. GOOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNOY vs. GOOP - Performance Comparison

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

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SNOY vs. GOOP - Yearly Performance Comparison


2026 (YTD)20252024
SNOY
YieldMax SNOW Option Income Strategy ETF
-27.15%30.66%21.03%
GOOP
Kurv Yield Premium Strategy Google ETF
-7.56%52.46%4.82%

Returns By Period

In the year-to-date period, SNOY achieves a -27.15% return, which is significantly lower than GOOP's -7.56% return.


SNOY

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

GOOP

1D
4.38%
1M
-3.40%
YTD
-7.56%
6M
15.37%
1Y
68.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNOY vs. GOOP - Expense Ratio Comparison

Both SNOY and GOOP have an expense ratio of 0.99%.


Return for Risk

SNOY vs. GOOP — Risk / Return Rank

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

SNOY
SNOY Risk / Return Rank: 1010
Overall Rank
SNOY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SNOY Sortino Ratio Rank: 1111
Sortino Ratio Rank
SNOY Omega Ratio Rank: 1111
Omega Ratio Rank
SNOY Calmar Ratio Rank: 1111
Calmar Ratio Rank
SNOY Martin Ratio Rank: 1010
Martin Ratio Rank

GOOP
GOOP Risk / Return Rank: 9292
Overall Rank
GOOP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOP Omega Ratio Rank: 9292
Omega Ratio Rank
GOOP Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOP Martin Ratio Rank: 9090
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.

SNOY vs. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SNOW Option Income Strategy ETF (SNOY) and Kurv Yield Premium Strategy Google ETF (GOOP). 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.


SNOYGOOPDifference

Sharpe ratio

Return per unit of total volatility

-0.13

2.41

-2.54

Sortino ratio

Return per unit of downside risk

0.11

3.20

-3.09

Omega ratio

Gain probability vs. loss probability

1.02

1.42

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.08

3.03

-3.11

Martin ratio

Return relative to average drawdown

-0.20

12.30

-12.49

SNOY vs. GOOP - Sharpe Ratio Comparison

The current SNOY Sharpe Ratio is -0.13, which is lower than the GOOP Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SNOY and GOOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNOYGOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

2.41

-2.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.26

-1.07

Correlation

The correlation between SNOY and GOOP is 0.30, 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. GOOP - Dividend Comparison

SNOY's dividend yield for the trailing twelve months is around 113.79%, more than GOOP's 13.52% yield.


TTM202520242023
SNOY
YieldMax SNOW Option Income Strategy ETF
113.79%84.96%33.32%0.00%
GOOP
Kurv Yield Premium Strategy Google ETF
13.52%11.79%13.73%2.06%

Drawdowns

SNOY vs. GOOP - Drawdown Comparison

The maximum SNOY drawdown since its inception was -40.63%, which is greater than GOOP's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for SNOY and GOOP.


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Drawdown Indicators


SNOYGOOPDifference

Max Drawdown

Largest peak-to-trough decline

-40.63%

-27.49%

-13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-40.63%

-23.32%

-17.31%

Current Drawdown

Current decline from peak

-39.51%

-15.24%

-24.27%

Average Drawdown

Average peak-to-trough decline

-10.42%

-6.44%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.50%

5.75%

+10.75%

Volatility

SNOY vs. GOOP - Volatility Comparison

YieldMax SNOW Option Income Strategy ETF (SNOY) and Kurv Yield Premium Strategy Google ETF (GOOP) have volatilities of 11.83% and 11.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNOYGOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.83%

11.35%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

30.55%

20.01%

+10.54%

Volatility (1Y)

Calculated over the trailing 1-year period

41.95%

28.37%

+13.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.61%

24.75%

+18.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.61%

24.75%

+18.86%