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SNOY vs. SNOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNOY vs. SNOW - Performance Comparison

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

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Returns By Period

In the year-to-date period, SNOY achieves a 7.77% return, which is significantly higher than SNOW's 3.30% return.


SNOY

1D
-2.00%
1M
37.61%
YTD
7.77%
6M
5.51%
1Y
8.45%
3Y*
5Y*
10Y*

SNOW

1D
-2.45%
1M
31.59%
YTD
3.30%
6M
-0.11%
1Y
6.89%
3Y*
8.33%
5Y*
-1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNOY vs. SNOW - Yearly Performance Comparison


2026 (YTD)20252024
SNOY
YieldMax SNOW Option Income Strategy ETF
7.77%30.66%21.28%
SNOW
Snowflake Inc.
3.30%42.06%21.81%

Correlation

The correlation between SNOY and SNOW is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2024

0.97

The correlation between SNOY and SNOW has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

SNOY vs. SNOW — Risk / Return Rank

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

SNOY
SNOY Risk / Return Rank: 1212
Overall Rank
SNOY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SNOY Sortino Ratio Rank: 1414
Sortino Ratio Rank
SNOY Omega Ratio Rank: 1515
Omega Ratio Rank
SNOY Calmar Ratio Rank: 1010
Calmar Ratio Rank
SNOY Martin Ratio Rank: 1010
Martin Ratio Rank

SNOW
SNOW Risk / Return Rank: 4646
Overall Rank
SNOW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SNOW Sortino Ratio Rank: 4848
Sortino Ratio Rank
SNOW Omega Ratio Rank: 4848
Omega Ratio Rank
SNOW Calmar Ratio Rank: 4545
Calmar Ratio Rank
SNOW Martin Ratio Rank: 4545
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. SNOW - Risk-Adjusted Trends Comparison

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


SNOYSNOWDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.09

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.17

0.12

+0.04

Martin ratioReturn relative to average drawdown

0.37

0.27

+0.10

SNOY vs. SNOW - Sharpe Ratio Comparison

The current SNOY Sharpe Ratio is 0.15, which is higher than the SNOW Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SNOY and SNOW, 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

SNOY vs. SNOW - Drawdown Comparison

The maximum SNOY drawdown since its inception was -50.90%, smaller than the maximum SNOW drawdown of -72.99%. Use the drawdown chart below to compare losses from any high point for SNOY and SNOW.


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Drawdown Indicators


SNOYSNOWDifference

Max Drawdown

Largest peak-to-trough decline

-50.90%

-72.99%

+22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-50.90%

-56.30%

+5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-56.30%

Max Drawdown (5Y)

Largest decline over 5 years

-72.99%

Current Drawdown

Current decline from peak

-12.54%

-43.62%

+31.08%

Average Drawdown

Average peak-to-trough decline

-12.67%

-49.00%

+36.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.07%

26.03%

-2.96%

Volatility

SNOY vs. SNOW - Volatility Comparison

YieldMax SNOW Option Income Strategy ETF (SNOY) and Snowflake Inc. (SNOW) have volatilities of 34.27% and 35.96%, 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


SNOYSNOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.27%

35.96%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

47.67%

52.70%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

57.70%

65.61%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.71%

61.94%

-10.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.71%

62.60%

-10.89%

Dividends

SNOY vs. SNOW - Dividend Comparison

SNOY's dividend yield for the trailing twelve months is around 74.29%, while SNOW has not paid dividends to shareholders.


PositionTTM20252024
SNOW
Snowflake Inc.
0.00%0.00%0.00%
SNOY
YieldMax SNOW Option Income Strategy ETF
74.29%84.96%33.32%

Frequently Asked Questions


With a correlation of 0.97, SNOY and SNOW 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.

SNOW has higher volatility (35.96%) compared to SNOY (34.27%). In terms of maximum drawdown, SNOY dropped -50.90% vs SNOW's -72.99%.

SNOY currently has the higher Sharpe Ratio (0.15 vs 0.11), 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 SNOY and SNOW

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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