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SNOY vs. SNOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SNOY vs. SNOW

Last updated May 11, 2025

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

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

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNOY or SNOW.

Correlation

The correlation between SNOY and SNOW is 0.56, 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.

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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Key characteristics

Daily Std Dev

SNOY:

46.38%

SNOW:

56.08%

Max Drawdown

SNOY:

-26.18%

SNOW:

-72.99%

Current Drawdown

SNOY:

-7.71%

SNOW:

-56.67%

Returns By Period

In the year-to-date period, SNOY achieves a 10.19% return, which is significantly lower than SNOW's 12.78% return.

SNOY

YTD

10.19%

1M

16.59%

6M

31.86%

1Y

N/A

5Y*

N/A

10Y*

N/A

SNOW

YTD

12.78%

1M

20.55%

6M

44.05%

1Y

10.81%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SNOY vs. SNOW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNOY
SNOW
The Risk-Adjusted Performance Rank of SNOW is 5858
Overall Rank
The Sharpe Ratio Rank of SNOW is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SNOW is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SNOW is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SNOW is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SNOW is 5858
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.

SNOY vs. SNOW - Risk-Adjusted Performance 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.

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Dividends

SNOY vs. SNOW - Dividend Comparison

SNOY's dividend yield for the trailing twelve months is around 55.60%, while SNOW has not paid dividends to shareholders.

TTM2024
SNOY
YieldMax SNOW Option Income Strategy ETF		55.60%33.32%
SNOW
Snowflake Inc.		0.00%0.00%

Drawdowns

SNOY vs. SNOW - Drawdown Comparison

The maximum SNOY drawdown since its inception was -26.18%, 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. For additional features, visit the drawdowns tool.

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Volatility

SNOY vs. SNOW - Volatility Comparison

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