SPGI vs. CHPY
SPGI (S&P Global Inc.) is a stock, while CHPY (YieldMax Semiconductor Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, SPGI returned -11.44% vs 108.16% for CHPY. At a correlation of -0.04, they often move in opposite directions.
Performance
SPGI vs. CHPY - Performance Comparison
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Returns By Period
In the year-to-date period, SPGI achieves a -11.01% return, which is significantly lower than CHPY's 70.96% return.
SPGI
- 1D
- 1.70%
- 1M
- 10.50%
- 6M
- -14.59%
- YTD
- -11.01%
- 1Y
- -11.44%
- 3Y*
- 4.47%
- 5Y*
- 3.29%
- 10Y*
- 15.94%
CHPY
- 1D
- -4.62%
- 1M
- -4.92%
- 6M
- 57.62%
- YTD
- 70.96%
- 1Y
- 108.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPGI vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPGI S&P Global Inc. | -11.01% | 2.24% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 70.96% | 56.76% |
Correlation
The correlation between SPGI and CHPY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | -0.04 |
The correlation between SPGI and CHPY shifts across timeframes, from -0.17 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPGI vs. CHPY — Risk / Return Rank
SPGI
CHPY
SPGI vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.
| SPGI | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.48 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 8.11 | -8.49 |
| Martin ratioReturn relative to average drawdown | -0.66 | 27.19 | -27.85 |
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Drawdowns
SPGI vs. CHPY - Drawdown Comparison
The maximum SPGI drawdown since its inception was -74.67%, which is greater than CHPY's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for SPGI and CHPY.
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Drawdown Indicators
| SPGI | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.67% | -13.41% | -61.26% |
Max Drawdown (1Y)Largest decline over 1 year | -30.48% | -13.41% | -17.07% |
Max Drawdown (3Y)Largest decline over 3 years | -30.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.76% | — | — |
Current DrawdownCurrent decline from peak | -17.26% | -12.94% | -4.32% |
Average DrawdownAverage peak-to-trough decline | -15.25% | -2.38% | -12.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.31% | 3.99% | +13.32% |
Volatility
SPGI vs. CHPY - Volatility Comparison
The current volatility for S&P Global Inc. (SPGI) is 12.67%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 19.81%. This indicates that SPGI experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGI | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 19.81% | -7.14% |
Volatility (6M)Calculated over the trailing 6-month period | 26.33% | 30.94% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 35.39% | -5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.03% | 37.72% | -12.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.13% | 37.72% | -11.59% |
Dividends
SPGI vs. CHPY - Dividend Comparison
SPGI's dividend yield for the trailing twelve months is around 5.92%, less than CHPY's 33.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 33.70% | 28.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 5.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Frequently Asked Questions
SPGI and CHPY have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPY has higher volatility (19.81%) compared to SPGI (12.67%). In terms of maximum drawdown, SPGI dropped -74.67% vs CHPY's -13.41%.
CHPY currently has the higher Sharpe Ratio (3.08 vs -0.38), 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.
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