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SQY vs. SQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SQY and SQ is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SQY vs. SQ - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
16.52%
91.69%
SQY
SQ

Key characteristics

Returns By Period


SQY

YTD

-33.73%

1M

-5.69%

6M

-23.81%

1Y

-17.86%

5Y*

N/A

10Y*

N/A

SQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SQY vs. SQ — Risk-Adjusted Performance Rank

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

SQY
The Risk-Adjusted Performance Rank of SQY is 22
Overall Rank
The Sharpe Ratio Rank of SQY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SQY is 44
Sortino Ratio Rank
The Omega Ratio Rank of SQY is 33
Omega Ratio Rank
The Calmar Ratio Rank of SQY is 11
Calmar Ratio Rank
The Martin Ratio Rank of SQY is 11
Martin Ratio Rank

SQ
The Risk-Adjusted Performance Rank of SQ is 6868
Overall Rank
The Sharpe Ratio Rank of SQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SQ is 6767
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.

SQY vs. SQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and Square, Inc. (SQ). 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.


The chart of Sharpe ratio for SQY, currently valued at -0.61, compared to the broader market-1.000.001.002.003.004.00
SQY: -0.61
SQ: 0.25
The chart of Sortino ratio for SQY, currently valued at -0.63, compared to the broader market-2.000.002.004.006.008.00
SQY: -0.63
SQ: 0.64
The chart of Omega ratio for SQY, currently valued at 0.91, compared to the broader market0.501.001.502.002.50
SQY: 0.91
SQ: 1.09
The chart of Calmar ratio for SQY, currently valued at -0.58, compared to the broader market0.002.004.006.008.0010.0012.00
SQY: -0.58
SQ: 0.30
The chart of Martin ratio for SQY, currently valued at -1.67, compared to the broader market0.0020.0040.0060.00
SQY: -1.67
SQ: 0.70


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.61
0.25
SQY
SQ

Dividends

SQY vs. SQ - Dividend Comparison

SQY's dividend yield for the trailing twelve months is around 95.37%, while SQ has not paid dividends to shareholders.


TTM20242023
SQY
YieldMax SQ Option Income Strategy ETF
95.37%62.54%9.85%
SQ
Square, Inc.
0.00%0.00%0.00%

Drawdowns

SQY vs. SQ - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.03%
-9.52%
SQY
SQ

Volatility

SQY vs. SQ - Volatility Comparison

YieldMax SQ Option Income Strategy ETF (SQY) has a higher volatility of 13.44% compared to Square, Inc. (SQ) at 0.00%. This indicates that SQY's price experiences larger fluctuations and is considered to be riskier than SQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.44%
0
SQY
SQ