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TPRY vs. GOOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPRY vs. GOOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF (TPRY) and YieldMax GOOGL Option Income Strategy ETF (GOOY). The values are adjusted to include any dividend payments, if applicable.

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TPRY vs. GOOY - Yearly Performance Comparison


Returns By Period


TPRY

1D
3.60%
1M
-6.34%
YTD
6M
1Y
3Y*
5Y*
10Y*

GOOY

1D
4.10%
1M
-5.70%
YTD
-5.06%
6M
16.08%
1Y
70.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPRY vs. GOOY - Expense Ratio Comparison

TPRY has a 0.95% expense ratio, which is lower than GOOY's 0.99% expense ratio.


Return for Risk

TPRY vs. GOOY — Risk / Return Rank

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

TPRY

GOOY
GOOY Risk / Return Rank: 9797
Overall Rank
GOOY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9696
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9696
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9696
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.

TPRY vs. GOOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF (TPRY) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TPRY vs. GOOY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TPRYGOOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-2.22

0.83

-3.05

Correlation

The correlation between TPRY and GOOY is 0.68, 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.


Dividends

TPRY vs. GOOY - Dividend Comparison

TPRY's dividend yield for the trailing twelve months is around 1.25%, less than GOOY's 49.24% yield.


Drawdowns

TPRY vs. GOOY - Drawdown Comparison

The maximum TPRY drawdown since its inception was -10.85%, smaller than the maximum GOOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for TPRY and GOOY.


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Drawdown Indicators


TPRYGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-10.85%

-24.40%

+13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

Current Drawdown

Current decline from peak

-7.64%

-12.57%

+4.93%

Average Drawdown

Average peak-to-trough decline

-5.79%

-6.49%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

Volatility

TPRY vs. GOOY - Volatility Comparison


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Volatility by Period


TPRYGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

Volatility (6M)

Calculated over the trailing 6-month period

16.10%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

24.59%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.75%

22.86%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.75%

22.86%

+3.89%