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ULTY vs. CVS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULTY vs. CVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Ultra Option Income Strategy ETF (ULTY) and CVS Health Corporation (CVS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ULTY achieves a 8.80% return, which is significantly lower than CVS's 30.67% return.


ULTY

1D
1.04%
1M
-0.81%
YTD
8.80%
6M
8.04%
1Y
3.61%
3Y*
5Y*
10Y*

CVS

1D
1.47%
1M
3.92%
YTD
30.67%
6M
30.57%
1Y
59.29%
3Y*
16.60%
5Y*
7.08%
10Y*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULTY vs. CVS - Yearly Performance Comparison


2026 (YTD)20252024
ULTY
YieldMax Ultra Option Income Strategy ETF
8.80%-0.84%-4.73%
CVS
CVS Health Corporation
30.67%84.35%-38.36%

Correlation

The correlation between ULTY and CVS is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2024

0.08

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Return for Risk

ULTY vs. CVS — Risk / Return Rank

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

ULTY
ULTY Risk / Return Rank: 1212
Overall Rank
ULTY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ULTY Sortino Ratio Rank: 1212
Sortino Ratio Rank
ULTY Omega Ratio Rank: 1212
Omega Ratio Rank
ULTY Calmar Ratio Rank: 1111
Calmar Ratio Rank
ULTY Martin Ratio Rank: 1111
Martin Ratio Rank

CVS
CVS Risk / Return Rank: 8686
Overall Rank
CVS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CVS Sortino Ratio Rank: 8282
Sortino Ratio Rank
CVS Omega Ratio Rank: 8787
Omega Ratio Rank
CVS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CVS Martin Ratio Rank: 8787
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.

ULTY vs. CVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Ultra Option Income Strategy ETF (ULTY) and CVS Health Corporation (CVS). 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.


ULTYCVSDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.05

1.35

-0.31

Calmar ratioReturn relative to maximum drawdown

0.15

3.62

-3.47

Martin ratioReturn relative to average drawdown

0.29

9.33

-9.04

ULTY vs. CVS - Sharpe Ratio Comparison

The current ULTY Sharpe Ratio is 0.17, which is lower than the CVS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ULTY and CVS, 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

ULTY vs. CVS - Drawdown Comparison

The maximum ULTY drawdown since its inception was -26.85%, smaller than the maximum CVS drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for ULTY and CVS.


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Drawdown Indicators


ULTYCVSDifference

Max Drawdown

Largest peak-to-trough decline

-26.85%

-64.07%

+37.22%

Max Drawdown (1Y)

Largest decline over 1 year

-24.16%

-16.44%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

Max Drawdown (5Y)

Largest decline over 5 years

-56.79%

Max Drawdown (10Y)

Largest decline over 10 years

-56.79%

Current Drawdown

Current decline from peak

-10.79%

0.00%

-10.79%

Average Drawdown

Average peak-to-trough decline

-9.90%

-19.54%

+9.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.47%

6.38%

+6.09%

Volatility

ULTY vs. CVS - Volatility Comparison

YieldMax Ultra Option Income Strategy ETF (ULTY) has a higher volatility of 8.04% compared to CVS Health Corporation (CVS) at 7.50%. This indicates that ULTY's price experiences larger fluctuations and is considered to be riskier than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULTYCVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

7.50%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.40%

25.88%

-9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

31.05%

-9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.32%

29.98%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.32%

29.30%

-1.98%

Dividends

ULTY vs. CVS - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 113.38%, more than CVS's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CVS
CVS Health Corporation
2.61%3.35%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%
ULTY
YieldMax Ultra Option Income Strategy ETF
113.38%142.99%111.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ULTY and CVS have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ULTY has higher volatility (8.04%) compared to CVS (7.50%). In terms of maximum drawdown, ULTY dropped -26.85% vs CVS's -64.07%.

CVS currently has the higher Sharpe Ratio (1.92 vs 0.17), 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

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