USA vs. GOOY
USA (Liberty All-Star Equity Fund) is a stock, while GOOY (YieldMax GOOGL Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, USA returned -2.54% vs 73.25% for GOOY. At a 0.41 correlation, their price movements are largely independent.
Performance
USA vs. GOOY - Performance Comparison
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Returns By Period
In the year-to-date period, USA achieves a 0.39% return, which is significantly lower than GOOY's 11.93% return.
USA
- 1D
- -0.34%
- 1M
- 2.57%
- 6M
- -1.18%
- YTD
- 0.39%
- 1Y
- -2.54%
- 3Y*
- 6.35%
- 5Y*
- 2.01%
- 10Y*
- 12.15%
GOOY
- 1D
- -3.54%
- 1M
- -4.41%
- 6M
- 6.61%
- YTD
- 11.93%
- 1Y
- 73.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USA vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 0.39% | 0.09% | 20.81% | -1.86% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 11.93% | 53.95% | 12.58% | -3.35% |
Correlation
The correlation between USA and GOOY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2023 | 0.41 |
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Return for Risk
USA vs. GOOY — Risk / Return Rank
USA
GOOY
USA vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) 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.
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.
| USA | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -4.27 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.52 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 4.56 | -4.74 |
| Martin ratioReturn relative to average drawdown | -0.44 | 14.24 | -14.69 |
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Drawdowns
USA vs. GOOY - Drawdown Comparison
The maximum USA drawdown since its inception was -69.15%, which is greater than GOOY's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for USA and GOOY.
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Drawdown Indicators
| USA | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.15% | -24.40% | -44.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -16.15% | +1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -17.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.07% | — | — |
Current DrawdownCurrent decline from peak | -5.00% | -9.97% | +4.97% |
Average DrawdownAverage peak-to-trough decline | -11.51% | -6.35% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 5.16% | +0.59% |
Volatility
USA vs. GOOY - Volatility Comparison
The current volatility for Liberty All-Star Equity Fund (USA) is 3.90%, while YieldMax GOOGL Option Income Strategy ETF (GOOY) has a volatility of 8.88%. This indicates that USA experiences smaller price fluctuations and is considered to be less risky than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USA | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 8.88% | -4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 18.78% | -7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 24.35% | -10.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 23.52% | -3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 23.52% | -0.97% |
Dividends
USA vs. GOOY - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 14.66%, less than GOOY's 52.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 52.76% | 41.50% | 36.74% | 7.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USA Liberty All-Star Equity Fund | 14.66% | 10.67% | 10.22% | 9.56% | 12.11% | 9.67% | 9.13% | 9.75% | 12.64% | 8.89% | 9.30% | 9.53% |
Frequently Asked Questions
USA and GOOY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOY has higher volatility (8.88%) compared to USA (3.90%). In terms of maximum drawdown, USA dropped -69.15% vs GOOY's -24.40%.
GOOY currently has the higher Sharpe Ratio (3.02 vs -0.18), 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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