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XOMO vs. YMAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XOMO and YMAG is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

XOMO vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
2.19%
18.15%
XOMO
YMAG

Key characteristics

Sharpe Ratio

XOMO:

-0.39

YMAG:

0.49

Sortino Ratio

XOMO:

-0.39

YMAG:

0.82

Omega Ratio

XOMO:

0.95

YMAG:

1.11

Calmar Ratio

XOMO:

-0.41

YMAG:

0.48

Martin Ratio

XOMO:

-1.09

YMAG:

1.47

Ulcer Index

XOMO:

7.18%

YMAG:

8.47%

Daily Std Dev

XOMO:

19.99%

YMAG:

25.37%

Max Drawdown

XOMO:

-18.89%

YMAG:

-25.95%

Current Drawdown

XOMO:

-12.87%

YMAG:

-16.89%

Returns By Period

In the year-to-date period, XOMO achieves a -1.81% return, which is significantly higher than YMAG's -13.16% return.


XOMO

YTD

-1.81%

1M

-8.17%

6M

-9.48%

1Y

-7.79%

5Y*

N/A

10Y*

N/A

YMAG

YTD

-13.16%

1M

-2.56%

6M

-5.68%

1Y

12.89%

5Y*

N/A

10Y*

N/A

*Annualized

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XOMO vs. YMAG - Expense Ratio Comparison

XOMO has a 1.01% expense ratio, which is lower than YMAG's 1.28% expense ratio.


Expense ratio chart for YMAG: current value is 1.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YMAG: 1.28%
Expense ratio chart for XOMO: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XOMO: 1.01%

Risk-Adjusted Performance

XOMO vs. YMAG — Risk-Adjusted Performance Rank

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

XOMO
The Risk-Adjusted Performance Rank of XOMO is 55
Overall Rank
The Sharpe Ratio Rank of XOMO is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 66
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 66
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 33
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 55
Martin Ratio Rank

YMAG
The Risk-Adjusted Performance Rank of YMAG is 5555
Overall Rank
The Sharpe Ratio Rank of YMAG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAG is 5656
Sortino Ratio Rank
The Omega Ratio Rank of YMAG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of YMAG is 5959
Calmar Ratio Rank
The Martin Ratio Rank of YMAG is 4949
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.

XOMO vs. YMAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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 XOMO, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
XOMO: -0.39
YMAG: 0.49
The chart of Sortino ratio for XOMO, currently valued at -0.39, compared to the broader market-2.000.002.004.006.008.00
XOMO: -0.39
YMAG: 0.82
The chart of Omega ratio for XOMO, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
XOMO: 0.95
YMAG: 1.11
The chart of Calmar ratio for XOMO, currently valued at -0.41, compared to the broader market0.002.004.006.008.0010.0012.00
XOMO: -0.41
YMAG: 0.48
The chart of Martin ratio for XOMO, currently valued at -1.08, compared to the broader market0.0020.0040.0060.00
XOMO: -1.09
YMAG: 1.47

The current XOMO Sharpe Ratio is -0.39, which is lower than the YMAG Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of XOMO and YMAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-0.39
0.49
XOMO
YMAG

Dividends

XOMO vs. YMAG - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 31.34%, less than YMAG's 49.94% yield.


Drawdowns

XOMO vs. YMAG - Drawdown Comparison

The maximum XOMO drawdown since its inception was -18.89%, smaller than the maximum YMAG drawdown of -25.95%. Use the drawdown chart below to compare losses from any high point for XOMO and YMAG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.87%
-16.89%
XOMO
YMAG

Volatility

XOMO vs. YMAG - Volatility Comparison

The current volatility for YieldMax XOM Option Income Strategy ETF (XOMO) is 13.10%, while YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a volatility of 15.81%. This indicates that XOMO experiences smaller price fluctuations and is considered to be less risky than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.10%
15.81%
XOMO
YMAG