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

Correlation

The correlation between XOMO and YMAG is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

Loading data...

Key characteristics

Daily Std Dev

XOMO:

10.06%

YMAG:

25.25%

Max Drawdown

XOMO:

0.00%

YMAG:

-25.96%

Current Drawdown

XOMO:

0.00%

YMAG:

-13.54%

Returns By Period


XOMO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

YMAG

YTD

-9.66%

1M

7.17%

6M

-6.57%

1Y

11.46%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XOMO vs. YMAG - Expense Ratio Comparison

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


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 99
Overall Rank
The Sharpe Ratio Rank of XOMO is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of XOMO is 1010
Sortino Ratio Rank
The Omega Ratio Rank of XOMO is 1010
Omega Ratio Rank
The Calmar Ratio Rank of XOMO is 77
Calmar Ratio Rank
The Martin Ratio Rank of XOMO is 99
Martin Ratio Rank

YMAG
The Risk-Adjusted Performance Rank of YMAG is 5858
Overall Rank
The Sharpe Ratio Rank of YMAG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of YMAG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of YMAG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of YMAG is 5353
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.



Loading data...

Dividends

XOMO vs. YMAG - Dividend Comparison

XOMO's dividend yield for the trailing twelve months is around 28.83%, less than YMAG's 50.06% yield.


Drawdowns

XOMO vs. YMAG - Drawdown Comparison

The maximum XOMO drawdown since its inception was 0.00%, smaller than the maximum YMAG drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for XOMO and YMAG. For additional features, visit the drawdowns tool.


Loading data...

Volatility

XOMO vs. YMAG - Volatility Comparison


Loading data...