PortfoliosLab logoPortfoliosLab logo
XYZ vs. XYZY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYZ vs. XYZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Block, Inc (XYZ) and YieldMax XYZ Option Income Strategy ETF (XYZY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XYZ achieves a 11.18% return, which is significantly higher than XYZY's 1.01% return.


XYZ

1D
-0.96%
1M
6.30%
YTD
11.18%
6M
11.44%
1Y
13.75%
3Y*
4.81%
5Y*
-21.59%
10Y*
23.50%

XYZY

1D
-0.39%
1M
2.53%
YTD
1.01%
6M
1.68%
1Y
0.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYZ vs. XYZY - Yearly Performance Comparison


2026 (YTD)202520242023
XYZ
Block, Inc
11.18%-23.41%9.88%68.15%
XYZY
YieldMax XYZ Option Income Strategy ETF
1.01%-29.43%21.72%44.46%

Correlation

The correlation between XYZ and XYZY is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2023

0.97

The correlation between XYZ and XYZY has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

XYZ vs. XYZY — Risk / Return Rank

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

XYZ
XYZ Risk / Return Rank: 5151
Overall Rank
XYZ Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 5050
Sortino Ratio Rank
XYZ Omega Ratio Rank: 4949
Omega Ratio Rank
XYZ Calmar Ratio Rank: 5151
Calmar Ratio Rank
XYZ Martin Ratio Rank: 5252
Martin Ratio Rank

XYZY
XYZY Risk / Return Rank: 99
Overall Rank
XYZY Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XYZY Sortino Ratio Rank: 1010
Sortino Ratio Rank
XYZY Omega Ratio Rank: 1010
Omega Ratio Rank
XYZY Calmar Ratio Rank: 99
Calmar Ratio Rank
XYZY Martin Ratio Rank: 99
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.

XYZ vs. XYZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) and YieldMax XYZ Option Income Strategy ETF (XYZY). 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.


XYZXYZYDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.09

1.04

+0.05

Calmar ratioReturn relative to maximum drawdown

0.35

0.01

+0.34

Martin ratioReturn relative to average drawdown

0.80

0.03

+0.77

XYZ vs. XYZY - Sharpe Ratio Comparison

The current XYZ Sharpe Ratio is 0.29, which is higher than the XYZY Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of XYZ and XYZY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XYZ vs. XYZY - Drawdown Comparison

The maximum XYZ drawdown since its inception was -86.08%, which is greater than XYZY's maximum drawdown of -52.30%. Use the drawdown chart below to compare losses from any high point for XYZ and XYZY.


Loading charts...

Drawdown Indicators


XYZXYZYDifference

Max Drawdown

Largest peak-to-trough decline

-86.08%

-52.30%

-33.78%

Max Drawdown (1Y)

Largest decline over 1 year

-39.48%

-37.72%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-52.96%

Max Drawdown (5Y)

Largest decline over 5 years

-86.08%

Max Drawdown (10Y)

Largest decline over 10 years

-86.08%

Current Drawdown

Current decline from peak

-74.32%

-36.57%

-37.75%

Average Drawdown

Average peak-to-trough decline

-41.12%

-22.09%

-19.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.20%

17.67%

-0.47%

Volatility

XYZ vs. XYZY - Volatility Comparison

Block, Inc (XYZ) has a higher volatility of 14.11% compared to YieldMax XYZ Option Income Strategy ETF (XYZY) at 10.85%. This indicates that XYZ's price experiences larger fluctuations and is considered to be riskier than XYZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XYZXYZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.11%

10.85%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

36.29%

30.83%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

47.13%

39.33%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.05%

42.04%

+18.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.72%

42.04%

+14.68%

Dividends

XYZ vs. XYZY - Dividend Comparison

XYZ has not paid dividends to shareholders, while XYZY's dividend yield for the trailing twelve months is around 96.97%.


PositionTTM202520242023
XYZ
Block, Inc
0.00%0.00%0.00%0.00%
XYZY
YieldMax XYZ Option Income Strategy ETF
96.97%95.35%62.54%9.85%

Frequently Asked Questions


With a correlation of 0.97, XYZ and XYZY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XYZ has higher volatility (14.11%) compared to XYZY (10.85%). In terms of maximum drawdown, XYZ dropped -86.08% vs XYZY's -52.30%.

XYZ currently has the higher Sharpe Ratio (0.29 vs 0.01), 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

Find the right allocation for XYZ and XYZY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer