YALL vs. BORR
YALL (God Bless America ETF) is Large Cap Blend Equities fund actively managed by Tidal, while BORR (Borr Drilling Ltd) is a stock. Over the past 3 years, YALL returned 15.42%/yr vs -21.81%/yr for BORR. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
YALL vs. BORR - Performance Comparison
Loading charts...
Returns By Period
YALL
- 1D
- -0.10%
- 1M
- -2.18%
- 6M
- -5.10%
- YTD
- -3.72%
- 1Y
- 0.47%
- 3Y*
- 15.42%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.69%
BORR
- 1D
- 1.00%
- 1M
- -10.24%
- 6M
- -13.89%
- YTD
- 0.00%
- 1Y
- 114.36%
- 3Y*
- -21.81%
- 5Y*
- 23.52%
- 10Y*
- —
- ALL TIME*
- -26.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.98M | $16.54M | $33.68M | |
| $426.58K | $379.61K | $374.40K |
YALL vs. BORR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
YALL God Bless America ETF | -3.72% | 14.36% | 29.99% | 40.74% | 8.04% |
BORR Borr Drilling Ltd | 0.00% | 4.15% | -44.49% | 48.09% | 25.19% |
Correlation
The correlation between YALL and BORR is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2022 | 0.29 |
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
YALL vs. BORR — Risk / Return Rank
YALL
BORR
YALL vs. BORR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Borr Drilling Ltd (BORR). 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.
| YALL | BORR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.37 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.12 | 6.21 | -6.34 |
Loading charts...
Drawdowns
YALL vs. BORR - Drawdown Comparison
The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum BORR drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for YALL and BORR.
Loading charts...
Drawdown Indicators
| YALL | BORR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -99.07% | +79.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -41.75% | +32.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | -80.44% | +60.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -80.90% | — |
Current DrawdownCurrent decline from peak | -8.03% | -92.05% | +84.02% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -88.83% | +85.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 15.93% | -11.77% |
Volatility
YALL vs. BORR - Volatility Comparison
The current volatility for God Bless America ETF (YALL) is 2.95%, while Borr Drilling Ltd (BORR) has a volatility of 11.89%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than BORR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| YALL | BORR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 11.89% | -8.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 37.67% | -27.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.81% | 58.80% | -44.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 72.02% | -54.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 117.73% | -100.43% |
Dividends
YALL vs. BORR - Dividend Comparison
YALL's dividend yield for the trailing twelve months is around 0.51%, while BORR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BORR Borr Drilling Ltd | 0.00% | 0.50% | 7.69% | 0.00% | 0.00% |
YALL God Bless America ETF | 0.51% | 0.49% | 0.50% | 3.51% | 0.19% |
Frequently Asked Questions
YALL and BORR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BORR has higher volatility (11.89%) compared to YALL (2.95%). In terms of maximum drawdown, YALL dropped -19.72% vs BORR's -99.07%.
BORR currently has the higher Sharpe Ratio (1.69 vs -0.04), 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.
Find the right allocation for YALL and BORR
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