YALL vs. BORR

Last updated Apr 1, 2026

Compare and contrast key facts about God Bless America ETF (YALL) and Borr Drilling Ltd (BORR).

YALL is an actively managed fund by Tidal ETFs. It was launched on Oct 10, 2022.

Performance

YALL vs. BORR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Borr Drilling Ltd (BORR). The values are adjusted to include any dividend payments, if applicable.

YALL vs. BORR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
YALL God Bless America ETF	-3.19%	14.36%	29.99%	40.74%	8.62%
BORR Borr Drilling Ltd	43.18%	4.15%	-44.49%	48.09%	29.77%

Returns By Period

In the year-to-date period, YALL achieves a -3.19% return, which is significantly lower than BORR's 43.18% return.

YALL

• 1D: 2.10%
• 1M: -5.47%
• YTD: -3.19%
• 6M: -6.50%
• 1Y: 15.15%
• 3Y*: 21.74%
• 5Y*: —
• 10Y*: —

BORR

• 1D: -0.52%
• 1M: -5.87%
• YTD: 43.18%
• 6M: 114.50%
• 1Y: 163.47%
• 3Y*: -7.02%
• 5Y*: 23.74%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

YALL vs. BORR — Risk / Return Rank

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

YALL

YALL Risk / Return Rank: 48
YALL Sharpe Ratio Rank: 44
YALL Sortino Ratio Rank: 48
YALL Omega Ratio Rank: 45
YALL Calmar Ratio Rank: 52
YALL Martin Ratio Rank: 52

BORR

BORR Risk / Return Rank: 91
BORR Sharpe Ratio Rank: 93
BORR Sortino Ratio Rank: 89
BORR Omega Ratio Rank: 86
BORR Calmar Ratio Rank: 94
BORR Martin Ratio Rank: 92

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.

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.

	YALL	BORR	Difference
Sharpe ratio Return per unit of total volatility	0.77	2.34	-1.57
Sortino ratio Return per unit of downside risk	1.25	2.75	-1.50
Omega ratio Gain probability vs. loss probability	1.17	1.34	-0.17
Calmar ratio Return relative to maximum drawdown	1.27	5.31	-4.04
Martin ratio Return relative to average drawdown	4.85	12.91	-8.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YALL vs. BORR - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.77, which is lower than the BORR Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of YALL and BORR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	YALL	BORR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	2.34	-1.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	-0.22	+1.67

Correlation

The correlation between YALL and BORR is 0.30, 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.

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.

	TTM	2025	2024	2023	2022
YALL God Bless America ETF	0.51%	0.49%	0.50%	3.51%	0.19%
BORR Borr Drilling Ltd	0.00%	0.50%	7.69%	0.00%	0.00%

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.

Drawdown Indicators

	YALL	BORR	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-99.07%	+79.35%
Max Drawdown (1Y) Largest decline over 1 year	-12.24%	-29.69%	+17.45%
Max Drawdown (5Y) Largest decline over 5 years	—	-80.90%	—
Current Drawdown Current decline from peak	-7.52%	-88.61%	+81.09%
Average Drawdown Average peak-to-trough decline	-2.90%	-88.83%	+85.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	12.21%	-9.00%

Volatility

YALL vs. BORR - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 4.98%, while Borr Drilling Ltd (BORR) has a volatility of 18.59%. 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.

Volatility by Period

	YALL	BORR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	18.59%	-13.61%
Volatility (6M) Calculated over the trailing 6-month period	10.78%	41.62%	-30.84%
Volatility (1Y) Calculated over the trailing 1-year period	19.66%	70.25%	-50.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.71%	72.21%	-54.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.71%	120.10%	-102.39%