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YALL vs. RCAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YALL vs. RCAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Red Cat Holdings, Inc. (RCAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


YALL

1D
-1.26%
1M
-0.74%
YTD
0.00%
6M
-1.23%
1Y
5.94%
3Y*
21.38%
5Y*
10Y*

RCAT

1D
-7.76%
1M
25.36%
YTD
73.90%
6M
82.65%
1Y
98.99%
3Y*
142.10%
5Y*
42.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YALL vs. RCAT - Yearly Performance Comparison


2026 (YTD)2025202420232022
YALL
God Bless America ETF
0.00%14.36%29.99%40.74%8.62%
RCAT
Red Cat Holdings, Inc.
73.90%-38.29%1,360.23%-6.38%-41.25%

Correlation

The correlation between YALL and RCAT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.26

The correlation between YALL and RCAT shifts across timeframes, from 0.26 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

YALL vs. RCAT — Risk / Return Rank

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

YALL
YALL Risk / Return Rank: 1616
Overall Rank
YALL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1414
Sortino Ratio Rank
YALL Omega Ratio Rank: 1414
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1818
Martin Ratio Rank

RCAT
RCAT Risk / Return Rank: 6969
Overall Rank
RCAT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
RCAT Sortino Ratio Rank: 7373
Sortino Ratio Rank
RCAT Omega Ratio Rank: 6868
Omega Ratio Rank
RCAT Calmar Ratio Rank: 7070
Calmar Ratio Rank
RCAT Martin Ratio Rank: 6767
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.

YALL vs. RCAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Red Cat Holdings, Inc. (RCAT). 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.


YALLRCATDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.08

1.22

-0.13

Calmar ratioReturn relative to maximum drawdown

0.63

1.66

-1.02

Martin ratioReturn relative to average drawdown

1.86

3.34

-1.48

YALL vs. RCAT - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.44, which is lower than the RCAT Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of YALL and RCAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


YALLRCATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.83

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

-0.06

+1.51

Drawdowns

YALL vs. RCAT - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum RCAT drawdown of -99.76%. Use the drawdown chart below to compare losses from any high point for YALL and RCAT.


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Drawdown Indicators


YALLRCATDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-99.76%

+80.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-60.08%

+50.66%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

-67.16%

+47.44%

Max Drawdown (5Y)

Largest decline over 5 years

-92.25%

Current Drawdown

Current decline from peak

-4.47%

-91.73%

+87.26%

Average Drawdown

Average peak-to-trough decline

-2.93%

-95.53%

+92.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

29.75%

-26.54%

Volatility

YALL vs. RCAT - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 3.31%, while Red Cat Holdings, Inc. (RCAT) has a volatility of 38.59%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than RCAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YALLRCATDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

38.59%

-35.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

83.20%

-73.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.74%

120.70%

-106.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

114.95%

-97.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

239.60%

-222.11%

Dividends

YALL vs. RCAT - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.49%, while RCAT has not paid dividends to shareholders.


PositionTTM2025202420232022
RCAT
Red Cat Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.49%0.49%0.50%3.51%0.19%

Frequently Asked Questions


YALL and RCAT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RCAT has higher volatility (38.59%) compared to YALL (3.31%). In terms of maximum drawdown, YALL dropped -19.72% vs RCAT's -99.76%.

RCAT currently has the higher Sharpe Ratio (0.83 vs 0.44), 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 YALL and RCAT

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