YAVG.NEO vs. SDAY.NEO
YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) and SDAY.NEO (Hamilton Enhanced U.S. Equity DayMAX™ ETF) are both Derivative Income funds. Both are actively managed. Over the past year, YAVG.NEO returned 60.30% vs 20.01% for SDAY.NEO. At a correlation of -0.09, they often move in opposite directions.
Performance
YAVG.NEO vs. SDAY.NEO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, YAVG.NEO achieves a 26.00% return, which is significantly higher than SDAY.NEO's 15.24% return.
YAVG.NEO
- 1D
- -0.71%
- 1M
- -0.76%
- 6M
- 22.86%
- YTD
- 26.00%
- 1Y
- 60.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDAY.NEO
- 1D
- -1.13%
- 1M
- 2.43%
- 6M
- 7.41%
- YTD
- 15.24%
- 1Y
- 20.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAVG.NEO vs. SDAY.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 26.00% | 34.66% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 15.24% | 4.49% |
Correlation
The correlation between YAVG.NEO and SDAY.NEO is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | -0.09 |
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
YAVG.NEO vs. SDAY.NEO — Risk / Return Rank
YAVG.NEO
SDAY.NEO
YAVG.NEO vs. SDAY.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) and Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO). 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.
| YAVG.NEO | SDAY.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.62 | -0.26 |
| Martin ratioReturn relative to average drawdown | 5.60 | 8.36 | -2.77 |
Loading charts...
Drawdowns
YAVG.NEO vs. SDAY.NEO - Drawdown Comparison
The maximum YAVG.NEO drawdown since its inception was -40.03%, which is greater than SDAY.NEO's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for YAVG.NEO and SDAY.NEO.
Loading charts...
Drawdown Indicators
| YAVG.NEO | SDAY.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.03% | -7.75% | -32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -25.90% | -7.75% | -18.15% |
Current DrawdownCurrent decline from peak | -21.62% | -3.60% | -18.02% |
Average DrawdownAverage peak-to-trough decline | -9.20% | -1.74% | -7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.84% | 2.41% | +8.43% |
Volatility
YAVG.NEO vs. SDAY.NEO - Volatility Comparison
Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a higher volatility of 16.15% compared to Hamilton Enhanced U.S. Equity DayMAX™ ETF (SDAY.NEO) at 5.16%. This indicates that YAVG.NEO's price experiences larger fluctuations and is considered to be riskier than SDAY.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| YAVG.NEO | SDAY.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.15% | 5.16% | +10.99% |
Volatility (6M)Calculated over the trailing 6-month period | 43.66% | 9.71% | +33.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.35% | 12.19% | +43.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.63% | 12.17% | +43.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.63% | 12.17% | +43.46% |
Dividends
YAVG.NEO vs. SDAY.NEO - Dividend Comparison
YAVG.NEO's dividend yield for the trailing twelve months is around 29.26%, more than SDAY.NEO's 18.07% yield.
| Position | TTM | 2025 |
|---|---|---|
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 18.07% | 8.62% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 29.26% | 8.90% |
Frequently Asked Questions
YAVG.NEO and SDAY.NEO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Purpose Investments and Hamilton Capital.
Find the right allocation for YAVG.NEO and SDAY.NEO
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