YCST.NEO vs. YAVG.NEO
YCST.NEO (Costco (COST) Yield Shares Purpose ETF) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds from Purpose Investments. Both are actively managed. Over the past year, YCST.NEO returned -7.85% vs 133.32% for YAVG.NEO. At a correlation of -0.06, they often move in opposite directions.
Performance
YCST.NEO vs. YAVG.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, YCST.NEO achieves a 12.72% return, which is significantly lower than YAVG.NEO's 59.96% return.
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YCST.NEO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -16.43% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 57.91% |
Correlation
The correlation between YCST.NEO and YAVG.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 Feb 21, 2025 | -0.06 |
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Return for Risk
YCST.NEO vs. YAVG.NEO — Risk / Return Rank
YCST.NEO
YAVG.NEO
YCST.NEO vs. YAVG.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costco (COST) Yield Shares Purpose ETF (YCST.NEO) and Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.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.
| YCST.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.03 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.50 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 5.18 | -5.58 |
| Martin ratioReturn relative to average drawdown | -0.81 | 15.35 | -16.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YCST.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.81 | -3.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.18 | 2.03 | -2.22 |
Drawdowns
YCST.NEO vs. YAVG.NEO - Drawdown Comparison
The maximum YCST.NEO drawdown since its inception was -19.70%, smaller than the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for YCST.NEO and YAVG.NEO.
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Drawdown Indicators
| YCST.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -39.57% | +19.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.54% | -25.90% | +6.36% |
Current DrawdownCurrent decline from peak | -12.62% | -0.50% | -12.12% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -8.26% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.91% | 8.72% | +1.19% |
Volatility
YCST.NEO vs. YAVG.NEO - Volatility Comparison
The current volatility for Costco (COST) Yield Shares Purpose ETF (YCST.NEO) is 10.33%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 11.15%. This indicates that YCST.NEO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YCST.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 11.15% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 37.61% | -20.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 47.84% | -27.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 52.43% | -27.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.22% | 52.43% | -27.21% |
Dividends
YCST.NEO vs. YAVG.NEO - Dividend Comparison
YCST.NEO's dividend yield for the trailing twelve months is around 14.01%, less than YAVG.NEO's 21.76% yield.
| Position | TTM | 2025 |
|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% |
Frequently Asked Questions
YCST.NEO and YAVG.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.
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