YGOG.NEO vs. YAVG.NEO
YGOG.NEO (Alphabet (GOOGL) Yield Shares Purpose ETF) and YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past year, YGOG.NEO returned 119.67% vs 133.32% for YAVG.NEO. At a 0.37 correlation, their price movements are largely independent.
Performance
YGOG.NEO vs. YAVG.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, YGOG.NEO achieves a 10.76% return, which is significantly lower than YAVG.NEO's 59.96% return.
YGOG.NEO
- 1D
- -0.97%
- 1M
- -7.79%
- YTD
- 10.76%
- 6M
- 8.82%
- 1Y
- 119.67%
- 3Y*
- 45.35%
- 5Y*
- —
- 10Y*
- —
YAVG.NEO
- 1D
- -0.50%
- 1M
- 16.03%
- YTD
- 59.96%
- 6M
- 46.17%
- 1Y
- 133.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGOG.NEO vs. YAVG.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 10.76% | 72.95% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 59.96% | 57.91% |
Correlation
The correlation between YGOG.NEO and YAVG.NEO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.37 |
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Return for Risk
YGOG.NEO vs. YAVG.NEO — Risk / Return Rank
YGOG.NEO
YAVG.NEO
YGOG.NEO vs. YAVG.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.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.
| YGOG.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.77 | 2.81 | +0.96 |
Sortino ratioReturn per unit of downside risk | 4.77 | 3.62 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.50 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 5.52 | 5.18 | +0.34 |
Martin ratioReturn relative to average drawdown | 20.61 | 15.35 | +5.26 |
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
| YGOG.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 2.81 | +0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.62 | 2.03 | -0.42 |
Drawdowns
YGOG.NEO vs. YAVG.NEO - Drawdown Comparison
The maximum YGOG.NEO drawdown since its inception was -33.45%, smaller than the maximum YAVG.NEO drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for YGOG.NEO and YAVG.NEO.
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Drawdown Indicators
| YGOG.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.45% | -39.57% | +6.12% |
Max Drawdown (1Y)Largest decline over 1 year | -21.82% | -25.90% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -33.45% | — | — |
Current DrawdownCurrent decline from peak | -11.86% | -0.50% | -11.36% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -8.26% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.83% | 8.72% | -2.89% |
Volatility
YGOG.NEO vs. YAVG.NEO - Volatility Comparison
Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) and Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) have volatilities of 11.10% and 11.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YGOG.NEO | YAVG.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.10% | 11.15% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 22.75% | 37.61% | -14.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.02% | 47.84% | -15.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.94% | 52.43% | -19.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.94% | 52.43% | -19.49% |
Dividends
YGOG.NEO vs. YAVG.NEO - Dividend Comparison
YGOG.NEO's dividend yield for the trailing twelve months is around 8.15%, less than YAVG.NEO's 21.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 21.76% | 8.90% | 0.00% | 0.00% | 0.00% |
YGOG.NEO Alphabet (GOOGL) Yield Shares Purpose ETF | 8.15% | 5.84% | 14.19% | 7.22% | 0.91% |
Frequently Asked Questions
YGOG.NEO and YAVG.NEO have a correlation of 0.34, 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 and Purpose Investments.
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