PortfoliosLab logoPortfoliosLab logo
YMAG.L vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

YMAG.L vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, YMAG.L achieves a 5.78% return, which is significantly lower than ^NDX's 14.68% return.


YMAG.L

1D
-1.10%
1M
4.32%
YTD
5.78%
6M
3.07%
1Y
13.58%
3Y*
5Y*
10Y*

^NDX

1D
-4.77%
1M
1.25%
YTD
14.68%
6M
12.71%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YMAG.L vs. ^NDX - Yearly Performance Comparison


2026 (YTD)2025
YMAG.L
YieldMax Big Tech Option Income UCITS ETF
5.78%7.24%
^NDX
NASDAQ 100 Index
14.68%16.03%

Correlation

The correlation between YMAG.L and ^NDX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.60

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

YMAG.L vs. ^NDX — Risk / Return Rank

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

YMAG.L
YMAG.L Risk / Return Rank: 2020
Overall Rank
YMAG.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
YMAG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
YMAG.L Omega Ratio Rank: 2222
Omega Ratio Rank
YMAG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
YMAG.L Martin Ratio Rank: 1717
Martin Ratio Rank

^NDX
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.

YMAG.L vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YMAG.L) and NASDAQ 100 Index (^NDX). 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.


YMAG.L^NDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.65

Martin ratioReturn relative to average drawdown

1.55

YMAG.L vs. ^NDX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


YMAG.L^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.99

-1.05

Drawdowns

YMAG.L vs. ^NDX - Drawdown Comparison

The maximum YMAG.L drawdown since its inception was -21.32%, which is greater than ^NDX's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for YMAG.L and ^NDX.


Loading charts...

Drawdown Indicators


YMAG.L^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-21.32%

-12.12%

-9.20%

Max Drawdown (1Y)

Largest decline over 1 year

-21.32%

Current Drawdown

Current decline from peak

-2.98%

-5.55%

+2.57%

Average Drawdown

Average peak-to-trough decline

-6.03%

-2.12%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.94%

Volatility

YMAG.L vs. ^NDX - Volatility Comparison


Loading charts...

Volatility by Period


YMAG.L^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.26%

16.84%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

16.84%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

16.84%

+4.92%

Frequently Asked Questions


YMAG.L and ^NDX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for YMAG.L and ^NDX

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