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YMAG vs. APLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YMAG and APLY is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

YMAG vs. APLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and YieldMax AAPL Option Income Strategy ETF (APLY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
18.15%
3.00%
YMAG
APLY

Key characteristics

Sharpe Ratio

YMAG:

0.49

APLY:

0.40

Sortino Ratio

YMAG:

0.82

APLY:

0.74

Omega Ratio

YMAG:

1.11

APLY:

1.11

Calmar Ratio

YMAG:

0.48

APLY:

0.35

Martin Ratio

YMAG:

1.47

APLY:

1.38

Ulcer Index

YMAG:

8.47%

APLY:

7.91%

Daily Std Dev

YMAG:

25.37%

APLY:

27.28%

Max Drawdown

YMAG:

-25.95%

APLY:

-31.09%

Current Drawdown

YMAG:

-16.89%

APLY:

-17.36%

Returns By Period

In the year-to-date period, YMAG achieves a -13.16% return, which is significantly higher than APLY's -15.26% return.


YMAG

YTD

-13.16%

1M

-2.56%

6M

-5.68%

1Y

12.89%

5Y*

N/A

10Y*

N/A

APLY

YTD

-15.26%

1M

-4.14%

6M

-9.90%

1Y

9.65%

5Y*

N/A

10Y*

N/A

*Annualized

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YMAG vs. APLY - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than APLY's 0.99% expense ratio.


Expense ratio chart for YMAG: current value is 1.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YMAG: 1.28%
Expense ratio chart for APLY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
APLY: 0.99%

Risk-Adjusted Performance

YMAG vs. APLY — Risk-Adjusted Performance Rank

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

YMAG
The Risk-Adjusted Performance Rank of YMAG is 5555
Overall Rank
The Sharpe Ratio Rank of YMAG is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of YMAG is 5656
Sortino Ratio Rank
The Omega Ratio Rank of YMAG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of YMAG is 5959
Calmar Ratio Rank
The Martin Ratio Rank of YMAG is 4949
Martin Ratio Rank

APLY
The Risk-Adjusted Performance Rank of APLY is 5050
Overall Rank
The Sharpe Ratio Rank of APLY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of APLY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of APLY is 5555
Omega Ratio Rank
The Calmar Ratio Rank of APLY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of APLY is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YMAG vs. APLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and YieldMax AAPL Option Income Strategy ETF (APLY). 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.


The chart of Sharpe ratio for YMAG, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.00
YMAG: 0.49
APLY: 0.40
The chart of Sortino ratio for YMAG, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
YMAG: 0.82
APLY: 0.74
The chart of Omega ratio for YMAG, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
YMAG: 1.11
APLY: 1.11
The chart of Calmar ratio for YMAG, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.00
YMAG: 0.48
APLY: 0.35
The chart of Martin ratio for YMAG, currently valued at 1.47, compared to the broader market0.0020.0040.0060.00
YMAG: 1.47
APLY: 1.38

The current YMAG Sharpe Ratio is 0.49, which is comparable to the APLY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of YMAG and APLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.49
0.40
YMAG
APLY

Dividends

YMAG vs. APLY - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 49.94%, more than APLY's 30.30% yield.


Drawdowns

YMAG vs. APLY - Drawdown Comparison

The maximum YMAG drawdown since its inception was -25.95%, smaller than the maximum APLY drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for YMAG and APLY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.89%
-17.36%
YMAG
APLY

Volatility

YMAG vs. APLY - Volatility Comparison

The current volatility for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) is 15.81%, while YieldMax AAPL Option Income Strategy ETF (APLY) has a volatility of 20.06%. This indicates that YMAG experiences smaller price fluctuations and is considered to be less risky than APLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.81%
20.06%
YMAG
APLY