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

Key characteristics


YMAGAPLY
Daily Std Dev19.38%16.88%
Max Drawdown-14.27%-15.85%
Current Drawdown0.00%-2.34%

Correlation

-0.50.00.51.00.4

The correlation between YMAG and APLY is 0.45, 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.

Performance

YMAG vs. APLY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.30%
15.37%
YMAG
APLY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YMAG vs. APLY - Expense Ratio Comparison

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


YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
Expense ratio chart for YMAG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for APLY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

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.


YMAG
Sharpe ratio
No data
APLY
Sharpe ratio
The chart of Sharpe ratio for APLY, currently valued at 1.00, compared to the broader market-2.000.002.004.001.00
Sortino ratio
The chart of Sortino ratio for APLY, currently valued at 1.43, compared to the broader market0.005.0010.001.43
Omega ratio
The chart of Omega ratio for APLY, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for APLY, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.19
Martin ratio
The chart of Martin ratio for APLY, currently valued at 3.38, compared to the broader market0.0020.0040.0060.0080.00100.003.38

YMAG vs. APLY - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YMAG vs. APLY - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 28.52%, more than APLY's 23.96% yield.


TTM2023
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
28.52%0.00%
APLY
YieldMax AAPL Option Income Strategy ETF
23.96%14.36%

Drawdowns

YMAG vs. APLY - Drawdown Comparison

The maximum YMAG drawdown since its inception was -14.27%, smaller than the maximum APLY drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for YMAG and APLY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-2.34%
YMAG
APLY

Volatility

YMAG vs. APLY - Volatility Comparison

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 5.73% compared to YieldMax AAPL Option Income Strategy ETF (APLY) at 4.31%. This indicates that YMAG's price experiences larger fluctuations and is considered to be riskier than APLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.73%
4.31%
YMAG
APLY