YMAG vs. APLY

In the year-to-date period, YMAG achieves a -5.16% return, which is significantly higher than APLY's -14.10% return.

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

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 current YMAG Sharpe Ratio is 0.65, which is higher than the APLY Sharpe Ratio of 0.16. 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.

YMAG's dividend yield for the trailing twelve months is around 47.68%, more than APLY's 33.72% yield.

The maximum YMAG drawdown since its inception was -25.96%, 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.

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) and YieldMax AAPL Option Income Strategy ETF (APLY) have volatilities of 8.30% and 8.23%, 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.