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

Key characteristics


YMAGGAIN
Daily Std Dev19.38%18.61%
Max Drawdown-14.27%-80.87%
Current Drawdown0.00%-5.30%

Correlation

-0.50.00.51.00.2

The correlation between YMAG and GAIN is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

YMAG vs. GAIN - Performance Comparison

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


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.30%
2.18%
YMAG
GAIN

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

YMAG vs. GAIN - 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 Gladstone Investment Corporation (GAIN). 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
GAIN
Sharpe ratio
The chart of Sharpe ratio for GAIN, currently valued at 0.51, compared to the broader market-2.000.002.004.000.51
Sortino ratio
The chart of Sortino ratio for GAIN, currently valued at 0.81, compared to the broader market0.005.0010.000.81
Omega ratio
The chart of Omega ratio for GAIN, currently valued at 1.10, compared to the broader market1.001.502.002.503.001.10
Calmar ratio
The chart of Calmar ratio for GAIN, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.74
Martin ratio
The chart of Martin ratio for GAIN, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.00100.001.87

YMAG vs. GAIN - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YMAG vs. GAIN - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 28.52%, more than GAIN's 18.97% yield.


TTM20232022202120202019201820172016201520142013
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
28.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAIN
Gladstone Investment Corporation
18.97%17.24%9.88%6.06%9.22%7.74%9.88%7.94%8.87%9.68%11.00%8.44%

Drawdowns

YMAG vs. GAIN - Drawdown Comparison

The maximum YMAG drawdown since its inception was -14.27%, smaller than the maximum GAIN drawdown of -80.87%. Use the drawdown chart below to compare losses from any high point for YMAG and GAIN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-5.30%
YMAG
GAIN

Volatility

YMAG vs. GAIN - Volatility Comparison

The current volatility for YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) is 5.73%, while Gladstone Investment Corporation (GAIN) has a volatility of 6.24%. This indicates that YMAG experiences smaller price fluctuations and is considered to be less risky than GAIN 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%
6.24%
YMAG
GAIN