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

Key characteristics


YMAGVOO
Daily Std Dev19.30%12.23%
Max Drawdown-14.27%-33.99%
Current Drawdown-0.15%-0.30%

Correlation

-0.50.00.51.00.8

The correlation between YMAG and VOO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

YMAG vs. VOO - 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
18.74%
14.84%
YMAG
VOO

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. VOO - Expense Ratio Comparison

YMAG has a 1.28% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

YMAG vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market-2.000.002.004.006.008.0010.0012.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.43, compared to the broader market0.005.0010.0015.004.43
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.25

YMAG vs. VOO - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

YMAG vs. VOO - Dividend Comparison

YMAG's dividend yield for the trailing twelve months is around 28.32%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
28.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

YMAG vs. VOO - Drawdown Comparison

The maximum YMAG drawdown since its inception was -14.27%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for YMAG and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.15%
-0.30%
YMAG
VOO

Volatility

YMAG vs. VOO - Volatility Comparison

YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a higher volatility of 5.66% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that YMAG's price experiences larger fluctuations and is considered to be riskier than VOO 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
5.66%
3.89%
YMAG
VOO