YMAX vs. FSCO
YMAX (YieldMax Universe Fund of Option Income ETFs) is Derivative Income fund actively managed by YieldMax, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past year, YMAX returned 1.21% vs -24.79% for FSCO. At a 0.27 correlation, their price movements are largely independent.
Performance
YMAX vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, YMAX achieves a -0.45% return, which is significantly higher than FSCO's -19.22% return.
YMAX
- 1D
- -0.50%
- 1M
- -3.17%
- YTD
- -0.45%
- 6M
- -2.72%
- 1Y
- 1.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
YMAX vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YMAX YieldMax Universe Fund of Option Income ETFs | -0.45% | 6.04% | 26.90% |
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 34.17% |
Correlation
The correlation between YMAX and FSCO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2024 | 0.27 |
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Return for Risk
YMAX vs. FSCO — Risk / Return Rank
YMAX
FSCO
YMAX vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Universe Fund of Option Income ETFs (YMAX) and FS Credit Opportunities Corp. (FSCO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YMAX | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.84 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.70 | +0.75 |
| Martin ratioReturn relative to average drawdown | 0.11 | -1.41 | +1.52 |
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Drawdowns
YMAX vs. FSCO - Drawdown Comparison
The maximum YMAX drawdown since its inception was -26.13%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for YMAX and FSCO.
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Drawdown Indicators
| YMAX | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.13% | -35.53% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -26.13% | -35.53% | +9.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -11.74% | -29.47% | +17.73% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -8.02% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.14% | 17.59% | -6.45% |
Volatility
YMAX vs. FSCO - Volatility Comparison
YieldMax Universe Fund of Option Income ETFs (YMAX) has a higher volatility of 10.24% compared to FS Credit Opportunities Corp. (FSCO) at 5.86%. This indicates that YMAX's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YMAX | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 5.86% | +4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 19.15% | 22.49% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.11% | 27.31% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.49% | 28.22% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.49% | 28.22% | -4.73% |
Dividends
YMAX vs. FSCO - Dividend Comparison
YMAX's dividend yield for the trailing twelve months is around 75.03%, more than FSCO's 16.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% |
YMAX YieldMax Universe Fund of Option Income ETFs | 75.03% | 78.70% | 44.20% | 0.00% | 0.00% |
Frequently Asked Questions
YMAX and FSCO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YMAX has higher volatility (10.24%) compared to FSCO (5.86%). In terms of maximum drawdown, YMAX dropped -26.13% vs FSCO's -35.53%.
YMAX currently has the higher Sharpe Ratio (0.05 vs -0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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