YMAX vs. NVDA

In the year-to-date period, YMAX achieves a -0.71% return, which is significantly higher than NVDA's -1.08% return.

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This table presents a comparison of risk-adjusted performance metrics for YieldMax Universe Fund of Option Income ETFs (YMAX) and NVIDIA Corporation (NVDA). 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 YMAX Sharpe Ratio is 0.37, which is lower than the NVDA Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of YMAX and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

YMAX's dividend yield for the trailing twelve months is around 60.13%, more than NVDA's 0.02% yield.

The maximum YMAX drawdown since its inception was -25.55%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for YMAX and NVDA. For additional features, visit the drawdowns tool.

The current volatility for YieldMax Universe Fund of Option Income ETFs (YMAX) is 5.67%, while NVIDIA Corporation (NVDA) has a volatility of 10.56%. This indicates that YMAX experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.