YMAX vs. NVDY

In the year-to-date period, YMAX achieves a 1.62% return, which is significantly higher than NVDY's -6.65% return.

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YMAX has a 1.28% expense ratio, which is higher than NVDY's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for YieldMax Universe Fund of Option Income ETFs (YMAX) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 0.51, which is comparable to the NVDY Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of YMAX and NVDY, 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 58.75%, less than NVDY's 93.51% yield.

The maximum YMAX drawdown since its inception was -25.55%, smaller than the maximum NVDY drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for YMAX and NVDY. For additional features, visit the drawdowns tool.

The current volatility for YieldMax Universe Fund of Option Income ETFs (YMAX) is 6.43%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.08%. This indicates that YMAX experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.