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YMAX vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YMAX vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Universe Fund of Option Income ETFs (YMAX) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YMAX achieves a 0.68% return, which is significantly lower than RISR's 4.75% return.


YMAX

1D
1.76%
1M
-1.93%
6M
5.27%
YTD
0.68%
1Y
-2.39%
3Y*
5Y*
10Y*
ALL TIME*
12.68%

RISR

1D
-0.15%
1M
1.47%
6M
4.83%
YTD
4.75%
1Y
6.29%
3Y*
10.07%
5Y*
10Y*
ALL TIME*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.20M$3.07M$3.51M
$9.31M$11.31M$14.54M

YMAX vs. RISR - Yearly Performance Comparison


Correlation

The correlation between YMAX and RISR is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2024

-0.09

The correlation between YMAX and RISR shifts across timeframes, from -0.20 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YMAX vs. RISR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YMAX
YMAX Risk / Return Rank: 1010
Overall Rank
YMAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YMAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
YMAX Omega Ratio Rank: 1010
Omega Ratio Rank
YMAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
YMAX Martin Ratio Rank: 1010
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 5151
Overall Rank
RISR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 4747
Sortino Ratio Rank
RISR Omega Ratio Rank: 4646
Omega Ratio Rank
RISR Calmar Ratio Rank: 6767
Calmar Ratio Rank
RISR Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YMAX vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Universe Fund of Option Income ETFs (YMAX) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


YMAXRISRDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.00

1.22

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.09

2.42

-2.51

Martin ratioReturn relative to average drawdown

-0.20

5.79

-6.00

YMAX vs. RISR - Sharpe Ratio Comparison

The current YMAX Sharpe Ratio is -0.10, which is lower than the RISR Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of YMAX and RISR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

YMAX vs. RISR - Drawdown Comparison

The maximum YMAX drawdown since its inception was -26.13%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for YMAX and RISR.


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Drawdown Indicators


YMAXRISRDifference

Max Drawdown

Largest peak-to-trough decline

-26.13%

-14.31%

-11.82%

Max Drawdown (1Y)

Largest decline over 1 year

-26.13%

-2.61%

-23.52%

Max Drawdown (3Y)

Largest decline over 3 years

-8.07%

Current Drawdown

Current decline from peak

-10.75%

-0.15%

-10.60%

Average Drawdown

Average peak-to-trough decline

-6.57%

-2.12%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.72%

1.09%

+10.63%

Volatility

YMAX vs. RISR - Volatility Comparison

YieldMax Universe Fund of Option Income ETFs (YMAX) has a higher volatility of 6.62% compared to FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) at 1.13%. This indicates that YMAX's price experiences larger fluctuations and is considered to be riskier than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YMAXRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

1.13%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

3.57%

+16.63%

Volatility (1Y)

Calculated over the trailing 1-year period

24.15%

5.25%

+18.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.51%

11.67%

+11.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

11.67%

+11.84%

YMAX vs. RISR - Expense Ratio Comparison

YMAX has a 1.33% expense ratio, which is higher than RISR's 1.13% expense ratio.


Dividends

YMAX vs. RISR - Dividend Comparison

YMAX's dividend yield for the trailing twelve months is around 71.74%, more than RISR's 5.88% yield.


PositionTTM20252024202320222021
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.88%5.95%5.67%7.96%4.26%0.30%
YMAX
YieldMax Universe Fund of Option Income ETFs
71.74%78.70%44.20%0.00%0.00%0.00%

Frequently Asked Questions


YMAX and RISR have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YMAX has higher volatility (6.62%) compared to RISR (1.13%). In terms of maximum drawdown, YMAX dropped -26.13% vs RISR's -14.31%.

On 1-year performance, RISR leads with 6.29% vs -2.39% for YMAX. On fees, RISR is cheaper at 1.13% per year. On volatility, RISR has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RISR has performed better with a 6.29% return vs -2.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RISR is cheaper with a 1.13% expense ratio, compared with 1.33% for YMAX.

YMAX has the higher dividend yield at 71.74%, compared with 5.88% for RISR.

YMAX is categorized as Derivative Income, while RISR is Nontraditional Bonds. They also come from different issuers: YieldMax and FolioBeyond. Their fees differ too: 1.33% for YMAX and 1.13% for RISR.

RISR currently has the higher Sharpe Ratio (1.20 vs -0.10), 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.

Portfolio Optimizer

Find the right allocation for YMAX and RISR

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