YieldMax Correlations

GPTY Etf

37.72 0.53 1.39%

The current 90-days correlation between YieldMax AI Tech and SGI Dynamic Tactical is 0.7 (i.e., Poor diversification). The correlation of YieldMax is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

YieldMax Correlation With Market

Very good diversification

The correlation between YieldMax AI Tech and DJI is -0.22 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding YieldMax AI Tech and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with YieldMax Etf

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in YieldMax AI Tech. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with YieldMax Etf

0.72

BULZ

MicroSectors Solactive

Pair Corr

Moving against YieldMax Etf

0.71	JEPI	JPMorgan Equity Premium	Pair Corr
0.67	IDME	International Drawdown Low Volatility	Pair Corr
0.59	KNG	FT Cboe Vest	Pair Corr
0.59	KORU	Direxion Daily South	Pair Corr
0.53	DIVO	Amplify CWP Enhanced	Pair Corr
0.51	GDMN	WisdomTree Efficient Gold Low Volatility	Pair Corr
0.48	BUYW	Main Buywrite ETF	Pair Corr
0.74	DFIV	Dimensional International Sell-off Trend	Pair Corr
0.7	FIDU	Fidelity MSCI Industrials	Pair Corr
0.66	AVDS	Avantis International	Pair Corr
0.64	DFE	WisdomTree Europe	Pair Corr
0.64	IJS	iShares SP Small	Pair Corr
0.58	DGP	DB Gold Double	Pair Corr
0.54	QTAP	Innovator Growth 100	Pair Corr
0.54	STXV	EA Series Trust	Pair Corr
0.53	PID	Invesco International	Pair Corr
0.53	EAFG	Pacer Funds Trust	Pair Corr
0.52	FTCS	First Trust Capital	Pair Corr
0.45	UEVM	VictoryShares Emerging	Pair Corr
0.44	RHRX	Starboard Investment	Pair Corr
0.38	HCMAX	THE HILLMAN FUND	Pair Corr
0.31	PAUG	Innovator Equity Power	Pair Corr
0.75	EMIF	iShares Emerging Markets	Pair Corr
0.75	DES	WisdomTree SmallCap	Pair Corr
0.74	VYMI	Vanguard International	Pair Corr
0.74	DXJ	WisdomTree Japan Hedged	Pair Corr

Related Correlations Analysis

	SXQG	SETM	ICAP	DECZ	TTEQ	JUNW	KEMX	EFAD	RXL	DYTA
SXQG		-0.59	-0.55	0.09	0.45	-0.6	-0.75	-0.59	-0.14	-0.33	SXQG
SETM	-0.59		0.9	0.64	0.31	0.6	0.51	0.86	0.39	0.8	SETM
ICAP	-0.55	0.9		0.73	0.31	0.45	0.35	0.89	0.4	0.85	ICAP
DECZ	0.09	0.64	0.73		0.76	0.08	-0.11	0.65	0.28	0.79	DECZ
TTEQ	0.45	0.31	0.31	0.76		-0.17	-0.33	0.21	0.05	0.42	TTEQ
JUNW	-0.6	0.6	0.45	0.08	-0.17		0.9	0.54	0.48	0.46	JUNW
KEMX	-0.75	0.51	0.35	-0.11	-0.33	0.9		0.51	0.36	0.33	KEMX
EFAD	-0.59	0.86	0.89	0.65	0.21	0.54	0.51		0.44	0.89	EFAD
RXL	-0.14	0.39	0.4	0.28	0.05	0.48	0.36	0.44		0.44	RXL
DYTA	-0.33	0.8	0.85	0.79	0.42	0.46	0.33	0.89	0.44		DYTA
	SXQG	SETM	ICAP	DECZ	TTEQ	JUNW	KEMX	EFAD	RXL	DYTA

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

ICAP	+ 0.9	SETM
KEMX	+ 0.9	JUNW
EFAD	+ 0.89	ICAP
DYTA	+ 0.89	EFAD
EFAD	+ 0.86	SETM
DYTA	+ 0.85	ICAP

High negative correlations

KEMX	- 0.75	SXQG
JUNW	- 0.6	SXQG
EFAD	- 0.59	SXQG
SETM	- 0.59	SXQG
ICAP	- 0.55	SXQG
KEMX	- 0.33	TTEQ

YieldMax Constituents Risk-Adjusted Indicators

There is a big difference between YieldMax Etf performing well and YieldMax ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze YieldMax's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SXQG	0.55	(0.01)	0.00	0.14	0.00	0.00	1.00	(1.39)	3.42
SETM	2.05	0.71	0.17	(3.28)	2.80	(2.18)	4.53	(4.91)	14.25
ICAP	0.63	0.14	0.07	(9.44)	0.64	(0.68)	1.40	(1.44)	3.33
DECZ	0.45	0.06	(0.03)	(1.02)	0.53	(0.47)	0.75	(0.97)	3.00
TTEQ	1.04	0.07	0.00	0.71	1.54	(0.96)	2.08	(2.75)	7.16
JUNW	0.12	0.01	(0.33)	0.12	0.00	(0.13)	0.24	(0.24)	0.84
KEMX	0.83	0.37	0.43	0.76	0.10	(1.07)	2.40	(1.21)	4.10
EFAD	0.48	0.14	0.07	(1.08)	0.40	(0.54)	1.10	(1.06)	3.11
RXL	1.41	0.11	0.02	(3.77)	1.35	(1.72)	3.73	(2.41)	8.13
DYTA	0.43	0.06	(0.04)	(0.37)	0.60	(0.47)	0.81	(1.14)	4.40

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