YieldMax Semiconductor Portfolio Option Income ETF

10-Year Study

CHPY.US · · US · ETF

Executive Summary: YieldMax Semiconductor Portfolio Option Income ETF has compounded at 84.4% annually over the last 10 years, with a maximum drawdown of 7.1% and an annualized volatility of 47.4%.

1Y CAGR
+77.3%
3Y CAGR
+84.4%
5Y CAGR
+84.4%
10Y CAGR
+84.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
7.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
3.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +21.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.62.6-7.114.2————————21.5%
2025————9.012.00.91.49.610.4-2.22.751.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 47.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 59.4% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-04-0110000
2025-05-0110899.994450788718
2025-06-0112203.095291640258
2025-07-0112316.766503792449
2025-08-0112486.659988142212
2025-09-0113680.908668744214
2025-10-0115105.946125920367
2025-11-0114769.985192367789
2025-12-0115173.296027056786
2026-01-0116932.04552689761
2026-02-0117371.951949671573
2026-03-0116136.81434383497
2026-04-0118429.222730737667
Annual Return Matrix
YearAnnual Return
20260.21458269171542965
Total Factor Risk
0.47362798155730446
VTI.US Exposure
0.5938287448739772
VEA.US Exposure
0.048866202499281385
VWO.US Exposure
-0.006320251367872908
QQQ.US Exposure
-0.24397908907156052
VTV.US Exposure
-0.07512125195506401
IJR.US Exposure
0.005678670685155773
QUAL.US Exposure
0.27053656801186055
SHV.US Exposure
0.004734942878435935
TLT.US Exposure
0.10075189131135417
LQD.US Exposure
-0.037716940462809385
HYG.US Exposure
0.27521402309542775
GLD.US Exposure
0.00045286515616715993
USO.US Exposure
0.040033740937934284
VNQ.US Exposure
-0.05381736449047041
BTC-USD.CC Exposure
-0.017147507198335722
CPER.US Exposure
0.02257662948972634
VIX.INDX Exposure
-0.026760234934086954
UUP.US Exposure
0.10428888873927683
TIP.US Exposure
-0.006100572776881727
Idiosyncratic Exposure
4.4578484037912334e-8
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,521
Avg Yield on Cost
15.21%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,521.3615.21%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+24.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is YieldMax Semiconductor Portfolio Option Income ETF a high-risk investment?

YieldMax Semiconductor Portfolio Option Income ETF (CHPY.US) has an annualized volatility of 47.4% and experienced a maximum drawdown of 7.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CHPY.US?

Over the past 10 years, CHPY.US has generated a Compound Annual Growth Rate (CAGR) of 84.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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