YieldMax™ COIN Option Income Strategy ETF

10-Year Study

CONY.US · · US · ETF

Executive Summary: YieldMax™ COIN Option Income Strategy ETF has compounded at -20.8% annually over the last 10 years, with a maximum drawdown of 90.1% and an annualized volatility of 143.4%.

1Y CAGR
-38.9%
3Y CAGR
+18.7%
5Y CAGR
-20.9%
10Y CAGR
-20.8%

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 →
90.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +193.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -68.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-13.5-10.0-7.69.5————————-21.1%
202512.4-21.5-17.911.912.625.43.8-17.27.10.7-20.1-13.0-26.3%
2024-21.226.030.2-15.611.1-3.8-2.1-12.7-3.90.050.7-14.423.6%
202319.14.2-14.6-22.856.2-1.035.3-4.5-1.67.330.530.2193.2%
2022-26.0-22.18.0-18.24.1-20.01.518.41.67.9-18.7-31.2-68.7%
2021————-1.223.4-21.8-12.6-12.7-5.7-20.7-12.8-52.6%

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 143.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 81.4% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-019875.73120937447
2021-06-0112183.50310684523
2021-07-019527.098575923323
2021-08-018323.3290418765
2021-09-017263.1791665384135
2021-10-016852.05581748907
2021-11-015432.309768462074
2021-12-014738.333772739256
2022-01-013506.0598705068514
2022-02-012729.858995866016
2022-03-012947.589928214009
2022-04-012411.9236477561526
2022-05-012510.5932097063655
2022-06-012009.5709217888682
2022-07-012040.2682071301529
2022-08-012414.9385690444997
2022-09-012453.0359826610866
2022-10-012647.864554127895
2022-11-012153.189953173158
2022-12-011480.9211607074749
2023-01-011763.993266383038
2023-02-011838.5436671346229
2023-03-011569.504495657911
2023-04-011211.224239548942
2023-05-011892.2637596507593
2023-06-011873.6261594628631
2023-07-012534.3069102046115
2023-08-012419.350750982641
2023-09-012381.7382591629516
2023-10-012556.1787861288694
2023-11-013335.2206040783117
2023-12-014341.703291261889
2024-01-013420.995721145417
2024-02-014310.62229246769
2024-03-015613.809368312721
2024-04-014738.388559074223
2024-05-015262.200289472593
2024-06-015061.457303127187
2024-07-014956.618005248782
2024-08-014329.198205751712
2024-09-014161.616426064043
2024-10-014161.930088287134
2024-11-016272.992277385138
2024-12-015366.803295142937
2025-01-016032.816094569077
2025-02-014734.621684883054
2025-03-013885.9307520800407
2025-04-014349.7079511951615
2025-05-014899.599231686476
2025-06-016143.189648711693
2025-07-016373.996950032186
2025-08-015274.648497566315
2025-09-015647.545204163159
2025-10-015688.45763167791
2025-11-014542.594744392891
2025-12-013953.9900176788396
2026-01-013421.2757169565634
2026-02-013080.6842955430857
2026-03-012846.2453169811874
2026-04-013117.9594791902264
Annual Return Matrix
YearAnnual Return
2022-0.6874595096640171
20231.9317585611294419
20240.23610549480526766
2025-0.26325043042712615
2026-0.2114397190560937
Total Factor Risk
1.433575828802472
VTI.US Exposure
0.06371508591659775
VEA.US Exposure
0.0035071354444506336
VWO.US Exposure
-0.003306546176973603
QQQ.US Exposure
-0.007266351548107077
VTV.US Exposure
-0.013175533879523802
IJR.US Exposure
0.022766139229373705
QUAL.US Exposure
-0.002575566345814994
SHV.US Exposure
0.814002388928087
TLT.US Exposure
0.004212594802623467
LQD.US Exposure
0.00225473684304078
HYG.US Exposure
0.0009889680235095032
GLD.US Exposure
0.0017442922384782811
USO.US Exposure
0.00004274109462671698
VNQ.US Exposure
0.0057663028474097735
BTC-USD.CC Exposure
0.0094700605295919
CPER.US Exposure
0.0001611858054225358
VIX.INDX Exposure
0.0021201791597183503
UUP.US Exposure
0.0006351825314568812
TIP.US Exposure
0.03535597880696432
Idiosyncratic Exposure
0.05958102574906785
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
143.4%

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 →212.11%
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
$476
Avg Yield on Cost
4.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$476.54.76%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 →
+3.3%
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 →
-32.7%
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 →
55.1% 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™ COIN Option Income Strategy ETF a high-risk investment?

YieldMax™ COIN Option Income Strategy ETF (CONY.US) has an annualized volatility of 143.4% and experienced a maximum drawdown of 90.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CONY.US has generated a Compound Annual Growth Rate (CAGR) of -20.8%. It has had a positive return in 40% 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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