YieldMax™ Short COIN Option Income Strategy ETF

10-Year Study

FIAT.US · · US · ETF

Executive Summary: YieldMax™ Short COIN Option Income Strategy ETF has compounded at -33.6% annually over the last 10 years, with a maximum drawdown of 65.3% and an annualized volatility of 203.8%.

1Y CAGR
-25.3%
3Y CAGR
-33.6%
5Y CAGR
-33.6%
10Y CAGR
-33.6%

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 →
65.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
59.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-9.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -24.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.04.6-9.5-14.0————————-9.7%
2025-10.820.020.0-13.9-19.1-31.5-8.014.3-8.6-4.215.016.7-24.1%
2024———————15.8-1.6-3.9-42.312.7-28.8%

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 203.8%. The dominant macroeconomic risk driver is HYG.US, accounting for 23.5% of variance. Idiosyncratic stock-specific factors contribute 0.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-0111576.743284384347
2024-09-0111397.094783033956
2024-10-0110952.25821801023
2024-11-016317.789497336665
2024-12-017120.050579148879
2025-01-016351.758594710338
2025-02-017623.969582017087
2025-03-019146.91744760344
2025-04-017877.548233034177
2025-05-016376.761788951012
2025-06-014369.633124936666
2025-07-014019.1918791387448
2025-08-014593.428235325218
2025-09-014198.245590846408
2025-10-014023.575699098123
2025-11-014628.939379920783
2025-12-015402.694617374025
2026-01-015998.03499125439
2026-02-016273.929268496858
2026-03-015678.148309695953
2026-04-014880.9319252239275
Annual Return Matrix
YearAnnual Return
2025-0.24119996658508902
2026-0.09657452976746261
Total Factor Risk
2.0379214239656513
VTI.US Exposure
-0.025471402130577202
VEA.US Exposure
-0.0014247253167184296
VWO.US Exposure
-0.007307548575042721
QQQ.US Exposure
0.15335312462017633
VTV.US Exposure
0.0944214002328703
IJR.US Exposure
-0.0027746472531152864
QUAL.US Exposure
-0.02283326189556888
SHV.US Exposure
0.11843758353406228
TLT.US Exposure
-0.0016356861582217644
LQD.US Exposure
0.1872310364577855
HYG.US Exposure
0.2352817666974826
GLD.US Exposure
0.007348257749119234
USO.US Exposure
0.0009759315048934113
VNQ.US Exposure
0.009636819805078382
BTC-USD.CC Exposure
0.061216933095298694
CPER.US Exposure
-0.0005738212747246775
VIX.INDX Exposure
-0.007051950792201235
UUP.US Exposure
0.007305795380465768
TIP.US Exposure
0.18558658194913236
Idiosyncratic Exposure
0.008277812369805185
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
203.8%

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 →145.72%
Market Cap$61.0B
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
$1,079
Avg Yield on Cost
10.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,079.0610.79%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 →
-17.9%
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 →
-0.4%
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 →
46.7% 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™ Short COIN Option Income Strategy ETF a high-risk investment?

YieldMax™ Short COIN Option Income Strategy ETF (FIAT.US) has an annualized volatility of 203.8% and experienced a maximum drawdown of 65.3% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, FIAT.US has generated a Compound Annual Growth Rate (CAGR) of -33.6%. It has had a positive return in 0% 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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