YieldMax GOOGL Option Income Strategy ETF

10-Year Study

GOOY.US · · US · ETF

Executive Summary: YieldMax GOOGL Option Income Strategy ETF has compounded at 21.4% annually over the last 10 years, with a maximum drawdown of 19.3% and an annualized volatility of 52.9%.

1Y CAGR
+72.9%
3Y CAGR
+21.4%
5Y CAGR
+21.4%
10Y CAGR
+21.4%

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 →
19.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.89
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +54.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.2%
% 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.
20266.7-5.7-8.711.2————————2.2%
20256.5-13.5-6.76.24.31.98.88.99.512.210.8-1.754.0%
2024-3.1-3.05.55.25.85.3-7.1-2.20.60.9-3.08.212.6%
2023———————1.2-3.3-3.80.71.5-3.8%

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 52.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 74.8% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2023-08-0110119.917666877798
2023-09-019785.778283371304
2023-10-019410.0590291763
2023-11-019478.973482543111
2023-12-019620.63852742309
2024-01-019326.392780951823
2024-02-019049.345691560136
2024-03-019545.10012222155
2024-04-0110039.061808075467
2024-05-0110623.313693988592
2024-06-0111189.801371747893
2024-07-0110397.325968009838
2024-08-0110167.121789600413
2024-09-0110228.62271931544
2024-10-0110325.404311131586
2024-11-0110011.793794868547
2024-12-0110831.047492050158
2025-01-0111539.446232301058
2025-02-019978.047124933995
2025-03-019310.367483163423
2025-04-019887.579792194423
2025-05-0110313.455380451474
2025-06-0110510.299570725316
2025-07-0111437.179316043253
2025-08-0112455.383114254168
2025-09-0113636.7666316299
2025-10-0115302.162303780695
2025-11-0116957.639703560933
2025-12-0116676.08209833457
2026-01-0117800.582870714097
2026-02-0116789.175039851958
2026-03-0115324.037270105226
2026-04-0117044.108283407193
Annual Return Matrix
YearAnnual Return
20240.12581378680602784
20250.539655523676227
20260.022069103696088055
Total Factor Risk
0.5289932437306267
VTI.US Exposure
0.0671603114659864
VEA.US Exposure
0.010355789907932195
VWO.US Exposure
0.004644761184649291
QQQ.US Exposure
-0.013194086195496826
VTV.US Exposure
0.04653646729142905
IJR.US Exposure
0.024480529896869715
QUAL.US Exposure
0.017596550113321396
SHV.US Exposure
0.7483231124681332
TLT.US Exposure
0.0000879896007231727
LQD.US Exposure
-0.0012683965541279499
HYG.US Exposure
0.01843437306392588
GLD.US Exposure
0.006529794581086919
USO.US Exposure
-0.00003396114792485643
VNQ.US Exposure
0.00003073122931109859
BTC-USD.CC Exposure
0.003796951488913525
CPER.US Exposure
-0.001261178527648993
VIX.INDX Exposure
-0.0008927112230750289
UUP.US Exposure
-0.000022854990460536635
TIP.US Exposure
0.015351974941642883
Idiosyncratic Exposure
0.053343851404809545
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
52.9%

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 →44.94%
Market Cap$2.1T
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
$1,248
Avg Yield on Cost
12.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,248.3212.48%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 →
+4.0%
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 →
+14.6%
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 →
5.9% 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 GOOGL Option Income Strategy ETF a high-risk investment?

YieldMax GOOGL Option Income Strategy ETF (GOOY.US) has an annualized volatility of 52.9% and experienced a maximum drawdown of 19.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GOOY.US has generated a Compound Annual Growth Rate (CAGR) of 21.4%. 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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