Correlation Between YieldMax Ultra and Darkpulse

Can any of the company-specific risk be diversified away by investing in both YieldMax Ultra and Darkpulse at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining YieldMax Ultra and Darkpulse into the same portfolio, which is an essential part of the fundamental portfolio management process.

By analyzing existing cross correlation between YieldMax Ultra Option and Darkpulse, you can compare the effects of market volatilities on YieldMax Ultra and Darkpulse and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in YieldMax Ultra with a short position of Darkpulse. Check out your portfolio center. Please also check ongoing floating volatility patterns of YieldMax Ultra and Darkpulse.

Diversification Opportunities for YieldMax Ultra and Darkpulse

-0.42

Correlation Coefficient

YieldMax Ultra  Darkpulse

Very good diversification

The 3 months correlation between YieldMax and Darkpulse is -0.42. Overlapping area represents the amount of risk that can be diversified away by holding YieldMax Ultra Option and Darkpulse in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Darkpulse and YieldMax Ultra is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on YieldMax Ultra Option are associated (or correlated) with Darkpulse. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Darkpulse has no effect on the direction of YieldMax Ultra i.e., YieldMax Ultra and Darkpulse go up and down completely randomly.

Pair Corralation between YieldMax Ultra and Darkpulse

Given the investment horizon of 90 days YieldMax Ultra Option is expected to under-perform the Darkpulse. But the etf apears to be less risky and, when comparing its historical volatility, YieldMax Ultra Option is 69.53 times less risky than Darkpulse. The etf trades about -0.22 of its potential returns per unit of risk. The Darkpulse is currently generating about 0.11 of returns per unit of risk over similar time horizon. If you would invest  0.03  in Darkpulse on September 14, 2025 and sell it today you would earn a total of  2.98  from holding Darkpulse or generate 9933.33% return on investment over 90 days.

Time Period	3 Months [change]
Direction	Moves Against
Strength	Very Weak
Accuracy	100.0%
Values	Daily Returns

YieldMax Ultra Option  vs.  Darkpulse

YieldMax Ultra Option

Risk-Adjusted Performance

Weakest

Over the last 90 days YieldMax Ultra Option has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of abnormal performance in the last few months, the Etf's basic indicators remain fairly strong which may send shares a bit higher in January 2026. The current disturbance may also be a sign of long term up-swing for the ETF investors.

Darkpulse

Risk-Adjusted Performance

Fair

Compared to the overall equity markets, risk-adjusted returns on investments in Darkpulse are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak essential indicators, Darkpulse unveiled solid returns over the last few months and may actually be approaching a breakup point.

Pair Trading with YieldMax Ultra and Darkpulse

The main advantage of trading using opposite YieldMax Ultra and Darkpulse positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if YieldMax Ultra position performs unexpectedly, Darkpulse can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Darkpulse will offset losses from the drop in Darkpulse's long position.

The idea behind YieldMax Ultra Option and Darkpulse pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.

Check out your portfolio center.

Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.