According to some Yourkit Doc:
Although tracing provides more information, it has its drawbacks.
First, it may noticeably slow down the profiled application, because
the profiler executes special code on each enter to and exit from the
methods being profiled. The greater the number of method invocations
in the profiled application, the lower its speed when tracing is
turned on.
The second drawback is that, since this mode affects the execution
speed of the profiled application, the CPU times recorded in this mode
may be less adequate than times recorded with sampling. Please use
this mode only if you really need method invocation counts.
Also:
When sampling is used, the profiler periodically queries stacks of
running threads to estimate the slowest parts of the code. No method
invocation counts are available, only CPU time.
Sampling is typically the best option when your goal is to locate and
discover performance bottlenecks. With sampling, the profiler adds
virtually no overhead to the profiled application.
Also, it's a little confusing what the doc means by "CPU time", because it also talks about "wall-clock time".
If you are doing any I/O, waits, sleeps, or any other kind of blocking, it is important to get samples on wall-clock time, not CPU-only time, because it's dangerous to assume that blocked time is either insignificant or unavoidable.
Fortunately, that appears to be the default (though it's still a little unclear):
The default configuration for CPU sampling is to measure wall time for
I/O methods and CPU time for all other methods.
"Use Preconfigured Settings..." allows to choose this and other
presents. (sic)
If your goal is to make the code as fast as possible, don't be concerned with invocation counts and measurement "accuracy"; do find out which lines of code are on the stack a large fraction of the time, and why.
More on all that.