The Yellowstone caldera differs from most other volcanoes in that it is classified with a Volcanic Explosivity Index(VEI) of 8. What this means is that the volcano can potentially have a volcanic ejecta mass of over 1,000,000,000,000 tons. Now compare this to the VEI of some other volcanoes:
Eyjafjallajökull: 4
Mt. St. Helens: 5
Krakatoa: 6
Tambora: 7
There is only a small number of known VEI 8 eruptions, only around 42 in the last 36 million years with the last known one being 25,360 years ago. In other words, Yellowstone is really dangerous and should be monitored closely.