Have you ever sailed (driven) a yacht?
Have you ever sailed (ridden) on a yacht?
"Have you ever been on a yacht?" has no implication of going anywhere, you may have just stepped aboard the vessel when it was in the harbour.
I wouldn't use the words "yacht ride", Maybe 'cruise' would be better though I would say "yacht cruise" rather "have you ever been on a cruise on a yacht?" which I admit sounds repetitive...maybe someone can build on that? I wouldn't use "Have you ever cruised on a yacht" because that's not right.