ALIZY vs. NFLY
ALIZY (Allianz SE ADR) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, ALIZY returned 34.43% vs -32.79% for NFLY. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
ALIZY vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, ALIZY achieves a 13.07% return, which is significantly higher than NFLY's -19.50% return.
ALIZY
- 1D
- -0.18%
- 1M
- 3.93%
- 6M
- 18.04%
- YTD
- 13.07%
- 1Y
- 34.43%
- 3Y*
- 34.15%
- 5Y*
- 20.62%
- 10Y*
- —
- ALL TIME*
- 17.29%
NFLY
- 1D
- 0.13%
- 1M
- -6.88%
- 6M
- -13.08%
- YTD
- -19.50%
- 1Y
- -32.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ALIZY Allianz SE ADR | $10.66M | $10.78M | $11.47M |
| $416.46K | $523.86K | $744.62K |
ALIZY vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ALIZY Allianz SE ADR | 13.07% | 56.96% | 20.60% | 12.85% |
NFLY YieldMax NFLX Option Income Strategy ETF | -19.50% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between ALIZY and NFLY is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.11 |
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Return for Risk
ALIZY vs. NFLY — Risk / Return Rank
ALIZY
NFLY
ALIZY vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE ADR (ALIZY) and YieldMax NFLX Option Income Strategy ETF (NFLY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALIZY | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.76 | ||
| Sortino ratioReturn per unit of downside risk | +3.87 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.79 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | -0.80 | +3.15 |
| Martin ratioReturn relative to average drawdown | 6.25 | -1.47 | +7.72 |
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Drawdowns
ALIZY vs. NFLY - Drawdown Comparison
The maximum ALIZY drawdown since its inception was -49.10%, which is greater than NFLY's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for ALIZY and NFLY.
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Drawdown Indicators
| ALIZY | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.10% | -43.49% | -5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -40.74% | +27.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -40.22% | +40.04% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -10.05% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 22.25% | -17.18% |
Volatility
ALIZY vs. NFLY - Volatility Comparison
The current volatility for Allianz SE ADR (ALIZY) is 4.29%, while YieldMax NFLX Option Income Strategy ETF (NFLY) has a volatility of 8.42%. This indicates that ALIZY experiences smaller price fluctuations and is considered to be less risky than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALIZY | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 8.42% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 22.71% | -7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.56% | 28.74% | -9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.07% | 28.38% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.44% | 28.38% | -0.94% |
Dividends
ALIZY vs. NFLY - Dividend Comparison
ALIZY's dividend yield for the trailing twelve months is around 3.93%, less than NFLY's 64.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 3.93% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% |
NFLY YieldMax NFLX Option Income Strategy ETF | 64.16% | 61.53% | 49.91% | 11.84% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ALIZY and NFLY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLY has higher volatility (8.42%) compared to ALIZY (4.29%). In terms of maximum drawdown, ALIZY dropped -49.10% vs NFLY's -43.49%.
ALIZY currently has the higher Sharpe Ratio (1.62 vs -1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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