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 23.36% vs -35.40% for NFLY. At a 0.11 correlation, their price movements are largely independent.
Performance
ALIZY vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, ALIZY achieves a 4.78% return, which is significantly higher than NFLY's -16.92% return.
ALIZY
- 1D
- -0.47%
- 1M
- 3.46%
- YTD
- 4.78%
- 6M
- 4.50%
- 1Y
- 23.36%
- 3Y*
- 32.61%
- 5Y*
- 18.03%
- 10Y*
- —
NFLY
- 1D
- -0.25%
- 1M
- -14.75%
- YTD
- -16.92%
- 6M
- -16.28%
- 1Y
- -35.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALIZY vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.78% | 56.96% | 20.60% | 12.85% |
NFLY YieldMax NFLX Option Income Strategy ETF | -16.92% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between ALIZY and NFLY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
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 | +2.42 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.76 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | -0.93 | +2.66 |
| Martin ratioReturn relative to average drawdown | 4.49 | -1.62 | +6.10 |
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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 -38.31%. 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% | -38.31% | -10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -38.31% | +24.76% |
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 | -0.47% | -38.31% | +37.84% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -8.95% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.22% | 21.92% | -16.70% |
Volatility
ALIZY vs. NFLY - Volatility Comparison
The current volatility for Allianz SE ADR (ALIZY) is 5.48%, while YieldMax NFLX Option Income Strategy ETF (NFLY) has a volatility of 6.90%. 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 | 5.48% | 6.90% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 21.19% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.09% | 28.31% | -8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.19% | 28.33% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 28.33% | -0.72% |
Dividends
ALIZY vs. NFLY - Dividend Comparison
ALIZY's dividend yield for the trailing twelve months is around 4.24%, less than NFLY's 67.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.24% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% |
NFLY YieldMax NFLX Option Income Strategy ETF | 67.16% | 61.53% | 49.91% | 11.84% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ALIZY and NFLY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLY has higher volatility (6.90%) compared to ALIZY (5.48%). In terms of maximum drawdown, ALIZY dropped -49.10% vs NFLY's -38.31%.
ALIZY currently has the higher Sharpe Ratio (1.17 vs -1.26), 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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