CCB vs. NVDY
CCB (Coastal Financial Corporation) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, CCB returned 21.70%/yr vs 54.54%/yr for NVDY. At a 0.16 correlation, their price movements are largely independent.
Performance
CCB vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, CCB achieves a -40.82% return, which is significantly lower than NVDY's 13.06% return.
CCB
- 1D
- -4.03%
- 1M
- -7.90%
- YTD
- -40.82%
- 6M
- -38.37%
- 1Y
- -23.99%
- 3Y*
- 21.70%
- 5Y*
- 17.18%
- 10Y*
- —
NVDY
- 1D
- -2.22%
- 1M
- 5.54%
- YTD
- 13.06%
- 6M
- 17.67%
- 1Y
- 46.64%
- 3Y*
- 54.54%
- 5Y*
- —
- 10Y*
- —
CCB vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CCB Coastal Financial Corporation | -40.82% | 34.95% | 91.20% | 34.94% |
NVDY YieldMax NVDA Option Income Strategy ETF | 13.06% | 27.38% | 114.23% | 42.02% |
Correlation
The correlation between CCB and NVDY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 12, 2023 | 0.16 |
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Return for Risk
CCB vs. NVDY — Risk / Return Rank
CCB
NVDY
CCB vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coastal Financial Corporation (CCB) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.
| CCB | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.29 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 3.66 | -4.22 |
| Martin ratioReturn relative to average drawdown | -1.15 | 9.00 | -10.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCB | NVDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 1.72 | -2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.64 | -1.22 |
Drawdowns
CCB vs. NVDY - Drawdown Comparison
The maximum CCB drawdown since its inception was -50.22%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for CCB and NVDY.
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Drawdown Indicators
| CCB | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.22% | -34.08% | -16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -42.99% | -12.81% | -30.18% |
Max Drawdown (3Y)Largest decline over 3 years | -42.99% | -34.08% | -8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -42.99% | — | — |
Current DrawdownCurrent decline from peak | -42.99% | -6.66% | -36.33% |
Average DrawdownAverage peak-to-trough decline | -14.61% | -6.15% | -8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.95% | 5.20% | +15.75% |
Volatility
CCB vs. NVDY - Volatility Comparison
The current volatility for Coastal Financial Corporation (CCB) is 8.50%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.46%. This indicates that CCB experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCB | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.50% | 9.46% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 30.63% | 20.68% | +9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.83% | 27.35% | +14.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.36% | 38.24% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.94% | 38.24% | +9.70% |
Dividends
CCB vs. NVDY - Dividend Comparison
CCB has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 61.36%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CCB Coastal Financial Corporation | 0.00% | 0.00% | 0.00% | 0.00% |
NVDY YieldMax NVDA Option Income Strategy ETF | 61.36% | 83.10% | 83.65% | 22.32% |
Frequently Asked Questions
CCB and NVDY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (9.46%) compared to CCB (8.50%). In terms of maximum drawdown, CCB dropped -50.22% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (1.72 vs -0.58), 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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