CMA vs. NFLY

Last updated Apr 1, 2026

Compare and contrast key facts about Comerica Incorporated (CMA) and YieldMax NFLX Option Income Strategy ETF (NFLY).

NFLY is an actively managed fund by YieldMax. It was launched on Aug 7, 2023.

Performance

CMA vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comerica Incorporated (CMA) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

CMA vs. NFLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CMA Comerica Incorporated	2.00%	46.73%	16.74%	8.58%
NFLY YieldMax NFLX Option Income Strategy ETF	3.21%	1.66%	66.37%	3.45%

Returns By Period

CMA

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NFLY

• 1D: 1.57%
• 1M: -0.25%
• YTD: 3.21%
• 6M: -16.09%
• 1Y: 1.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CMA vs. NFLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFLY

NFLY Risk / Return Rank: 14
NFLY Sharpe Ratio Rank: 14
NFLY Sortino Ratio Rank: 15
NFLY Omega Ratio Rank: 15
NFLY Calmar Ratio Rank: 13
NFLY Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMA vs. NFLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comerica Incorporated (CMA) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CMA	NFLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.89	—

Correlation

The correlation between CMA and NFLY is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CMA vs. NFLY - Dividend Comparison

CMA's dividend yield for the trailing twelve months is around 2.40%, less than NFLY's 60.91% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMA Comerica Incorporated	2.40%	3.27%	4.59%	5.09%	4.07%	3.13%	4.87%	3.74%	2.68%	1.26%	1.31%	1.98%
NFLY YieldMax NFLX Option Income Strategy ETF	60.91%	61.53%	49.91%	11.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	CMA	NFLY	Difference
Max Drawdown Largest peak-to-trough decline	—	-37.18%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-37.18%	—
Current Drawdown Current decline from peak	—	-23.36%	—
Average Drawdown Average peak-to-trough decline	—	-7.37%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	17.46%	—

Volatility

Volatility by Period

	CMA	NFLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	28.94%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	28.39%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	28.39%	—