CMA vs. NFLY

In the year-to-date period, CMA achieves a -4.91% return, which is significantly lower than NFLY's 24.35% return.

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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.

The current CMA Sharpe Ratio is 0.30, which is lower than the NFLY Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of CMA and NFLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CMA's dividend yield for the trailing twelve months is around 4.89%, less than NFLY's 43.71% yield.

The maximum CMA drawdown since its inception was -78.35%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for CMA and NFLY. For additional features, visit the drawdowns tool.

Comerica Incorporated (CMA) has a higher volatility of 8.82% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.74%. This indicates that CMA's price experiences larger fluctuations and is considered to be riskier than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.