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COGT vs. NFLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COGT and NFLY is 0.12, 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.


-0.50.00.51.00.1

Performance

COGT vs. NFLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
-3.98%
44.67%
COGT
NFLY

Key characteristics

Sharpe Ratio

COGT:

0.37

NFLY:

2.90

Sortino Ratio

COGT:

1.32

NFLY:

3.77

Omega Ratio

COGT:

1.16

NFLY:

1.55

Calmar Ratio

COGT:

0.35

NFLY:

6.79

Martin Ratio

COGT:

1.63

NFLY:

20.94

Ulcer Index

COGT:

19.57%

NFLY:

3.23%

Daily Std Dev

COGT:

86.86%

NFLY:

23.35%

Max Drawdown

COGT:

-98.09%

NFLY:

-21.44%

Current Drawdown

COGT:

-87.45%

NFLY:

-0.70%

Returns By Period

In the year-to-date period, COGT achieves a 7.95% return, which is significantly lower than NFLY's 10.64% return.


COGT

YTD

7.95%

1M

7.40%

6M

-3.99%

1Y

45.42%

5Y*

20.84%

10Y*

N/A

NFLY

YTD

10.64%

1M

17.01%

6M

44.67%

1Y

66.84%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

COGT vs. NFLY — Risk-Adjusted Performance Rank

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

COGT
The Risk-Adjusted Performance Rank of COGT is 6363
Overall Rank
The Sharpe Ratio Rank of COGT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of COGT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of COGT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of COGT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of COGT is 6363
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9595
Overall Rank
The Sharpe Ratio Rank of NFLY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COGT vs. NFLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cogent Biosciences, Inc. (COGT) 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.


Sharpe ratio
The chart of Sharpe ratio for COGT, currently valued at 0.37, compared to the broader market-2.000.002.004.000.372.90
The chart of Sortino ratio for COGT, currently valued at 1.32, compared to the broader market-6.00-4.00-2.000.002.004.001.323.77
The chart of Omega ratio for COGT, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.55
The chart of Calmar ratio for COGT, currently valued at 0.55, compared to the broader market0.002.004.006.000.556.79
The chart of Martin ratio for COGT, currently valued at 1.63, compared to the broader market0.0010.0020.0030.001.6320.94
COGT
NFLY

The current COGT Sharpe Ratio is 0.37, which is lower than the NFLY Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of COGT 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.37
2.90
COGT
NFLY

Dividends

COGT vs. NFLY - Dividend Comparison

COGT has not paid dividends to shareholders, while NFLY's dividend yield for the trailing twelve months is around 47.17%.


TTM20242023
COGT
Cogent Biosciences, Inc.
0.00%0.00%0.00%
NFLY
YieldMax NFLX Option Income Strategy ETF
47.17%49.91%11.84%

Drawdowns

COGT vs. NFLY - Drawdown Comparison

The maximum COGT drawdown since its inception was -98.09%, which is greater than NFLY's maximum drawdown of -21.44%. Use the drawdown chart below to compare losses from any high point for COGT and NFLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-35.13%
-0.70%
COGT
NFLY

Volatility

COGT vs. NFLY - Volatility Comparison

Cogent Biosciences, Inc. (COGT) has a higher volatility of 20.37% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 7.15%. This indicates that COGT'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
20.37%
7.15%
COGT
NFLY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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