COGT vs. NFLY
COGT (Cogent Biosciences, Inc.) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, COGT returned 400.14% vs -35.40% for NFLY. At a 0.09 correlation, their price movements are largely independent.
Performance
COGT vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, COGT achieves a 2.22% return, which is significantly higher than NFLY's -16.92% return.
COGT
- 1D
- 1.31%
- 1M
- 11.14%
- YTD
- 2.22%
- 6M
- -9.61%
- 1Y
- 400.14%
- 3Y*
- 44.28%
- 5Y*
- 33.85%
- 10Y*
- —
NFLY
- 1D
- -0.25%
- 1M
- -14.75%
- YTD
- -16.92%
- 6M
- -16.28%
- 1Y
- -35.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COGT vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
COGT Cogent Biosciences, Inc. | 2.22% | 355.38% | 32.65% | -46.69% |
NFLY YieldMax NFLX Option Income Strategy ETF | -16.92% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between COGT and NFLY is -0.02, 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.09 |
The correlation between COGT and NFLY shifts across timeframes, from -0.02 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COGT vs. NFLY — Risk / Return Rank
COGT
NFLY
COGT vs. NFLY - Risk-Adjusted Trends 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.
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.
| COGT | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.37 | ||
| Sortino ratioReturn per unit of downside risk | +9.15 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 0.76 | +1.11 |
| Calmar ratioReturn relative to maximum drawdown | 15.32 | -0.93 | +16.24 |
| Martin ratioReturn relative to average drawdown | 35.46 | -1.62 | +37.07 |
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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 -38.31%. Use the drawdown chart below to compare losses from any high point for COGT and NFLY.
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Drawdown Indicators
| COGT | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.09% | -38.31% | -59.78% |
Max Drawdown (1Y)Largest decline over 1 year | -26.34% | -38.31% | +11.97% |
Max Drawdown (3Y)Largest decline over 3 years | -69.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -76.34% | — | — |
Current DrawdownCurrent decline from peak | -45.87% | -38.31% | -7.56% |
Average DrawdownAverage peak-to-trough decline | -77.64% | -8.95% | -68.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.35% | 21.92% | -10.57% |
Volatility
COGT vs. NFLY - Volatility Comparison
Cogent Biosciences, Inc. (COGT) has a higher volatility of 12.35% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.90%. 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.
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Volatility by Period
| COGT | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.35% | 6.90% | +5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 31.39% | 21.19% | +10.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 129.70% | 28.31% | +101.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.91% | 28.33% | +66.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 165.83% | 28.33% | +137.50% |
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 67.16%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
COGT Cogent Biosciences, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 67.16% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
COGT and NFLY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COGT has higher volatility (12.35%) compared to NFLY (6.90%). In terms of maximum drawdown, COGT dropped -98.09% vs NFLY's -38.31%.
COGT currently has the higher Sharpe Ratio (3.11 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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