EVGO vs. NFLY
EVGO (Evgo Inc) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, EVGO returned -52.12% vs -32.79% for NFLY. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
EVGO vs. NFLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EVGO achieves a -45.70% return, which is significantly lower than NFLY's -19.50% return.
EVGO
- 1D
- -5.39%
- 1M
- -15.51%
- 6M
- -47.51%
- YTD
- -45.70%
- 1Y
- -52.12%
- 3Y*
- -28.71%
- 5Y*
- -33.20%
- 10Y*
- —
- ALL TIME*
- -27.36%
NFLY
- 1D
- 0.13%
- 1M
- -6.88%
- 6M
- -13.08%
- YTD
- -19.50%
- 1Y
- -32.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EVGO Evgo Inc | $5.66M | $5.48M | $7.71M |
| $416.46K | $523.86K | $744.62K |
EVGO vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVGO Evgo Inc | -45.70% | -28.15% | 13.13% | -25.42% |
NFLY YieldMax NFLX Option Income Strategy ETF | -19.50% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between EVGO and NFLY is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.09 |
The correlation between EVGO and NFLY shifts across timeframes, from -0.01 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EVGO vs. NFLY — Risk / Return Rank
EVGO
NFLY
EVGO vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evgo Inc (EVGO) 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.
| EVGO | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.79 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.80 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.17 | -1.47 | +0.30 |
Loading charts...
Drawdowns
EVGO vs. NFLY - Drawdown Comparison
The maximum EVGO drawdown since its inception was -93.57%, which is greater than NFLY's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for EVGO and NFLY.
Loading charts...
Drawdown Indicators
| EVGO | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.57% | -43.49% | -50.08% |
Max Drawdown (1Y)Largest decline over 1 year | -71.66% | -40.74% | -30.92% |
Max Drawdown (3Y)Largest decline over 3 years | -84.12% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -92.62% | — | — |
Current DrawdownCurrent decline from peak | -92.84% | -40.22% | -52.62% |
Average DrawdownAverage peak-to-trough decline | -70.58% | -10.05% | -60.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.31% | 22.25% | +23.06% |
Volatility
EVGO vs. NFLY - Volatility Comparison
Evgo Inc (EVGO) has a higher volatility of 20.61% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 8.42%. This indicates that EVGO'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.
Loading charts...
Volatility by Period
| EVGO | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.61% | 8.42% | +12.19% |
Volatility (6M)Calculated over the trailing 6-month period | 47.40% | 22.71% | +24.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.90% | 28.74% | +34.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.05% | 28.38% | +57.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.09% | 28.38% | +60.71% |
Dividends
EVGO vs. NFLY - Dividend Comparison
EVGO has not paid dividends to shareholders, while NFLY's dividend yield for the trailing twelve months is around 64.16%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EVGO Evgo Inc | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 64.16% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
EVGO and NFLY have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVGO has higher volatility (20.61%) compared to NFLY (8.42%). In terms of maximum drawdown, EVGO dropped -93.57% vs NFLY's -43.49%.
EVGO currently has the higher Sharpe Ratio (-0.85 vs -1.14), 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.
Find the right allocation for EVGO and NFLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer