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

Correlation

The correlation between EVGO and NFLY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EVGO vs. NFLY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EVGO:

0.81

NFLY:

2.68

Sortino Ratio

EVGO:

2.28

NFLY:

3.41

Omega Ratio

EVGO:

1.27

NFLY:

1.50

Calmar Ratio

EVGO:

1.13

NFLY:

4.36

Martin Ratio

EVGO:

2.45

NFLY:

15.37

Ulcer Index

EVGO:

42.65%

NFLY:

4.56%

Daily Std Dev

EVGO:

105.46%

NFLY:

26.44%

Max Drawdown

EVGO:

-92.25%

NFLY:

-21.45%

Current Drawdown

EVGO:

-83.42%

NFLY:

-0.93%

Returns By Period

In the year-to-date period, EVGO achieves a -9.63% return, which is significantly lower than NFLY's 21.06% return.


EVGO

YTD

-9.63%

1M

41.31%

6M

-33.94%

1Y

83.92%

5Y*

N/A

10Y*

N/A

NFLY

YTD

21.06%

1M

16.80%

6M

30.89%

1Y

70.37%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EVGO vs. NFLY — Risk-Adjusted Performance Rank

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

EVGO
The Risk-Adjusted Performance Rank of EVGO is 8383
Overall Rank
The Sharpe Ratio Rank of EVGO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of EVGO is 8989
Sortino Ratio Rank
The Omega Ratio Rank of EVGO is 8585
Omega Ratio Rank
The Calmar Ratio Rank of EVGO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of EVGO is 7676
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9797
Overall Rank
The Sharpe Ratio Rank of NFLY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9696
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.

EVGO vs. NFLY - Risk-Adjusted Performance 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.


The current EVGO Sharpe Ratio is 0.81, which is lower than the NFLY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of EVGO 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.


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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 44.90%.


TTM20242023
EVGO
Evgo Inc
0.00%0.00%0.00%
NFLY
YieldMax NFLX Option Income Strategy ETF
44.90%49.91%11.84%

Drawdowns

EVGO vs. NFLY - Drawdown Comparison

The maximum EVGO drawdown since its inception was -92.25%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for EVGO and NFLY. For additional features, visit the drawdowns tool.


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Volatility

EVGO vs. NFLY - Volatility Comparison


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