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 -49.60% vs -35.40% for NFLY. At a 0.11 correlation, their price movements are largely independent.
Performance
EVGO vs. NFLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EVGO achieves a -34.36% return, which is significantly lower than NFLY's -16.92% return.
EVGO
- 1D
- -1.55%
- 1M
- 1.60%
- YTD
- -34.36%
- 6M
- -40.13%
- 1Y
- -49.60%
- 3Y*
- -19.64%
- 5Y*
- -34.12%
- 10Y*
- —
NFLY
- 1D
- -0.25%
- 1M
- -14.75%
- YTD
- -16.92%
- 6M
- -16.28%
- 1Y
- -35.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVGO vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVGO Evgo Inc | -34.36% | -28.15% | 13.13% | -25.42% |
NFLY YieldMax NFLX Option Income Strategy ETF | -16.92% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between EVGO and NFLY is 0.03, 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 | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.11 |
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 | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.76 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.93 | +0.18 |
| Martin ratioReturn relative to average drawdown | -1.24 | -1.62 | +0.38 |
Loading charts...
Drawdowns
EVGO vs. NFLY - Drawdown Comparison
The maximum EVGO drawdown since its inception was -92.48%, which is greater than NFLY's maximum drawdown of -38.31%. 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 | -92.48% | -38.31% | -54.17% |
Max Drawdown (1Y)Largest decline over 1 year | -66.87% | -38.31% | -28.56% |
Max Drawdown (3Y)Largest decline over 3 years | -81.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -91.37% | — | — |
Current DrawdownCurrent decline from peak | -91.35% | -38.31% | -53.04% |
Average DrawdownAverage peak-to-trough decline | -70.16% | -8.95% | -61.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.07% | 21.92% | +18.15% |
Volatility
EVGO vs. NFLY - Volatility Comparison
Evgo Inc (EVGO) has a higher volatility of 25.73% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.90%. 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 | 25.73% | 6.90% | +18.83% |
Volatility (6M)Calculated over the trailing 6-month period | 45.22% | 21.19% | +24.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.03% | 28.31% | +32.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.47% | 28.33% | +58.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.43% | 28.33% | +61.10% |
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 67.16%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EVGO Evgo 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
EVGO and NFLY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVGO has higher volatility (25.73%) compared to NFLY (6.90%). In terms of maximum drawdown, EVGO dropped -92.48% vs NFLY's -38.31%.
EVGO currently has the higher Sharpe Ratio (-0.82 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.
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