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 -49.86% vs -34.29% for NFLY. At a 0.10 correlation, their price movements are largely independent.
Performance
EVGO vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, EVGO achieves a -40.55% return, which is significantly lower than NFLY's -17.03% return.
EVGO
- 1D
- -4.42%
- 1M
- -13.50%
- 6M
- -44.01%
- YTD
- -40.55%
- 1Y
- -49.86%
- 3Y*
- -24.56%
- 5Y*
- -30.38%
- 10Y*
- —
NFLY
- 1D
- 1.15%
- 1M
- -8.16%
- 6M
- -13.66%
- YTD
- -17.03%
- 1Y
- -34.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVGO vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVGO Evgo Inc | -40.55% | -28.15% | 13.13% | -25.42% |
NFLY YieldMax NFLX Option Income Strategy ETF | -17.03% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between EVGO and NFLY is -0.00, 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 | -0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.10 |
The correlation between EVGO and NFLY shifts across timeframes, from -0.00 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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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 | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.77 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | -0.92 | +0.18 |
| Martin ratioReturn relative to average drawdown | -1.17 | -1.64 | +0.47 |
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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 -39.68%. Use the drawdown chart below to compare losses from any high point for EVGO and NFLY.
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Drawdown Indicators
| EVGO | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.48% | -39.68% | -52.80% |
Max Drawdown (1Y)Largest decline over 1 year | -66.87% | -37.23% | -29.64% |
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 | -92.16% | -38.39% | -53.77% |
Average DrawdownAverage peak-to-trough decline | -70.36% | -9.46% | -60.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.50% | 20.92% | +21.58% |
Volatility
EVGO vs. NFLY - Volatility Comparison
Evgo Inc (EVGO) has a higher volatility of 16.47% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 9.46%. 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.
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Volatility by Period
| EVGO | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.47% | 9.46% | +7.01% |
Volatility (6M)Calculated over the trailing 6-month period | 46.26% | 22.09% | +24.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.56% | 28.68% | +32.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.33% | 28.36% | +57.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.21% | 28.36% | +60.85% |
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 64.97%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EVGO Evgo Inc | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 64.97% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
EVGO and NFLY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVGO has higher volatility (16.47%) compared to NFLY (9.46%). In terms of maximum drawdown, EVGO dropped -92.48% vs NFLY's -39.68%.
EVGO currently has the higher Sharpe Ratio (-0.81 vs -1.20), 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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