GDRX vs. NFLY
GDRX (GoodRx Holdings, Inc.) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, GDRX returned -35.93% vs -34.29% for NFLY. At a 0.18 correlation, their price movements are largely independent.
Performance
GDRX vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, GDRX achieves a 12.18% return, which is significantly higher than NFLY's -17.03% return.
GDRX
- 1D
- 3.05%
- 1M
- 14.72%
- 6M
- 5.56%
- YTD
- 12.18%
- 1Y
- -35.93%
- 3Y*
- -25.86%
- 5Y*
- -36.89%
- 10Y*
- —
NFLY
- 1D
- 1.15%
- 1M
- -8.16%
- 6M
- -13.66%
- YTD
- -17.03%
- 1Y
- -34.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDRX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GDRX GoodRx Holdings, Inc. | 12.18% | -41.72% | -30.60% | -22.81% |
NFLY YieldMax NFLX Option Income Strategy ETF | -17.03% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between GDRX and NFLY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.18 |
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Return for Risk
GDRX vs. NFLY — Risk / Return Rank
GDRX
NFLY
GDRX vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GoodRx Holdings, Inc. (GDRX) 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.
| GDRX | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.77 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | -0.92 | +0.36 |
| Martin ratioReturn relative to average drawdown | -0.84 | -1.64 | +0.80 |
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Drawdowns
GDRX vs. NFLY - Drawdown Comparison
The maximum GDRX drawdown since its inception was -96.73%, which is greater than NFLY's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for GDRX and NFLY.
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Drawdown Indicators
| GDRX | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.73% | -39.68% | -57.05% |
Max Drawdown (1Y)Largest decline over 1 year | -63.48% | -37.23% | -26.25% |
Max Drawdown (3Y)Largest decline over 3 years | -79.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -96.03% | — | — |
Current DrawdownCurrent decline from peak | -94.68% | -38.39% | -56.29% |
Average DrawdownAverage peak-to-trough decline | -75.23% | -9.46% | -65.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.83% | 20.92% | +21.91% |
Volatility
GDRX vs. NFLY - Volatility Comparison
GoodRx Holdings, Inc. (GDRX) has a higher volatility of 12.39% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 9.46%. This indicates that GDRX'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
| GDRX | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 9.46% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 47.37% | 22.09% | +25.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.48% | 28.68% | +44.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.08% | 28.36% | +44.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.20% | 28.36% | +43.84% |
Dividends
GDRX vs. NFLY - Dividend Comparison
GDRX 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 |
|---|---|---|---|---|
GDRX GoodRx Holdings, 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
GDRX and NFLY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDRX has higher volatility (12.39%) compared to NFLY (9.46%). In terms of maximum drawdown, GDRX dropped -96.73% vs NFLY's -39.68%.
GDRX currently has the higher Sharpe Ratio (-0.49 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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