GDRX vs. NFLY

Last updated Jun 3, 2026

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 -22.77% vs -26.13% for NFLY. At a 0.18 correlation, their price movements are largely independent.

Performance

GDRX vs. NFLY - Performance Comparison

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

Returns By Period

In the year-to-date period, GDRX achieves a 8.86% return, which is significantly higher than NFLY's -7.02% return.

GDRX

• 1D: -4.22%
• 1M: 15.69%
• YTD: 8.86%
• 6M: 10.07%
• 1Y: -22.77%
• 3Y*: -18.20%
• 5Y*: -40.22%
• 10Y*: —

NFLY

• 1D: -2.44%
• 1M: -6.88%
• YTD: -7.02%
• 6M: -17.50%
• 1Y: -26.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GDRX vs. NFLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GDRX GoodRx Holdings, Inc.	8.86%	-41.72%	-30.60%	-23.34%
NFLY YieldMax NFLX Option Income Strategy ETF	-7.02%	1.66%	66.37%	3.45%

Correlation

The correlation between GDRX and NFLY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Aug 9, 2023	0.18

Return for Risk

GDRX vs. NFLY — Risk / Return Rank

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

GDRX

GDRX Risk / Return Rank: 29
GDRX Sharpe Ratio Rank: 27
GDRX Sortino Ratio Rank: 30
GDRX Omega Ratio Rank: 30
GDRX Calmar Ratio Rank: 27
GDRX Martin Ratio Rank: 29

NFLY

NFLY Risk / Return Rank: 2
NFLY Sharpe Ratio Rank: 1
NFLY Sortino Ratio Rank: 2
NFLY Omega Ratio Rank: 1
NFLY Calmar Ratio Rank: 3
NFLY Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	GDRX	NFLY	Difference
Sharpe ratio Return per unit of total volatility	-0.31	-0.95	+0.64
Sortino ratio Return per unit of downside risk	0.01	-1.29	+1.30
Omega ratio Gain probability vs. loss probability	1.00	0.83	+0.17
Calmar ratio Return relative to maximum drawdown	-0.39	-0.69	+0.30
Martin ratio Return relative to average drawdown	-0.62	-1.25	+0.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GDRX vs. NFLY - Sharpe Ratio Comparison

The current GDRX Sharpe Ratio is -0.31, which is higher than the NFLY Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of GDRX and NFLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GDRX	NFLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	-0.95	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.54	0.67	-1.21

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 -37.18%. Use the drawdown chart below to compare losses from any high point for GDRX and NFLY.

Drawdown Indicators

	GDRX	NFLY	Difference
Max Drawdown Largest peak-to-trough decline	-96.73%	-37.18%	-59.55%
Max Drawdown (1Y) Largest decline over 1 year	-63.48%	-37.18%	-26.30%
Max Drawdown (3Y) Largest decline over 3 years	-79.76%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-96.03%	—	—
Current Drawdown Current decline from peak	-94.84%	-30.95%	-63.89%
Average Drawdown Average peak-to-trough decline	-74.91%	-8.47%	-66.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.20%	20.45%	+19.75%

Volatility

GDRX vs. NFLY - Volatility Comparison

GoodRx Holdings, Inc. (GDRX) has a higher volatility of 17.74% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 5.92%. 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.

Volatility by Period

	GDRX	NFLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.74%	5.92%	+11.82%
Volatility (6M) Calculated over the trailing 6-month period	45.63%	21.11%	+24.52%
Volatility (1Y) Calculated over the trailing 1-year period	73.94%	27.62%	+46.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.90%	28.31%	+44.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.48%	28.31%	+44.17%

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 57.09%.

Position	TTM	2025	2024	2023
GDRX GoodRx Holdings, Inc.	0.00%	0.00%	0.00%	0.00%
NFLY YieldMax NFLX Option Income Strategy ETF	57.09%	61.53%	49.91%	11.84%

Frequently Asked Questions

Can I hold both GDRX and NFLY in my portfolio?

GDRX and NFLY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GDRX or NFLY?

GDRX has higher volatility (17.74%) compared to NFLY (5.92%). In terms of maximum drawdown, GDRX dropped -96.73% vs NFLY's -37.18%.

Which has better risk-adjusted returns?

GDRX currently has the higher Sharpe Ratio (-0.31 vs -0.95), 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.