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 -32.23% vs -32.79% for NFLY. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
GDRX vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, GDRX achieves a 13.28% return, which is significantly higher than NFLY's -19.50% return.
GDRX
- 1D
- -3.15%
- 1M
- 0.66%
- 6M
- 35.24%
- YTD
- 13.28%
- 1Y
- -32.23%
- 3Y*
- -29.25%
- 5Y*
- -37.45%
- 10Y*
- —
- ALL TIME*
- -37.04%
NFLY
- 1D
- 0.13%
- 1M
- -6.88%
- 6M
- -13.08%
- YTD
- -19.50%
- 1Y
- -32.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.28M | $3.05M | $3.97M | |
| $416.46K | $523.86K | $744.62K |
GDRX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GDRX GoodRx Holdings, Inc. | 13.28% | -41.72% | -30.60% | -22.81% |
NFLY YieldMax NFLX Option Income Strategy ETF | -19.50% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between GDRX and NFLY is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.19 |
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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 | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.79 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | -0.80 | +0.24 |
| Martin ratioReturn relative to average drawdown | -0.82 | -1.47 | +0.65 |
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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 -43.49%. 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% | -43.49% | -53.24% |
Max Drawdown (1Y)Largest decline over 1 year | -63.48% | -40.74% | -22.74% |
Max Drawdown (3Y)Largest decline over 3 years | -79.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -96.03% | — | — |
Current DrawdownCurrent decline from peak | -94.63% | -40.22% | -54.41% |
Average DrawdownAverage peak-to-trough decline | -75.42% | -10.05% | -65.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.78% | 22.25% | +21.53% |
Volatility
GDRX vs. NFLY - Volatility Comparison
GoodRx Holdings, Inc. (GDRX) has a higher volatility of 10.33% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 8.42%. 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 | 10.33% | 8.42% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 47.02% | 22.71% | +24.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.63% | 28.74% | +44.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.10% | 28.38% | +44.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.95% | 28.38% | +43.57% |
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 64.16%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GDRX GoodRx Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 64.16% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
GDRX and NFLY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDRX has higher volatility (10.33%) compared to NFLY (8.42%). In terms of maximum drawdown, GDRX dropped -96.73% vs NFLY's -43.49%.
GDRX currently has the higher Sharpe Ratio (-0.49 vs -1.14), 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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