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 -43.07% vs -35.40% 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 -1.48% return, which is significantly higher than NFLY's -16.92% return.
GDRX
- 1D
- 3.89%
- 1M
- 0.75%
- YTD
- -1.48%
- 6M
- -2.91%
- 1Y
- -43.07%
- 3Y*
- -21.22%
- 5Y*
- -41.49%
- 10Y*
- —
NFLY
- 1D
- -0.25%
- 1M
- -14.75%
- YTD
- -16.92%
- 6M
- -16.28%
- 1Y
- -35.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDRX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GDRX GoodRx Holdings, Inc. | -1.48% | -41.72% | -30.60% | -22.81% |
NFLY YieldMax NFLX Option Income Strategy ETF | -16.92% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between GDRX and NFLY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
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 | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.76 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.93 | +0.25 |
| Martin ratioReturn relative to average drawdown | -1.03 | -1.62 | +0.58 |
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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 -38.31%. 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% | -38.31% | -58.42% |
Max Drawdown (1Y)Largest decline over 1 year | -63.48% | -38.31% | -25.17% |
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 | -95.33% | -38.31% | -57.02% |
Average DrawdownAverage peak-to-trough decline | -75.05% | -8.95% | -66.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.75% | 21.92% | +19.83% |
Volatility
GDRX vs. NFLY - Volatility Comparison
GoodRx Holdings, Inc. (GDRX) has a higher volatility of 16.68% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.90%. 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 | 16.68% | 6.90% | +9.78% |
Volatility (6M)Calculated over the trailing 6-month period | 46.78% | 21.19% | +25.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.68% | 28.31% | +45.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.05% | 28.33% | +44.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.40% | 28.33% | +44.07% |
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 67.16%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GDRX GoodRx Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 67.16% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
GDRX and NFLY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDRX has higher volatility (16.68%) compared to NFLY (6.90%). In terms of maximum drawdown, GDRX dropped -96.73% vs NFLY's -38.31%.
GDRX currently has the higher Sharpe Ratio (-0.59 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.
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