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GNK vs. NFLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNK vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genco Shipping & Trading Limited (GNK) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GNK achieves a 42.75% return, which is significantly higher than NFLY's -17.03% return.


GNK

1D
-0.63%
1M
5.36%
6M
39.87%
YTD
42.75%
1Y
77.36%
3Y*
31.32%
5Y*
16.25%
10Y*
21.06%

NFLY

1D
1.15%
1M
-8.16%
6M
-13.66%
YTD
-17.03%
1Y
-34.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNK vs. NFLY - Yearly Performance Comparison


2026 (YTD)202520242023
GNK
Genco Shipping & Trading Limited
42.75%39.12%-8.87%20.95%
NFLY
YieldMax NFLX Option Income Strategy ETF
-17.03%1.66%66.37%3.80%

Correlation

The correlation between GNK and NFLY is -0.02, 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

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2023

0.05

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Return for Risk

GNK vs. NFLY — Risk / Return Rank

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

GNK
GNK Risk / Return Rank: 9191
Overall Rank
GNK Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GNK Sortino Ratio Rank: 9090
Sortino Ratio Rank
GNK Omega Ratio Rank: 8989
Omega Ratio Rank
GNK Calmar Ratio Rank: 9191
Calmar Ratio Rank
GNK Martin Ratio Rank: 9191
Martin Ratio Rank

NFLY
NFLY Risk / Return Rank: 11
Overall Rank
NFLY Sharpe Ratio Rank: 00
Sharpe Ratio Rank
NFLY Sortino Ratio Rank: 11
Sortino Ratio Rank
NFLY Omega Ratio Rank: 11
Omega Ratio Rank
NFLY Calmar Ratio Rank: 11
Calmar Ratio Rank
NFLY Martin Ratio Rank: 00
Martin Ratio Rank
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.

GNK vs. NFLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genco Shipping & Trading Limited (GNK) 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.


GNKNFLYDifference
Sharpe ratioReturn per unit of total volatility

+3.45

Sortino ratioReturn per unit of downside risk

+4.57

Omega ratioGain probability vs. loss probability

1.36

0.77

+0.58

Calmar ratioReturn relative to maximum drawdown

4.06

-0.92

+4.98

Martin ratioReturn relative to average drawdown

10.76

-1.64

+12.40

GNK vs. NFLY - Sharpe Ratio Comparison

The current GNK Sharpe Ratio is 2.25, which is higher than the NFLY Sharpe Ratio of -1.20. The chart below compares the historical Sharpe Ratios of GNK 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.


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Drawdowns

GNK vs. NFLY - Drawdown Comparison

The maximum GNK drawdown since its inception was -98.25%, which is greater than NFLY's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for GNK and NFLY.


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Drawdown Indicators


GNKNFLYDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-39.68%

-58.57%

Max Drawdown (1Y)

Largest decline over 1 year

-19.16%

-37.23%

+18.07%

Max Drawdown (3Y)

Largest decline over 3 years

-47.06%

Max Drawdown (5Y)

Largest decline over 5 years

-53.91%

Max Drawdown (10Y)

Largest decline over 10 years

-75.46%

Current Drawdown

Current decline from peak

-80.97%

-38.39%

-42.58%

Average Drawdown

Average peak-to-trough decline

-88.11%

-9.46%

-78.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

20.92%

-13.70%

Volatility

GNK vs. NFLY - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 10.52% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 9.46%. This indicates that GNK'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


GNKNFLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

9.46%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

28.19%

22.09%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

34.62%

28.68%

+5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.22%

28.36%

+12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.04%

28.36%

+29.68%

Dividends

GNK vs. NFLY - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 4.54%, less than NFLY's 64.97% yield.


PositionTTM2025202420232022202120202019
GNK
Genco Shipping & Trading Limited
4.54%4.07%11.26%5.73%17.84%2.00%3.19%4.71%
NFLY
YieldMax NFLX Option Income Strategy ETF
64.97%61.53%49.91%11.84%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GNK and NFLY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNK has higher volatility (10.52%) compared to NFLY (9.46%). In terms of maximum drawdown, GNK dropped -98.25% vs NFLY's -39.68%.

GNK currently has the higher Sharpe Ratio (2.25 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.

Portfolio Optimizer

Find the right allocation for GNK and NFLY

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