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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 43.82% return, which is significantly higher than NFLY's -19.50% return.


GNK

1D
-1.69%
1M
4.24%
6M
26.82%
YTD
43.82%
1Y
70.56%
3Y*
29.07%
5Y*
16.56%
10Y*
21.60%
ALL TIME*
-12.74%

NFLY

1D
0.13%
1M
-6.88%
6M
-13.08%
YTD
-19.50%
1Y
-32.79%
3Y*
5Y*
10Y*
ALL TIME*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.40M$6.47M$8.24M
$416.46K$523.86K$744.62K

GNK vs. NFLY - Yearly Performance Comparison


2026 (YTD)202520242023
GNK
Genco Shipping & Trading Limited
43.82%39.12%-8.87%20.95%
NFLY
YieldMax NFLX Option Income Strategy ETF
-19.50%1.66%66.37%3.80%

Correlation

The correlation between GNK and NFLY is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

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 historical risk-adjusted metric ranks over the past 12 months.

GNK
GNK Risk / Return Rank: 8989
Overall Rank
GNK Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GNK Sortino Ratio Rank: 8787
Sortino Ratio Rank
GNK Omega Ratio Rank: 8686
Omega Ratio Rank
GNK Calmar Ratio Rank: 9090
Calmar Ratio Rank
GNK Martin Ratio Rank: 9090
Martin Ratio Rank

NFLY
NFLY Risk / Return Rank: 11
Overall Rank
NFLY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NFLY Sortino Ratio Rank: 11
Sortino Ratio Rank
NFLY Omega Ratio Rank: 11
Omega Ratio Rank
NFLY Calmar Ratio Rank: 33
Calmar Ratio Rank
NFLY Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+3.10

Sortino ratioReturn per unit of downside risk

+4.13

Omega ratioGain probability vs. loss probability

1.32

0.79

+0.53

Calmar ratioReturn relative to maximum drawdown

3.64

-0.80

+4.44

Martin ratioReturn relative to average drawdown

9.51

-1.47

+10.98

GNK vs. NFLY - Sharpe Ratio Comparison

The current GNK Sharpe Ratio is 1.95, which is higher than the NFLY Sharpe Ratio of -1.14. 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 -43.49%. 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%

-43.49%

-54.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.16%

-40.74%

+21.58%

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

-80.83%

-40.22%

-40.61%

Average Drawdown

Average peak-to-trough decline

-88.08%

-10.05%

-78.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

22.25%

-14.93%

Volatility

GNK vs. NFLY - Volatility Comparison

Genco Shipping & Trading Limited (GNK) has a higher volatility of 12.81% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 8.42%. 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

12.81%

8.42%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

29.24%

22.71%

+6.53%

Volatility (1Y)

Calculated over the trailing 1-year period

35.68%

28.74%

+6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.00%

28.38%

+12.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.77%

28.38%

+29.39%

Dividends

GNK vs. NFLY - Dividend Comparison

GNK's dividend yield for the trailing twelve months is around 4.50%, less than NFLY's 64.16% yield.


PositionTTM2025202420232022202120202019
GNK
Genco Shipping & Trading Limited
4.50%4.07%11.26%5.73%17.84%2.00%3.19%4.71%
NFLY
YieldMax NFLX Option Income Strategy ETF
64.16%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 (12.81%) compared to NFLY (8.42%). In terms of maximum drawdown, GNK dropped -98.25% vs NFLY's -43.49%.

GNK currently has the higher Sharpe Ratio (1.95 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.

Portfolio Optimizer

Find the right allocation for GNK and NFLY

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