K vs. NVDY

Last updated Jun 5, 2026

K (Kellogg Company) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. At a correlation of -0.13, they often move in opposite directions.

Performance

K vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kellogg Company (K) and YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

K

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDY

• 1D: 1.27%
• 1M: 7.84%
• YTD: 14.49%
• 6M: 17.01%
• 1Y: 47.85%
• 3Y*: 55.07%
• 5Y*: —
• 10Y*: —

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

K vs. NVDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
K Kellogg Company	0.00%	5.99%	49.75%	-7.55%
NVDY YieldMax NVDA Option Income Strategy ETF	14.49%	27.38%	114.23%	42.02%

Correlation

The correlation between K and NVDY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.17
Correlation (3Y) Calculated over the trailing 3-year period	-0.11
Correlation (All Time) Calculated using the full available price history since May 12, 2023	-0.13

Return for Risk

K vs. NVDY — Risk / Return Rank

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

NVDY

NVDY Risk / Return Rank: 56
NVDY Sharpe Ratio Rank: 52
NVDY Sortino Ratio Rank: 48
NVDY Omega Ratio Rank: 48
NVDY Calmar Ratio Rank: 76
NVDY Martin Ratio Rank: 54

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.

K vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kellogg Company (K) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	K	NVDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.65	—

Drawdowns

Drawdown Indicators

	K	NVDY	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.08%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.81%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-34.08%	—
Current Drawdown Current decline from peak	—	-5.47%	—
Average Drawdown Average peak-to-trough decline	—	-6.15%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.21%	—

Volatility

Volatility by Period

	K	NVDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.43%	—
Volatility (6M) Calculated over the trailing 6-month period	—	20.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	27.33%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	38.22%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	38.22%	—

Dividends

K vs. NVDY - Dividend Comparison

K's dividend yield for the trailing twelve months is around 1.39%, less than NVDY's 62.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
K Kellogg Company	1.39%	2.76%	2.79%	10.56%	3.28%	3.59%	3.66%	3.27%	3.86%	3.12%	2.77%	2.74%
NVDY YieldMax NVDA Option Income Strategy ETF	62.14%	83.10%	83.65%	22.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both K and NVDY in my portfolio?

K and NVDY 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.