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KGS vs. NVDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KGS vs. NVDY - Performance Comparison

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

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Returns By Period

In the year-to-date period, KGS achieves a 83.07% return, which is significantly higher than NVDY's 13.06% return.


KGS

1D
0.24%
1M
-0.44%
YTD
83.07%
6M
94.19%
1Y
92.20%
3Y*
5Y*
10Y*

NVDY

1D
-2.22%
1M
5.54%
YTD
13.06%
6M
17.67%
1Y
46.64%
3Y*
54.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KGS vs. NVDY - Yearly Performance Comparison


2026 (YTD)202520242023
KGS
Kodiak Gas Services Inc.
83.07%-3.73%115.21%30.79%
NVDY
YieldMax NVDA Option Income Strategy ETF
13.06%27.38%114.23%20.03%

Correlation

The correlation between KGS and NVDY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.19

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Return for Risk

KGS vs. NVDY — Risk / Return Rank

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

KGS
KGS Risk / Return Rank: 9191
Overall Rank
KGS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
KGS Sortino Ratio Rank: 9090
Sortino Ratio Rank
KGS Omega Ratio Rank: 8989
Omega Ratio Rank
KGS Calmar Ratio Rank: 9393
Calmar Ratio Rank
KGS Martin Ratio Rank: 9292
Martin Ratio Rank

NVDY
NVDY Risk / Return Rank: 5252
Overall Rank
NVDY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 4545
Sortino Ratio Rank
NVDY Omega Ratio Rank: 4444
Omega Ratio Rank
NVDY Calmar Ratio Rank: 7272
Calmar Ratio Rank
NVDY Martin Ratio Rank: 5252
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.

KGS vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kodiak Gas Services Inc. (KGS) 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.


KGSNVDYDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.13

Calmar ratioReturn relative to maximum drawdown

5.81

3.66

+2.16

Martin ratioReturn relative to average drawdown

14.27

9.00

+5.27

KGS vs. NVDY - Sharpe Ratio Comparison

The current KGS Sharpe Ratio is 2.66, which is higher than the NVDY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of KGS and NVDY, 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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Sharpe Ratios by Period


KGSNVDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

1.72

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.94

1.64

+0.30

Drawdowns

KGS vs. NVDY - Drawdown Comparison

The maximum KGS drawdown since its inception was -38.57%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for KGS and NVDY.


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Drawdown Indicators


KGSNVDYDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-34.08%

-4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-12.81%

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-34.08%

Current Drawdown

Current decline from peak

-11.25%

-6.66%

-4.59%

Average Drawdown

Average peak-to-trough decline

-11.45%

-6.15%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

5.20%

+1.28%

Volatility

KGS vs. NVDY - Volatility Comparison

Kodiak Gas Services Inc. (KGS) has a higher volatility of 13.35% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 9.46%. This indicates that KGS's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGSNVDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

9.46%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

25.11%

20.68%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

34.94%

27.35%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.88%

38.24%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.88%

38.24%

-0.36%

Dividends

KGS vs. NVDY - Dividend Comparison

KGS's dividend yield for the trailing twelve months is around 2.85%, less than NVDY's 61.36% yield.


PositionTTM202520242023
KGS
Kodiak Gas Services Inc.
2.85%4.81%3.87%1.89%
NVDY
YieldMax NVDA Option Income Strategy ETF
61.36%83.10%83.65%22.32%

Frequently Asked Questions


KGS and NVDY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KGS has higher volatility (13.35%) compared to NVDY (9.46%). In terms of maximum drawdown, KGS dropped -38.57% vs NVDY's -34.08%.

KGS currently has the higher Sharpe Ratio (2.66 vs 1.72), 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

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