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MFA vs. NFLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MFA and NFLY is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

MFA vs. NFLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
-9.07%
39.33%
MFA
NFLY

Key characteristics

Sharpe Ratio

MFA:

0.37

NFLY:

2.66

Sortino Ratio

MFA:

0.65

NFLY:

3.49

Omega Ratio

MFA:

1.08

NFLY:

1.50

Calmar Ratio

MFA:

0.20

NFLY:

6.23

Martin Ratio

MFA:

0.96

NFLY:

19.14

Ulcer Index

MFA:

9.32%

NFLY:

3.24%

Daily Std Dev

MFA:

24.55%

NFLY:

23.32%

Max Drawdown

MFA:

-95.52%

NFLY:

-21.45%

Current Drawdown

MFA:

-38.77%

NFLY:

-4.32%

Returns By Period

In the year-to-date period, MFA achieves a 1.08% return, which is significantly lower than NFLY's 8.96% return.


MFA

YTD

1.08%

1M

2.39%

6M

-9.07%

1Y

4.66%

5Y*

-9.07%

10Y*

0.57%

NFLY

YTD

8.96%

1M

5.37%

6M

39.33%

1Y

58.67%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MFA vs. NFLY — Risk-Adjusted Performance Rank

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

MFA
The Risk-Adjusted Performance Rank of MFA is 5454
Overall Rank
The Sharpe Ratio Rank of MFA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MFA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of MFA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of MFA is 5656
Calmar Ratio Rank
The Martin Ratio Rank of MFA is 5858
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9494
Overall Rank
The Sharpe Ratio Rank of NFLY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MFA vs. NFLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFA Financial, Inc. (MFA) 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.


Sharpe ratio
The chart of Sharpe ratio for MFA, currently valued at 0.37, compared to the broader market-2.000.002.000.372.66
The chart of Sortino ratio for MFA, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.653.49
The chart of Omega ratio for MFA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.50
The chart of Calmar ratio for MFA, currently valued at 0.39, compared to the broader market0.002.004.006.000.396.23
The chart of Martin ratio for MFA, currently valued at 0.96, compared to the broader market-10.000.0010.0020.0030.000.9619.14
MFA
NFLY

The current MFA Sharpe Ratio is 0.37, which is lower than the NFLY Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of MFA and NFLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.37
2.66
MFA
NFLY

Dividends

MFA vs. NFLY - Dividend Comparison

MFA's dividend yield for the trailing twelve months is around 13.59%, less than NFLY's 47.90% yield.


TTM20242023202220212020201920182017201620152014
MFA
MFA Financial, Inc.
13.59%13.74%12.42%16.95%8.44%8.35%10.46%11.98%10.10%10.48%12.12%10.01%
NFLY
YieldMax NFLX Option Income Strategy ETF
47.90%49.91%11.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MFA vs. NFLY - Drawdown Comparison

The maximum MFA drawdown since its inception was -95.52%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for MFA and NFLY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.74%
-4.32%
MFA
NFLY

Volatility

MFA vs. NFLY - Volatility Comparison

MFA Financial, Inc. (MFA) and YieldMax NFLX Option Income Strategy ETF (NFLY) have volatilities of 6.42% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.42%
6.17%
MFA
NFLY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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