MSFY vs. NFLP

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Kurv Yield Premium Strategy Netflix ETF (NFLP).

MSFY and NFLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSFY is an actively managed fund by Kurv. It was launched on Oct 30, 2023. NFLP is an actively managed fund by Kurv. It was launched on Oct 26, 2023.

Performance

MSFY vs. NFLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Kurv Yield Premium Strategy Netflix ETF (NFLP). The values are adjusted to include any dividend payments, if applicable.

MSFY vs. NFLP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MSFY Kurv Yield Premium Strategy Microsoft ETF	-26.14%	14.11%	10.88%	2.57%
NFLP Kurv Yield Premium Strategy Netflix ETF	0.30%	-1.54%	53.24%	7.25%

Returns By Period

In the year-to-date period, MSFY achieves a -26.14% return, which is significantly lower than NFLP's 0.30% return.

MSFY

• 1D: 3.28%
• 1M: -6.69%
• YTD: -26.14%
• 6M: -28.37%
• 1Y: -6.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NFLP

• 1D: 3.42%
• 1M: -0.97%
• YTD: 0.30%
• 6M: -20.64%
• 1Y: -5.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MSFY vs. NFLP - Expense Ratio Comparison

MSFY has a 1.00% expense ratio, which is higher than NFLP's 0.99% expense ratio.

MSFY

Kurv Yield Premium Strategy Microsoft ETF

NFLP

Kurv Yield Premium Strategy Netflix ETF

Return for Risk

MSFY vs. NFLP — Risk / Return Rank

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

MSFY

MSFY Risk / Return Rank: 8
MSFY Sharpe Ratio Rank: 7
MSFY Sortino Ratio Rank: 7
MSFY Omega Ratio Rank: 7
MSFY Calmar Ratio Rank: 9
MSFY Martin Ratio Rank: 7

NFLP

NFLP Risk / Return Rank: 10
NFLP Sharpe Ratio Rank: 9
NFLP Sortino Ratio Rank: 10
NFLP Omega Ratio Rank: 10
NFLP Calmar Ratio Rank: 10
NFLP Martin Ratio Rank: 10

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.

MSFY vs. NFLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Kurv Yield Premium Strategy Netflix ETF (NFLP). 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.

	MSFY	NFLP	Difference
Sharpe ratio Return per unit of total volatility	-0.25	-0.16	-0.09
Sortino ratio Return per unit of downside risk	-0.17	-0.00	-0.17
Omega ratio Gain probability vs. loss probability	0.97	1.00	-0.03
Calmar ratio Return relative to maximum drawdown	-0.22	-0.12	-0.10
Martin ratio Return relative to average drawdown	-0.63	-0.26	-0.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSFY vs. NFLP - Sharpe Ratio Comparison

The current MSFY Sharpe Ratio is -0.25, which is lower than the NFLP Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of MSFY and NFLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSFY	NFLP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	-0.16	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.91	-0.99

Correlation

The correlation between MSFY and NFLP is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MSFY vs. NFLP - Dividend Comparison

MSFY's dividend yield for the trailing twelve months is around 28.28%, more than NFLP's 22.51% yield.

	TTM	2025	2024	2023
MSFY Kurv Yield Premium Strategy Microsoft ETF	28.28%	18.56%	14.35%	1.94%
NFLP Kurv Yield Premium Strategy Netflix ETF	22.51%	26.56%	19.87%	3.21%

Drawdowns

MSFY vs. NFLP - Drawdown Comparison

The maximum MSFY drawdown since its inception was -34.21%, smaller than the maximum NFLP drawdown of -43.48%. Use the drawdown chart below to compare losses from any high point for MSFY and NFLP.

Drawdown Indicators

	MSFY	NFLP	Difference
Max Drawdown Largest peak-to-trough decline	-34.21%	-43.48%	+9.27%
Max Drawdown (1Y) Largest decline over 1 year	-34.21%	-43.48%	+9.27%
Current Drawdown Current decline from peak	-31.76%	-28.42%	-3.34%
Average Drawdown Average peak-to-trough decline	-5.99%	-8.08%	+2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.69%	20.29%	-8.60%

Volatility

MSFY vs. NFLP - Volatility Comparison

The current volatility for Kurv Yield Premium Strategy Microsoft ETF (MSFY) is 7.32%, while Kurv Yield Premium Strategy Netflix ETF (NFLP) has a volatility of 7.80%. This indicates that MSFY experiences smaller price fluctuations and is considered to be less risky than NFLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFY	NFLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.32%	7.80%	-0.48%
Volatility (6M) Calculated over the trailing 6-month period	20.94%	26.24%	-5.30%
Volatility (1Y) Calculated over the trailing 1-year period	25.82%	32.50%	-6.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.94%	28.07%	-7.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.94%	28.07%	-7.13%