MSFY vs. NVDA

Last updated Jun 4, 2026

MSFY (Kurv Yield Premium Strategy Microsoft ETF) is Derivative Income fund actively managed by Kurv, while NVDA (NVIDIA Corporation) is a stock. Over the past year, MSFY returned -7.25% vs 52.10% for NVDA. At a 0.49 correlation, their price movements are largely independent.

Performance

MSFY vs. NVDA - Performance Comparison

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

Returns By Period

In the year-to-date period, MSFY achieves a -13.99% return, which is significantly lower than NVDA's 15.15% return.

MSFY

• 1D: -3.43%
• 1M: 4.37%
• YTD: -13.99%
• 6M: -12.67%
• 1Y: -7.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVDA

• 1D: -3.62%
• 1M: 8.20%
• YTD: 15.15%
• 6M: 19.59%
• 1Y: 52.10%
• 3Y*: 76.15%
• 5Y*: 65.05%
• 10Y*: 68.84%

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

MSFY vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MSFY Kurv Yield Premium Strategy Microsoft ETF	-13.99%	14.11%	10.88%	2.57%
NVDA NVIDIA Corporation	15.15%	38.92%	171.25%	8.25%

Correlation

The correlation between MSFY and NVDA is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 7, 2023	0.49

Return for Risk

MSFY vs. NVDA — Risk / Return Rank

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

MSFY

MSFY Risk / Return Rank: 6
MSFY Sharpe Ratio Rank: 6
MSFY Sortino Ratio Rank: 6
MSFY Omega Ratio Rank: 6
MSFY Calmar Ratio Rank: 7
MSFY Martin Ratio Rank: 7

NVDA

NVDA Risk / Return Rank: 78
NVDA Sharpe Ratio Rank: 81
NVDA Sortino Ratio Rank: 77
NVDA Omega Ratio Rank: 73
NVDA Calmar Ratio Rank: 79
NVDA Martin Ratio Rank: 79

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. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and NVIDIA Corporation (NVDA). 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	NVDA	Difference
Sharpe ratio: Return per unit of total volatility	-0.27	1.53	-1.81
Sortino ratio: Return per unit of downside risk	-0.19	2.15	-2.34
Omega ratio: Gain probability vs. loss probability	0.97	1.26	-0.29
Calmar ratio: Return relative to maximum drawdown	-0.21	2.59	-2.80
Martin ratio: Return relative to average drawdown	-0.47	6.36	-6.83
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. NVDA - Sharpe Ratio Comparison

The current MSFY Sharpe Ratio is -0.27, which is lower than the NVDA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of MSFY and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MSFY	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	1.53	-1.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.63	-0.43

Drawdowns

MSFY vs. NVDA - Drawdown Comparison

The maximum MSFY drawdown since its inception was -34.21%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for MSFY and NVDA.

Drawdown Indicators

	MSFY	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-34.21%	-89.72%	+55.51%
Max Drawdown (1Y) Largest decline over 1 year	-34.21%	-20.21%	-14.00%
Max Drawdown (3Y) Largest decline over 3 years	—	-36.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-66.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-20.53%	-8.90%	-11.63%
Average Drawdown Average peak-to-trough decline	-7.20%	-36.21%	+29.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.40%	8.21%	+7.19%

Volatility

MSFY vs. NVDA - Volatility Comparison

The current volatility for Kurv Yield Premium Strategy Microsoft ETF (MSFY) is 10.84%, while NVIDIA Corporation (NVDA) has a volatility of 12.53%. This indicates that MSFY experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFY	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.84%	12.53%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	25.02%	25.54%	-0.52%
Volatility (1Y) Calculated over the trailing 1-year period	26.51%	34.22%	-7.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.27%	51.69%	-29.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.27%	49.80%	-27.53%

Dividends

MSFY vs. NVDA - Dividend Comparison

MSFY's dividend yield for the trailing twelve months is around 24.31%, more than NVDA's 0.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSFY Kurv Yield Premium Strategy Microsoft ETF	24.31%	18.56%	14.35%	1.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

Frequently Asked Questions

Can I hold both MSFY and NVDA in my portfolio?

MSFY and NVDA have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MSFY or NVDA?

NVDA has higher volatility (12.53%) compared to MSFY (10.84%). In terms of maximum drawdown, MSFY dropped -34.21% vs NVDA's -89.72%.

Which has better risk-adjusted returns?

NVDA currently has the higher Sharpe Ratio (1.53 vs -0.27), 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.