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

Correlation

The correlation between MURGY and NFLY is 0.14, 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.


Performance

MURGY vs. NFLY - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
91.10%
108.36%
MURGY
NFLY

Key characteristics

Sharpe Ratio

MURGY:

1.71

NFLY:

2.68

Sortino Ratio

MURGY:

2.61

NFLY:

3.41

Omega Ratio

MURGY:

1.36

NFLY:

1.50

Calmar Ratio

MURGY:

3.94

NFLY:

4.36

Martin Ratio

MURGY:

11.44

NFLY:

15.37

Ulcer Index

MURGY:

4.62%

NFLY:

4.56%

Daily Std Dev

MURGY:

26.88%

NFLY:

26.44%

Max Drawdown

MURGY:

-48.43%

NFLY:

-21.45%

Current Drawdown

MURGY:

-1.14%

NFLY:

-0.93%

Returns By Period

In the year-to-date period, MURGY achieves a 37.18% return, which is significantly higher than NFLY's 21.06% return.


MURGY

YTD

37.18%

1M

18.63%

6M

36.97%

1Y

45.40%

5Y*

31.38%

10Y*

20.68%

NFLY

YTD

21.06%

1M

16.80%

6M

30.89%

1Y

70.37%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MURGY vs. NFLY — Risk-Adjusted Performance Rank

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

MURGY
The Risk-Adjusted Performance Rank of MURGY is 9494
Overall Rank
The Sharpe Ratio Rank of MURGY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MURGY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of MURGY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MURGY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MURGY is 9696
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9797
Overall Rank
The Sharpe Ratio Rank of NFLY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9696
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.

MURGY vs. NFLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Muenchener Rueckver Ges (MURGY) 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.


The current MURGY Sharpe Ratio is 1.71, which is lower than the NFLY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of MURGY 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 Ratio1.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.71
2.68
MURGY
NFLY

Dividends

MURGY vs. NFLY - Dividend Comparison

MURGY's dividend yield for the trailing twelve months is around 3.26%, less than NFLY's 44.90% yield.


TTM20242023202220212020201920182017201620152014
MURGY
Muenchener Rueckver Ges
3.26%3.18%3.07%3.72%3.98%3.58%3.50%4.77%21.58%4.92%4.18%5.00%
NFLY
YieldMax NFLX Option Income Strategy ETF
44.90%49.91%11.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MURGY vs. NFLY - Drawdown Comparison

The maximum MURGY drawdown since its inception was -48.43%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for MURGY and NFLY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.14%
-0.93%
MURGY
NFLY

Volatility

MURGY vs. NFLY - Volatility Comparison

Muenchener Rueckver Ges (MURGY) has a higher volatility of 10.42% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 5.83%. This indicates that MURGY's price experiences larger fluctuations and is considered to be riskier than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.42%
5.83%
MURGY
NFLY