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

Correlation

The correlation between MURGY and NFLY is 0.05, 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.


-0.50.00.51.00.0

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.

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
7.88%
46.15%
MURGY
NFLY

Key characteristics

Sharpe Ratio

MURGY:

1.31

NFLY:

3.10

Sortino Ratio

MURGY:

1.87

NFLY:

3.96

Omega Ratio

MURGY:

1.23

NFLY:

1.58

Calmar Ratio

MURGY:

2.48

NFLY:

7.27

Martin Ratio

MURGY:

5.63

NFLY:

22.40

Ulcer Index

MURGY:

5.13%

NFLY:

3.23%

Daily Std Dev

MURGY:

22.08%

NFLY:

23.20%

Max Drawdown

MURGY:

-48.43%

NFLY:

-21.45%

Current Drawdown

MURGY:

-1.97%

NFLY:

0.00%

Returns By Period

In the year-to-date period, MURGY achieves a 9.18% return, which is significantly lower than NFLY's 13.88% return.


MURGY

YTD

9.18%

1M

7.25%

6M

7.89%

1Y

27.48%

5Y*

28.13%

10Y*

30.55%

NFLY

YTD

13.88%

1M

18.60%

6M

46.15%

1Y

66.82%

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

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 8282
Overall Rank
The Sharpe Ratio Rank of MURGY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MURGY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MURGY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of MURGY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MURGY is 8282
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9696
Overall Rank
The Sharpe Ratio Rank of NFLY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9595
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.


Sharpe ratio
The chart of Sharpe ratio for MURGY, currently valued at 1.31, compared to the broader market-2.000.002.004.001.313.10
The chart of Sortino ratio for MURGY, currently valued at 1.87, compared to the broader market-6.00-4.00-2.000.002.004.006.001.873.96
The chart of Omega ratio for MURGY, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.58
The chart of Calmar ratio for MURGY, currently valued at 2.48, compared to the broader market0.002.004.006.002.487.27
The chart of Martin ratio for MURGY, currently valued at 5.63, compared to the broader market-10.000.0010.0020.0030.005.6322.40
MURGY
NFLY

The current MURGY Sharpe Ratio is 1.31, which is lower than the NFLY Sharpe Ratio of 3.10. 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.31
3.10
MURGY
NFLY

Dividends

MURGY vs. NFLY - Dividend Comparison

MURGY's dividend yield for the trailing twelve months is around 14.72%, less than NFLY's 45.83% yield.


TTM20242023202220212020201920182017201620152014
MURGY
Muenchener Rueckver Ges
14.72%16.07%15.11%18.62%3.88%17.87%17.66%4.93%21.58%23.46%4.22%5.01%
NFLY
YieldMax NFLX Option Income Strategy ETF
45.83%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.97%
0
MURGY
NFLY

Volatility

MURGY vs. NFLY - Volatility Comparison

The current volatility for Muenchener Rueckver Ges (MURGY) is 5.59%, while YieldMax NFLX Option Income Strategy ETF (NFLY) has a volatility of 6.67%. This indicates that MURGY experiences smaller price fluctuations and is considered to be less risky 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%SeptemberOctoberNovemberDecember2025February
5.59%
6.67%
MURGY
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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