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NAMM vs. CONY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NAMM vs. CONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Namib Minerals (NAMM) and YieldMax COIN Option Income Strategy ETF (CONY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NAMM achieves a 71.29% return, which is significantly higher than CONY's -30.21% return.


NAMM

1D
-5.46%
1M
20.98%
YTD
71.29%
6M
61.68%
1Y
-87.52%
3Y*
5Y*
10Y*

CONY

1D
-4.67%
1M
-15.89%
YTD
-30.21%
6M
-33.56%
1Y
-54.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NAMM vs. CONY - Yearly Performance Comparison


2026 (YTD)2025
NAMM
Namib Minerals
71.29%-94.13%
CONY
YieldMax COIN Option Income Strategy ETF
-30.21%-19.42%

Correlation

The correlation between NAMM and CONY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2025

0.16

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Return for Risk

NAMM vs. CONY — Risk / Return Rank

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

NAMM
NAMM Risk / Return Rank: 2020
Overall Rank
NAMM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NAMM Sortino Ratio Rank: 2525
Sortino Ratio Rank
NAMM Omega Ratio Rank: 2626
Omega Ratio Rank
NAMM Calmar Ratio Rank: 44
Calmar Ratio Rank
NAMM Martin Ratio Rank: 1919
Martin Ratio Rank

CONY
CONY Risk / Return Rank: 22
Overall Rank
CONY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CONY Sortino Ratio Rank: 11
Sortino Ratio Rank
CONY Omega Ratio Rank: 11
Omega Ratio Rank
CONY Calmar Ratio Rank: 22
Calmar Ratio Rank
CONY Martin Ratio Rank: 22
Martin Ratio Rank
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.

NAMM vs. CONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Namib Minerals (NAMM) and YieldMax COIN Option Income Strategy ETF (CONY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NAMMCONYDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

0.96

0.83

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.87

-0.08

Martin ratioReturn relative to average drawdown

-1.12

-1.37

+0.26

NAMM vs. CONY - Sharpe Ratio Comparison

The current NAMM Sharpe Ratio is -0.41, which is higher than the CONY Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of NAMM and CONY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NAMM vs. CONY - Drawdown Comparison

The maximum NAMM drawdown since its inception was -97.05%, which is greater than CONY's maximum drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for NAMM and CONY.


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Drawdown Indicators


NAMMCONYDifference

Max Drawdown

Largest peak-to-trough decline

-97.05%

-63.57%

-33.48%

Max Drawdown (1Y)

Largest decline over 1 year

-92.64%

-63.39%

-29.25%

Current Drawdown

Current decline from peak

-94.46%

-60.46%

-34.00%

Average Drawdown

Average peak-to-trough decline

-88.58%

-22.89%

-65.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

80.33%

40.07%

+40.26%

Volatility

NAMM vs. CONY - Volatility Comparison

Namib Minerals (NAMM) has a higher volatility of 41.94% compared to YieldMax COIN Option Income Strategy ETF (CONY) at 15.90%. This indicates that NAMM's price experiences larger fluctuations and is considered to be riskier than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAMMCONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.94%

15.90%

+26.04%

Volatility (6M)

Calculated over the trailing 6-month period

148.27%

44.57%

+103.70%

Volatility (1Y)

Calculated over the trailing 1-year period

215.97%

57.96%

+158.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

228.95%

59.92%

+169.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

228.95%

59.92%

+169.03%

Dividends

NAMM vs. CONY - Dividend Comparison

NAMM has not paid dividends to shareholders, while CONY's dividend yield for the trailing twelve months is around 215.02%.


PositionTTM202520242023
CONY
YieldMax COIN Option Income Strategy ETF
215.02%192.07%155.66%16.43%
NAMM
Namib Minerals
0.00%0.00%0.00%0.00%

Frequently Asked Questions


NAMM and CONY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NAMM has higher volatility (41.94%) compared to CONY (15.90%). In terms of maximum drawdown, NAMM dropped -97.05% vs CONY's -63.57%.

NAMM currently has the higher Sharpe Ratio (-0.41 vs -0.96), 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.

Portfolio Optimizer

Find the right allocation for NAMM and CONY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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