NFLP vs. OIH
NFLP (Kurv Yield Premium Strategy Netflix ETF) and OIH (VanEck Vectors Oil Services ETF) are both exchange-traded funds - NFLP is a Derivative Income fund actively managed by Kurv, while OIH is a Energy Equities fund tracking the MVIS US Listed Oil Services 25 Index. NFLP is actively managed, while OIH is passively managed. Over the past year, NFLP returned -38.72% vs 99.03% for OIH. At a 0.04 correlation, their price movements are largely independent. NFLP charges 0.99%/yr vs 0.35%/yr for OIH.
Performance
NFLP vs. OIH - Performance Comparison
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Returns By Period
In the year-to-date period, NFLP achieves a -18.72% return, which is significantly lower than OIH's 54.15% return.
NFLP
- 1D
- -0.13%
- 1M
- -8.48%
- YTD
- -18.72%
- 6M
- -25.32%
- 1Y
- -38.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OIH
- 1D
- 1.80%
- 1M
- -0.39%
- YTD
- 54.15%
- 6M
- 45.31%
- 1Y
- 99.03%
- 3Y*
- 19.96%
- 5Y*
- 14.03%
- 10Y*
- -1.41%
NFLP vs. OIH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLP Kurv Yield Premium Strategy Netflix ETF | -18.72% | -1.54% | 53.24% | 13.96% |
OIH VanEck Vectors Oil Services ETF | 54.15% | 6.81% | -10.53% | -3.71% |
Correlation
The correlation between NFLP and OIH is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2023 | 0.04 |
The correlation between NFLP and OIH shifts across timeframes, from -0.17 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NFLP vs. OIH — Risk / Return Rank
NFLP
OIH
NFLP vs. OIH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Netflix ETF (NFLP) and VanEck Vectors Oil Services ETF (OIH). 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.
| NFLP | OIH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.56 | ||
| Sortino ratioReturn per unit of downside risk | -5.78 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.51 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 10.44 | -11.33 |
| Martin ratioReturn relative to average drawdown | -1.57 | 25.98 | -27.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NFLP | OIH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | 3.39 | -4.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.38 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.01 | +0.47 |
Drawdowns
NFLP vs. OIH - Drawdown Comparison
The maximum NFLP drawdown since its inception was -43.48%, smaller than the maximum OIH drawdown of -94.45%. Use the drawdown chart below to compare losses from any high point for NFLP and OIH.
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Drawdown Indicators
| NFLP | OIH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.48% | -94.45% | +50.97% |
Max Drawdown (1Y)Largest decline over 1 year | -43.48% | -9.54% | -33.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -43.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.62% | — |
Current DrawdownCurrent decline from peak | -41.99% | -60.91% | +18.92% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -48.85% | +39.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.67% | 3.82% | +20.85% |
Volatility
NFLP vs. OIH - Volatility Comparison
The current volatility for Kurv Yield Premium Strategy Netflix ETF (NFLP) is 7.12%, while VanEck Vectors Oil Services ETF (OIH) has a volatility of 8.15%. This indicates that NFLP experiences smaller price fluctuations and is considered to be less risky than OIH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLP | OIH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 8.15% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 27.71% | 20.40% | +7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.37% | 29.38% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.85% | 36.80% | -7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.85% | 42.41% | -13.56% |
NFLP vs. OIH - Expense Ratio Comparison
NFLP has a 0.99% expense ratio, which is higher than OIH's 0.35% expense ratio.
Dividends
NFLP vs. OIH - Dividend Comparison
NFLP's dividend yield for the trailing twelve months is around 26.10%, more than OIH's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFLP Kurv Yield Premium Strategy Netflix ETF | 26.10% | 26.56% | 19.87% | 3.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OIH VanEck Vectors Oil Services ETF | 1.11% | 1.71% | 2.01% | 1.36% | 0.95% | 0.98% | 1.23% | 2.10% | 2.13% | 2.60% | 1.40% | 2.39% |
Frequently Asked Questions
NFLP and OIH have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OIH has higher volatility (8.15%) compared to NFLP (7.12%). In terms of maximum drawdown, NFLP dropped -43.48% vs OIH's -94.45%.
On 1-year performance, OIH leads with 99.03% vs -38.72% for NFLP. On fees, OIH is cheaper at 0.35% per year. On volatility, NFLP has been the lower-risk option at 7.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, OIH has performed better with a 99.03% return vs -38.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
OIH is cheaper with a 0.35% expense ratio, compared with 0.99% for NFLP.
NFLP has the higher dividend yield at 26.10%, compared with 1.11% for OIH.
NFLP is categorized as Derivative Income, while OIH is Energy Equities. They also come from different issuers: Kurv and VanEck. Their fees differ too: 0.99% for NFLP and 0.35% for OIH.
OIH currently has the higher Sharpe Ratio (3.39 vs -1.17), 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.
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