PortfoliosLab logoPortfoliosLab logo
NFLP vs. QYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFLP vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Netflix ETF (NFLP) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NFLP achieves a -18.61% return, which is significantly lower than QYLD's 7.88% return.


NFLP

1D
-2.43%
1M
-12.31%
YTD
-18.61%
6M
-25.81%
1Y
-37.65%
3Y*
5Y*
10Y*

QYLD

1D
-0.06%
1M
1.62%
YTD
7.88%
6M
9.97%
1Y
23.93%
3Y*
13.80%
5Y*
8.43%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLP vs. QYLD - Yearly Performance Comparison


2026 (YTD)202520242023
NFLP
Kurv Yield Premium Strategy Netflix ETF
-18.61%-1.54%53.24%13.96%
QYLD
Global X NASDAQ 100 Covered Call ETF
7.88%9.28%19.35%7.82%

Correlation

The correlation between NFLP and QYLD 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 Oct 30, 2023

0.39

Over the past year, the correlation between NFLP and QYLD has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NFLP vs. QYLD — Risk / Return Rank

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

NFLP
NFLP Risk / Return Rank: 11
Overall Rank
NFLP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NFLP Sortino Ratio Rank: 11
Sortino Ratio Rank
NFLP Omega Ratio Rank: 11
Omega Ratio Rank
NFLP Calmar Ratio Rank: 11
Calmar Ratio Rank
NFLP Martin Ratio Rank: 11
Martin Ratio Rank

QYLD
QYLD Risk / Return Rank: 8888
Overall Rank
QYLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8585
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9292
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9494
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.

NFLP vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Netflix ETF (NFLP) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.


NFLPQYLDDifference
Sharpe ratioReturn per unit of total volatility

-3.93

Sortino ratioReturn per unit of downside risk

-5.57

Omega ratioGain probability vs. loss probability

0.79

1.63

-0.84

Calmar ratioReturn relative to maximum drawdown

-0.87

4.84

-5.71

Martin ratioReturn relative to average drawdown

-1.54

28.36

-29.90

NFLP vs. QYLD - Sharpe Ratio Comparison

The current NFLP Sharpe Ratio is -1.13, which is lower than the QYLD Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of NFLP and QYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NFLPQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.13

2.80

-3.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.59

-0.11

Drawdowns

NFLP vs. QYLD - Drawdown Comparison

The maximum NFLP drawdown since its inception was -43.48%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for NFLP and QYLD.


Loading charts...

Drawdown Indicators


NFLPQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-43.48%

-24.75%

-18.73%

Max Drawdown (1Y)

Largest decline over 1 year

-43.48%

-4.97%

-38.51%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-41.92%

-0.06%

-41.86%

Average Drawdown

Average peak-to-trough decline

-9.73%

-3.84%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.52%

0.85%

+23.67%

Volatility

NFLP vs. QYLD - Volatility Comparison

Kurv Yield Premium Strategy Netflix ETF (NFLP) has a higher volatility of 8.15% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.85%. This indicates that NFLP's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NFLPQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

1.85%

+6.30%

Volatility (6M)

Calculated over the trailing 6-month period

27.72%

7.12%

+20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

33.37%

8.58%

+24.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.88%

14.70%

+14.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.88%

15.49%

+13.39%

NFLP vs. QYLD - Expense Ratio Comparison

NFLP has a 0.99% expense ratio, which is higher than QYLD's 0.60% expense ratio.


Dividends

NFLP vs. QYLD - Dividend Comparison

NFLP's dividend yield for the trailing twelve months is around 26.06%, more than QYLD's 11.46% yield.


PositionTTM20252024202320222021202020192018201720162015
NFLP
Kurv Yield Premium Strategy Netflix ETF
26.06%26.56%19.87%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.46%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Frequently Asked Questions


NFLP and QYLD 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.

NFLP has higher volatility (8.15%) compared to QYLD (1.85%). In terms of maximum drawdown, NFLP dropped -43.48% vs QYLD's -24.75%.

On 1-year performance, QYLD leads with 23.93% vs -37.65% for NFLP. On fees, QYLD is cheaper at 0.60% per year. On volatility, QYLD has been the lower-risk option at 1.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QYLD has performed better with a 23.93% return vs -37.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QYLD is cheaper with a 0.60% expense ratio, compared with 0.99% for NFLP.

NFLP has the higher dividend yield at 26.06%, compared with 11.46% for QYLD.

NFLP is categorized as Derivative Income, while QYLD is Nasdaq-100. They also come from different issuers: Kurv and Global X. Their fees differ too: 0.99% for NFLP and 0.60% for QYLD.

QYLD currently has the higher Sharpe Ratio (2.80 vs -1.13), 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 NFLP and QYLD

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

Open Portfolio Optimizer