NFLP vs. SGOV
NFLP (Kurv Yield Premium Strategy Netflix ETF) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - NFLP is a Derivative Income fund actively managed by Kurv, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. NFLP is actively managed, while SGOV is passively managed. Over the past year, NFLP returned -44.80% vs 3.87% for SGOV. At a 0.02 correlation, their price movements are largely independent. NFLP charges 0.99%/yr vs 0.09%/yr for SGOV.
Performance
NFLP vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, NFLP achieves a -27.57% return, which is significantly lower than SGOV's 1.95% return.
NFLP
- 1D
- 0.74%
- 1M
- -7.28%
- 6M
- -22.79%
- YTD
- -27.57%
- 1Y
- -44.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 1.95%
- 1Y
- 3.87%
- 3Y*
- 4.66%
- 5Y*
- 3.62%
- 10Y*
- —
NFLP vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLP Kurv Yield Premium Strategy Netflix ETF | -27.57% | -1.54% | 53.24% | 13.91% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.95% | 4.24% | 5.27% | 0.94% |
Correlation
The correlation between NFLP and SGOV is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.02 |
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Return for Risk
NFLP vs. SGOV — Risk / Return Rank
NFLP
SGOV
NFLP vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Netflix ETF (NFLP) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| NFLP | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -22.11 | ||
| Sortino ratioReturn per unit of downside risk | -384.81 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 383.06 | -382.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 390.94 | -391.88 |
| Martin ratioReturn relative to average drawdown | -1.72 | 6,193.70 | -6,195.42 |
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Drawdowns
NFLP vs. SGOV - Drawdown Comparison
The maximum NFLP drawdown since its inception was -50.68%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for NFLP and SGOV.
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Drawdown Indicators
| NFLP | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -0.03% | -50.65% |
Max Drawdown (1Y)Largest decline over 1 year | -48.16% | -0.01% | -48.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -48.31% | 0.00% | -48.31% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -0.00% | -11.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.11% | 0.00% | +26.11% |
Volatility
NFLP vs. SGOV - Volatility Comparison
Kurv Yield Premium Strategy Netflix ETF (NFLP) has a higher volatility of 13.10% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that NFLP's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLP | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.10% | 0.05% | +13.05% |
Volatility (6M)Calculated over the trailing 6-month period | 29.36% | 0.13% | +29.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.26% | 0.19% | +35.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 0.24% | +29.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.38% | 0.24% | +29.14% |
NFLP vs. SGOV - Expense Ratio Comparison
NFLP has a 0.99% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Dividends
NFLP vs. SGOV - Dividend Comparison
NFLP's dividend yield for the trailing twelve months is around 28.41%, more than SGOV's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
NFLP Kurv Yield Premium Strategy Netflix ETF | 28.41% | 26.56% | 19.87% | 3.21% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
NFLP and SGOV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLP has higher volatility (13.10%) compared to SGOV (0.05%). In terms of maximum drawdown, NFLP dropped -50.68% vs SGOV's -0.03%.
On 1-year performance, SGOV leads with 3.87% vs -44.80% for NFLP. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SGOV has performed better with a 3.87% return vs -44.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.99% for NFLP.
NFLP has the higher dividend yield at 28.41%, compared with 3.80% for SGOV.
NFLP is categorized as Derivative Income, while SGOV is Ultrashort Bond. They also come from different issuers: Kurv and iShares. Their fees differ too: 0.99% for NFLP and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.84 vs -1.27), 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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