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 -37.65% vs 3.95% for SGOV. At a correlation of -0.01, they often move in opposite directions. 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 -18.61% return, which is significantly lower than SGOV's 1.51% return.
NFLP
- 1D
- -2.43%
- 1M
- -12.31%
- YTD
- -18.61%
- 6M
- -25.81%
- 1Y
- -37.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.51%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
NFLP vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLP Kurv Yield Premium Strategy Netflix ETF | -18.61% | -1.54% | 53.24% | 13.96% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.51% | 4.24% | 5.27% | 0.94% |
Correlation
The correlation between NFLP and SGOV is -0.03, 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 | -0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2023 | -0.01 |
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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.
| NFLP | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.41 | ||
| Sortino ratioReturn per unit of downside risk | -277.34 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 195.55 | -194.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 398.20 | -399.07 |
| Martin ratioReturn relative to average drawdown | -1.54 | 4,462.00 | -4,463.54 |
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 | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.13 | 20.28 | -21.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 14.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 12.48 | -12.00 |
Drawdowns
NFLP vs. SGOV - Drawdown Comparison
The maximum NFLP drawdown since its inception was -43.48%, 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 | -43.48% | -0.03% | -43.45% |
Max Drawdown (1Y)Largest decline over 1 year | -43.48% | -0.01% | -43.47% |
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 | -41.92% | 0.00% | -41.92% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -0.00% | -9.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.52% | 0.00% | +24.52% |
Volatility
NFLP vs. SGOV - Volatility Comparison
Kurv Yield Premium Strategy Netflix ETF (NFLP) has a higher volatility of 8.15% 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 | 8.15% | 0.05% | +8.10% |
Volatility (6M)Calculated over the trailing 6-month period | 27.72% | 0.13% | +27.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.37% | 0.20% | +33.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.88% | 0.24% | +28.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.88% | 0.24% | +28.64% |
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 26.06%, more than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
NFLP Kurv Yield Premium Strategy Netflix ETF | 26.06% | 26.56% | 19.87% | 3.21% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
NFLP and SGOV have a correlation of -0.03, 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 SGOV (0.05%). In terms of maximum drawdown, NFLP dropped -43.48% vs SGOV's -0.03%.
On 1-year performance, SGOV leads with 3.95% vs -37.65% 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 3.95% return vs -37.65%. 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 26.06%, compared with 3.86% 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 (20.28 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.
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