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NFLU vs. TSYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFLU vs. TSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long Netflix Daily Target ETF (NFLU) and TSPY Lift ETF (TSYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NFLU

1D
-0.32%
1M
-33.62%
YTD
-46.72%
6M
-46.68%
1Y
-73.54%
3Y*
5Y*
10Y*

TSYX

1D
-1.51%
1M
-2.07%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLU vs. TSYX - Yearly Performance Comparison


Correlation

The correlation between NFLU and TSYX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 7, 2026

0.14

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Return for Risk

NFLU vs. TSYX — Risk / Return Rank

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

NFLU
NFLU Risk / Return Rank: 11
Overall Rank
NFLU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NFLU Sortino Ratio Rank: 00
Sortino Ratio Rank
NFLU Omega Ratio Rank: 00
Omega Ratio Rank
NFLU Calmar Ratio Rank: 11
Calmar Ratio Rank
NFLU Martin Ratio Rank: 11
Martin Ratio Rank

TSYX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

NFLU vs. TSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long Netflix Daily Target ETF (NFLU) and TSPY Lift ETF (TSYX). 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.


NFLUTSYXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.74

Calmar ratioReturn relative to maximum drawdown

-0.96

Martin ratioReturn relative to average drawdown

-1.50

NFLU vs. TSYX - Sharpe Ratio Comparison


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Drawdowns

NFLU vs. TSYX - Drawdown Comparison

The maximum NFLU drawdown since its inception was -76.74%, which is greater than TSYX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for NFLU and TSYX.


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Drawdown Indicators


NFLUTSYXDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-13.39%

-63.35%

Max Drawdown (1Y)

Largest decline over 1 year

-76.74%

Current Drawdown

Current decline from peak

-76.74%

-4.13%

-72.61%

Average Drawdown

Average peak-to-trough decline

-29.18%

-2.98%

-26.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.08%

Volatility

NFLU vs. TSYX - Volatility Comparison


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Volatility by Period


NFLUTSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.02%

Volatility (6M)

Calculated over the trailing 6-month period

50.90%

Volatility (1Y)

Calculated over the trailing 1-year period

67.87%

19.14%

+48.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.06%

19.14%

+49.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.06%

19.14%

+49.92%

NFLU vs. TSYX - Expense Ratio Comparison

NFLU has a 1.05% expense ratio, which is higher than TSYX's 0.98% expense ratio.


Dividends

NFLU vs. TSYX - Dividend Comparison

NFLU has not paid dividends to shareholders, while TSYX's dividend yield for the trailing twelve months is around 7.25%.


Frequently Asked Questions


NFLU and TSYX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSYX is cheaper at 0.98% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSYX is cheaper with a 0.98% expense ratio, compared with 1.05% for NFLU.

TSYX has the higher dividend yield at 7.25%, compared with 0.00% for NFLU.

They also come from different issuers: REX Shares and TappAlpha. Their fees differ too: 1.05% for NFLU and 0.98% for TSYX.

Portfolio Optimizer

Find the right allocation for NFLU and TSYX

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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