NFLX vs. NFLY
NFLX (Netflix, Inc.) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, NFLX returned -36.69% vs -30.37% for NFLY. Their correlation of 0.91 suggests significant overlap in exposure.
Performance
NFLX vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -17.47% return, which is significantly lower than NFLY's -12.07% return.
NFLX
- 1D
- 0.55%
- 1M
- -12.16%
- YTD
- -17.47%
- 6M
- -18.02%
- 1Y
- -36.69%
- 3Y*
- 21.45%
- 5Y*
- 9.09%
- 10Y*
- 23.49%
NFLY
- 1D
- 0.40%
- 1M
- -9.05%
- YTD
- -12.07%
- 6M
- -12.12%
- 1Y
- -30.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLX Netflix, Inc. | -17.47% | 5.19% | 83.07% | 10.46% |
NFLY YieldMax NFLX Option Income Strategy ETF | -12.07% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between NFLX and NFLY is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.91 |
The correlation between NFLX and NFLY has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
NFLX vs. NFLY — Risk / Return Rank
NFLX
NFLY
NFLX vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Netflix, Inc. (NFLX) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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.
| NFLX | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.80 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.82 | -0.03 |
| Martin ratioReturn relative to average drawdown | -1.43 | -1.40 | -0.02 |
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Drawdowns
NFLX vs. NFLY - Drawdown Comparison
The maximum NFLX drawdown since its inception was -81.99%, which is greater than NFLY's maximum drawdown of -37.18%. Use the drawdown chart below to compare losses from any high point for NFLX and NFLY.
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Drawdown Indicators
| NFLX | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -37.18% | -44.81% |
Max Drawdown (1Y)Largest decline over 1 year | -43.35% | -37.18% | -6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -43.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -75.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -75.95% | — | — |
Current DrawdownCurrent decline from peak | -42.22% | -34.71% | -7.51% |
Average DrawdownAverage peak-to-trough decline | -24.92% | -8.87% | -16.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.72% | 21.65% | +4.07% |
Volatility
NFLX vs. NFLY - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 6.35% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 5.18%. This indicates that NFLX's price experiences larger fluctuations and is considered to be riskier than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLX | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 5.18% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 24.86% | 20.52% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.33% | 27.84% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.14% | 28.19% | +14.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.52% | 28.19% | +13.33% |
Dividends
NFLX vs. NFLY - Dividend Comparison
NFLX has not paid dividends to shareholders, while NFLY's dividend yield for the trailing twelve months is around 63.45%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 63.45% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
With a correlation of 0.95, NFLX and NFLY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NFLX has higher volatility (6.35%) compared to NFLY (5.18%). In terms of maximum drawdown, NFLX dropped -81.99% vs NFLY's -37.18%.
NFLY currently has the higher Sharpe Ratio (-1.09 vs -1.10), 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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