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 -41.42% vs -35.31% for NFLY. Their correlation of 0.91 suggests significant overlap in exposure.
Performance
NFLX vs. NFLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NFLX achieves a -19.51% return, which is significantly lower than NFLY's -15.88% return.
NFLX
- 1D
- -0.16%
- 1M
- -7.30%
- 6M
- -16.64%
- YTD
- -19.51%
- 1Y
- -41.42%
- 3Y*
- 19.55%
- 5Y*
- 7.08%
- 10Y*
- 23.07%
NFLY
- 1D
- -0.16%
- 1M
- -7.99%
- 6M
- -13.30%
- YTD
- -15.88%
- 1Y
- -35.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLX Netflix, Inc. | -19.51% | 5.19% | 83.07% | 10.46% |
NFLY YieldMax NFLX Option Income Strategy ETF | -15.88% | 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.
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
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 | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.77 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.95 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.69 | -1.71 | +0.02 |
Loading charts...
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 -39.68%. Use the drawdown chart below to compare losses from any high point for NFLX and NFLY.
Loading charts...
Drawdown Indicators
| NFLX | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.99% | -39.68% | -42.31% |
Max Drawdown (1Y)Largest decline over 1 year | -44.36% | -37.23% | -7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -47.06% | — | — |
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 | -43.64% | -37.53% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -24.96% | -9.38% | -15.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.26% | 20.99% | +4.27% |
Volatility
NFLX vs. NFLY - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 11.67% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 9.15%. 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.
Loading charts...
Volatility by Period
| NFLX | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.67% | 9.15% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 26.70% | 21.92% | +4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.41% | 28.62% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.36% | 28.35% | +15.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.52% | 28.35% | +13.17% |
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 64.08%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 64.08% | 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 (11.67%) compared to NFLY (9.15%). In terms of maximum drawdown, NFLX dropped -81.99% vs NFLY's -39.68%.
NFLX currently has the higher Sharpe Ratio (-1.21 vs -1.24), 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.
Find the right allocation for NFLX and NFLY
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