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 -38.15% vs -32.63% for NFLY. Their correlation of 0.91 means they have usually moved in the same direction.
Performance
NFLX vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, NFLX achieves a -23.52% return, which is significantly lower than NFLY's -19.50% return.
NFLX
- 1D
- -2.00%
- 1M
- -3.34%
- 6M
- -14.11%
- YTD
- -23.52%
- 1Y
- -38.15%
- 3Y*
- 17.81%
- 5Y*
- 6.74%
- 10Y*
- 22.59%
- ALL TIME*
- 30.45%
NFLY
- 1D
- 0.13%
- 1M
- -4.45%
- 6M
- -13.08%
- YTD
- -19.50%
- 1Y
- -32.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
NFLX Netflix, Inc. | $3.27B | $3.56B | $3.41B |
| $416.46K | $523.86K | $744.62K |
NFLX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLX Netflix, Inc. | -23.52% | 5.19% | 83.07% | 10.46% |
NFLY YieldMax NFLX Option Income Strategy ETF | -19.50% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between NFLX and NFLY is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
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 0.94 - 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 | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.79 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.80 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.45 | -1.47 | +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 -43.49%. 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% | -43.49% | -38.50% |
Max Drawdown (1Y)Largest decline over 1 year | -46.49% | -40.74% | -5.75% |
Max Drawdown (3Y)Largest decline over 3 years | -49.52% | — | — |
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 | -46.45% | -40.22% | -6.23% |
Average DrawdownAverage peak-to-trough decline | -25.02% | -10.05% | -14.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.37% | 22.25% | +4.12% |
Volatility
NFLX vs. NFLY - Volatility Comparison
Netflix, Inc. (NFLX) has a higher volatility of 11.07% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 8.42%. 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 | 11.07% | 8.42% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 27.83% | 22.71% | +5.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.79% | 28.74% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.50% | 28.38% | +15.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.35% | 28.38% | +12.97% |
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 64.16%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 64.16% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
With a correlation of 0.94, 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 (11.07%) compared to NFLY (8.42%). In terms of maximum drawdown, NFLX dropped -81.99% vs NFLY's -43.49%.
NFLX currently has the higher Sharpe Ratio (-1.10 vs -1.14), 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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