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NFLY vs. AMZY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFLY and AMZY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NFLY vs. AMZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NFLX Option Income Strategy ETF (NFLY) and YieldMax AMZN Option Income Strategy ETF (AMZY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NFLY:

2.78

AMZY:

0.24

Sortino Ratio

NFLY:

3.48

AMZY:

0.50

Omega Ratio

NFLY:

1.50

AMZY:

1.07

Calmar Ratio

NFLY:

4.55

AMZY:

0.27

Martin Ratio

NFLY:

16.03

AMZY:

0.71

Ulcer Index

NFLY:

4.56%

AMZY:

9.02%

Daily Std Dev

NFLY:

26.80%

AMZY:

26.81%

Max Drawdown

NFLY:

-21.45%

AMZY:

-23.70%

Current Drawdown

NFLY:

0.00%

AMZY:

-9.47%

Returns By Period

In the year-to-date period, NFLY achieves a 24.35% return, which is significantly higher than AMZY's -1.30% return.


NFLY

YTD

24.35%

1M

15.22%

6M

29.51%

1Y

73.75%

5Y*

N/A

10Y*

N/A

AMZY

YTD

-1.30%

1M

11.89%

6M

-0.96%

1Y

6.29%

5Y*

N/A

10Y*

N/A

*Annualized

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NFLY vs. AMZY - Expense Ratio Comparison

Both NFLY and AMZY have an expense ratio of 0.99%.


Risk-Adjusted Performance

NFLY vs. AMZY — Risk-Adjusted Performance Rank

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

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9797
Overall Rank
The Sharpe Ratio Rank of NFLY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9797
Martin Ratio Rank

AMZY
The Risk-Adjusted Performance Rank of AMZY is 3131
Overall Rank
The Sharpe Ratio Rank of AMZY is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 3131
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 3030
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 3636
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFLY vs. AMZY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.


The current NFLY Sharpe Ratio is 2.78, which is higher than the AMZY Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of NFLY and AMZY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NFLY vs. AMZY - Dividend Comparison

NFLY's dividend yield for the trailing twelve months is around 43.71%, less than AMZY's 52.35% yield.


TTM20242023
NFLY
YieldMax NFLX Option Income Strategy ETF
43.71%49.91%11.84%
AMZY
YieldMax AMZN Option Income Strategy ETF
52.35%47.91%9.90%

Drawdowns

NFLY vs. AMZY - Drawdown Comparison

The maximum NFLY drawdown since its inception was -21.45%, smaller than the maximum AMZY drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for NFLY and AMZY. For additional features, visit the drawdowns tool.


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Volatility

NFLY vs. AMZY - Volatility Comparison

The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 6.74%, while YieldMax AMZN Option Income Strategy ETF (AMZY) has a volatility of 8.89%. This indicates that NFLY experiences smaller price fluctuations and is considered to be less risky than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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