NFLY vs. EVGO
NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while EVGO (Evgo Inc) is a stock. Over the past year, NFLY returned -27.58% vs -40.41% for EVGO. At a 0.10 correlation, their price movements are largely independent.
Performance
NFLY vs. EVGO - Performance Comparison
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Returns By Period
In the year-to-date period, NFLY achieves a -8.84% return, which is significantly higher than EVGO's -20.96% return.
NFLY
- 1D
- -1.96%
- 1M
- -7.89%
- YTD
- -8.84%
- 6M
- -15.99%
- 1Y
- -27.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVGO
- 1D
- -3.36%
- 1M
- 5.99%
- YTD
- -20.96%
- 6M
- -30.30%
- 1Y
- -40.41%
- 3Y*
- -17.05%
- 5Y*
- -30.34%
- 10Y*
- —
NFLY vs. EVGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | -8.84% | 1.66% | 66.37% | 3.45% |
EVGO Evgo Inc | -20.96% | -28.15% | 13.13% | -27.53% |
Correlation
The correlation between NFLY and EVGO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2023 | 0.10 |
The correlation between NFLY and EVGO shifts across timeframes, from -0.00 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NFLY vs. EVGO — Risk / Return Rank
NFLY
EVGO
NFLY vs. EVGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and Evgo Inc (EVGO). 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.
| NFLY | EVGO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.00 | -0.68 | -0.32 |
Sortino ratioReturn per unit of downside risk | -1.38 | -0.82 | -0.56 |
Omega ratioGain probability vs. loss probability | 0.82 | 0.91 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.61 | -0.14 |
Martin ratioReturn relative to average drawdown | -1.34 | -1.05 | -0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NFLY | EVGO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | -0.68 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | -0.26 | +0.90 |
Drawdowns
NFLY vs. EVGO - Drawdown Comparison
The maximum NFLY drawdown since its inception was -37.18%, smaller than the maximum EVGO drawdown of -92.48%. Use the drawdown chart below to compare losses from any high point for NFLY and EVGO.
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Drawdown Indicators
| NFLY | EVGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.18% | -92.48% | +55.30% |
Max Drawdown (1Y)Largest decline over 1 year | -37.18% | -66.87% | +29.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -81.43% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -91.37% | — |
Current DrawdownCurrent decline from peak | -32.30% | -89.58% | +57.28% |
Average DrawdownAverage peak-to-trough decline | -8.51% | -70.02% | +61.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.55% | 38.63% | -18.08% |
Volatility
NFLY vs. EVGO - Volatility Comparison
The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 6.12%, while Evgo Inc (EVGO) has a volatility of 18.19%. This indicates that NFLY experiences smaller price fluctuations and is considered to be less risky than EVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLY | EVGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 18.19% | -12.07% |
Volatility (6M)Calculated over the trailing 6-month period | 21.18% | 41.56% | -20.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.67% | 59.58% | -31.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.32% | 86.26% | -57.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.32% | 89.45% | -61.13% |
Dividends
NFLY vs. EVGO - Dividend Comparison
NFLY's dividend yield for the trailing twelve months is around 58.24%, while EVGO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EVGO Evgo Inc | 0.00% | 0.00% | 0.00% | 0.00% |
NFLY YieldMax NFLX Option Income Strategy ETF | 58.24% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
NFLY and EVGO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVGO has higher volatility (18.19%) compared to NFLY (6.12%). In terms of maximum drawdown, NFLY dropped -37.18% vs EVGO's -92.48%.
EVGO currently has the higher Sharpe Ratio (-0.68 vs -1.00), 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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