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 -34.80% vs -49.86% 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 -17.04% return, which is significantly higher than EVGO's -40.55% return.
NFLY
- 1D
- 1.02%
- 1M
- -6.93%
- 6M
- -12.86%
- YTD
- -17.04%
- 1Y
- -34.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVGO
- 1D
- -2.26%
- 1M
- -13.50%
- 6M
- -42.33%
- YTD
- -40.55%
- 1Y
- -49.86%
- 3Y*
- -26.57%
- 5Y*
- -31.85%
- 10Y*
- —
NFLY vs. EVGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | -17.04% | 1.66% | 66.37% | 3.80% |
EVGO Evgo Inc | -40.55% | -28.15% | 13.13% | -25.42% |
Correlation
The correlation between NFLY and EVGO is -0.01, 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 | -0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.10 |
The correlation between NFLY and EVGO shifts across timeframes, from -0.01 (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.
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.
| NFLY | EVGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.87 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.75 | -0.19 |
| Martin ratioReturn relative to average drawdown | -1.64 | -1.16 | -0.48 |
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Drawdowns
NFLY vs. EVGO - Drawdown Comparison
The maximum NFLY drawdown since its inception was -39.68%, 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 | -39.68% | -92.48% | +52.80% |
Max Drawdown (1Y)Largest decline over 1 year | -37.23% | -66.87% | +29.64% |
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 | -38.39% | -92.16% | +53.77% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -70.41% | +60.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.29% | 43.08% | -21.79% |
Volatility
NFLY vs. EVGO - Volatility Comparison
The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 9.37%, while Evgo Inc (EVGO) has a volatility of 15.58%. 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 | 9.37% | 15.58% | -6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.10% | 46.17% | -24.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.62% | 61.46% | -32.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 86.05% | -57.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.31% | 89.12% | -60.81% |
Dividends
NFLY vs. EVGO - Dividend Comparison
NFLY's dividend yield for the trailing twelve months is around 65.80%, 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 | 65.80% | 61.53% | 49.91% | 11.84% |
Frequently Asked Questions
NFLY and EVGO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVGO has higher volatility (15.58%) compared to NFLY (9.37%). In terms of maximum drawdown, NFLY dropped -39.68% vs EVGO's -92.48%.
EVGO currently has the higher Sharpe Ratio (-0.81 vs -1.22), 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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