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

Correlation

The correlation between NFLY and FTHI is 0.54, 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. FTHI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NFLY:

2.68

FTHI:

0.41

Sortino Ratio

NFLY:

3.41

FTHI:

0.73

Omega Ratio

NFLY:

1.50

FTHI:

1.12

Calmar Ratio

NFLY:

4.36

FTHI:

0.44

Martin Ratio

NFLY:

15.37

FTHI:

1.90

Ulcer Index

NFLY:

4.56%

FTHI:

3.72%

Daily Std Dev

NFLY:

26.44%

FTHI:

16.05%

Max Drawdown

NFLY:

-21.45%

FTHI:

-32.65%

Current Drawdown

NFLY:

-0.93%

FTHI:

-5.95%

Returns By Period

In the year-to-date period, NFLY achieves a 21.06% return, which is significantly higher than FTHI's -3.34% return.


NFLY

YTD

21.06%

1M

16.80%

6M

30.89%

1Y

70.37%

5Y*

N/A

10Y*

N/A

FTHI

YTD

-3.34%

1M

3.31%

6M

-4.19%

1Y

6.60%

5Y*

10.75%

10Y*

6.93%

*Annualized

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NFLY vs. FTHI - Expense Ratio Comparison

NFLY has a 0.99% expense ratio, which is higher than FTHI's 0.85% expense ratio.


Risk-Adjusted Performance

NFLY vs. FTHI — 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 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9696
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 5555
Overall Rank
The Sharpe Ratio Rank of FTHI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 5959
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. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and First Trust BuyWrite Income ETF (FTHI). 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 2.68, which is higher than the FTHI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of NFLY and FTHI, 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. FTHI - Dividend Comparison

NFLY's dividend yield for the trailing twelve months is around 44.90%, more than FTHI's 9.35% yield.


TTM20242023202220212020201920182017201620152014
NFLY
YieldMax NFLX Option Income Strategy ETF
44.90%49.91%11.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
9.35%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Drawdowns

NFLY vs. FTHI - Drawdown Comparison

The maximum NFLY drawdown since its inception was -21.45%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for NFLY and FTHI. For additional features, visit the drawdowns tool.


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Volatility

NFLY vs. FTHI - Volatility Comparison


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