NFLY vs. GDRX
NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while GDRX (GoodRx Holdings, Inc.) is a stock. Over the past year, NFLY returned -34.80% vs -34.45% for GDRX. At a 0.18 correlation, their price movements are largely independent.
Performance
NFLY vs. GDRX - Performance Comparison
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Returns By Period
In the year-to-date period, NFLY achieves a -17.04% return, which is significantly lower than GDRX's 15.13% return.
NFLY
- 1D
- 1.02%
- 1M
- -6.93%
- 6M
- -12.86%
- YTD
- -17.04%
- 1Y
- -34.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDRX
- 1D
- 1.96%
- 1M
- 14.29%
- 6M
- 16.42%
- YTD
- 15.13%
- 1Y
- -34.45%
- 3Y*
- -25.42%
- 5Y*
- -36.25%
- 10Y*
- —
NFLY vs. GDRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | -17.04% | 1.66% | 66.37% | 3.80% |
GDRX GoodRx Holdings, Inc. | 15.13% | -41.72% | -30.60% | -22.81% |
Correlation
The correlation between NFLY and GDRX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.18 |
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Return for Risk
NFLY vs. GDRX — Risk / Return Rank
NFLY
GDRX
NFLY vs. GDRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and GoodRx Holdings, Inc. (GDRX). 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 | GDRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 0.96 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.54 | -0.39 |
| Martin ratioReturn relative to average drawdown | -1.64 | -0.80 | -0.84 |
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Drawdowns
NFLY vs. GDRX - Drawdown Comparison
The maximum NFLY drawdown since its inception was -39.68%, smaller than the maximum GDRX drawdown of -96.73%. Use the drawdown chart below to compare losses from any high point for NFLY and GDRX.
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Drawdown Indicators
| NFLY | GDRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.68% | -96.73% | +57.05% |
Max Drawdown (1Y)Largest decline over 1 year | -37.23% | -63.48% | +26.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -79.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.03% | — |
Current DrawdownCurrent decline from peak | -38.39% | -94.54% | +56.15% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -75.27% | +65.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.29% | 43.05% | -21.76% |
Volatility
NFLY vs. GDRX - Volatility Comparison
The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 9.37%, while GoodRx Holdings, Inc. (GDRX) has a volatility of 12.24%. This indicates that NFLY experiences smaller price fluctuations and is considered to be less risky than GDRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NFLY | GDRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 12.24% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 22.10% | 47.36% | -25.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.62% | 73.35% | -44.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 73.08% | -44.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.31% | 72.13% | -43.82% |
Dividends
NFLY vs. GDRX - Dividend Comparison
NFLY's dividend yield for the trailing twelve months is around 65.80%, while GDRX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GDRX GoodRx Holdings, 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 GDRX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDRX has higher volatility (12.24%) compared to NFLY (9.37%). In terms of maximum drawdown, NFLY dropped -39.68% vs GDRX's -96.73%.
GDRX currently has the higher Sharpe Ratio (-0.47 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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