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

Correlation

The correlation between NFLY and MAGS is 0.52, 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.


-0.50.00.51.00.5

Performance

NFLY vs. MAGS - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
34.77%
27.32%
NFLY
MAGS

Key characteristics

Sharpe Ratio

NFLY:

2.91

MAGS:

2.87

Sortino Ratio

NFLY:

3.97

MAGS:

3.47

Omega Ratio

NFLY:

1.58

MAGS:

1.47

Calmar Ratio

NFLY:

7.46

MAGS:

4.06

Martin Ratio

NFLY:

25.13

MAGS:

13.14

Ulcer Index

NFLY:

2.90%

MAGS:

5.59%

Daily Std Dev

NFLY:

25.10%

MAGS:

25.54%

Max Drawdown

NFLY:

-21.45%

MAGS:

-18.10%

Current Drawdown

NFLY:

-0.61%

MAGS:

-0.27%

Returns By Period

The year-to-date returns for both investments are quite close, with NFLY having a 72.40% return and MAGS slightly higher at 73.63%.


NFLY

YTD

72.40%

1M

2.76%

6M

35.71%

1Y

72.96%

5Y*

N/A

10Y*

N/A

MAGS

YTD

73.63%

1M

13.79%

6M

29.27%

1Y

73.40%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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NFLY vs. MAGS - Expense Ratio Comparison

NFLY has a 0.99% expense ratio, which is higher than MAGS's 0.29% expense ratio.


NFLY
YieldMax NFLX Option Income Strategy ETF
Expense ratio chart for NFLY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

NFLY vs. MAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and Roundhill Magnificent Seven ETF (MAGS). 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.


Sharpe ratio
The chart of Sharpe ratio for NFLY, currently valued at 2.91, compared to the broader market0.002.004.002.912.87
The chart of Sortino ratio for NFLY, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.003.973.47
The chart of Omega ratio for NFLY, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.001.581.47
The chart of Calmar ratio for NFLY, currently valued at 7.46, compared to the broader market0.005.0010.0015.007.464.06
The chart of Martin ratio for NFLY, currently valued at 25.13, compared to the broader market0.0020.0040.0060.0080.00100.0025.1313.14
NFLY
MAGS

The current NFLY Sharpe Ratio is 2.91, which is comparable to the MAGS Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of NFLY and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.91
2.87
NFLY
MAGS

Dividends

NFLY vs. MAGS - Dividend Comparison

NFLY's dividend yield for the trailing twelve months is around 48.16%, more than MAGS's 0.25% yield.


TTM2023
NFLY
YieldMax NFLX Option Income Strategy ETF
48.16%11.84%
MAGS
Roundhill Magnificent Seven ETF
0.25%0.44%

Drawdowns

NFLY vs. MAGS - Drawdown Comparison

The maximum NFLY drawdown since its inception was -21.45%, which is greater than MAGS's maximum drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for NFLY and MAGS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.61%
-0.27%
NFLY
MAGS

Volatility

NFLY vs. MAGS - Volatility Comparison

The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 6.87%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 7.29%. This indicates that NFLY experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.87%
7.29%
NFLY
MAGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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