NFLY vs. MAGS
Compare and contrast key facts about YieldMax NFLX Option Income Strategy ETF (NFLY) and Roundhill Magnificent Seven ETF (MAGS).
NFLY and MAGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NFLY is an actively managed fund by YieldMax. It was launched on Aug 7, 2023. MAGS is an actively managed fund by Roundhill. It was launched on Apr 10, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NFLY or MAGS.
Key characteristics
| NFLY | MAGS | |
|---|---|---|
| YTD Return | 53.88% | 55.19% |
| 1Y Return | 64.22% | 68.18% |
| Sharpe Ratio | 2.65 | 2.66 |
| Sortino Ratio | 3.79 | 3.31 |
| Omega Ratio | 1.55 | 1.45 |
| Calmar Ratio | 6.60 | 3.67 |
| Martin Ratio | 21.79 | 11.92 |
| Ulcer Index | 2.96% | 5.57% |
| Daily Std Dev | 24.35% | 24.98% |
| Max Drawdown | -21.44% | -18.10% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
NFLY vs. MAGS - Performance Comparison
The year-to-date returns for both investments are quite close, with NFLY having a 53.88% return and MAGS slightly higher at 55.19%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
NFLY vs. MAGS - Dividend Comparison
NFLY's dividend yield for the trailing twelve months is around 44.84%, more than MAGS's 0.28% yield.
| TTM | 2023 | |
|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 44.84% | 11.84% |
MAGS Roundhill Magnificent Seven ETF | 0.28% | 0.44% |
Drawdowns
NFLY vs. MAGS - Drawdown Comparison
The maximum NFLY drawdown since its inception was -21.44%, 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.
Volatility
NFLY vs. MAGS - Volatility Comparison
YieldMax NFLX Option Income Strategy ETF (NFLY) has a higher volatility of 9.99% compared to Roundhill Magnificent Seven ETF (MAGS) at 7.83%. This indicates that NFLY's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.