NFLY vs. NFLP

The year-to-date returns for both investments are quite close, with NFLY having a 24.61% return and NFLP slightly higher at 25.28%.

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Both NFLY and NFLP have an expense ratio of 0.99%.

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and Kurv Yield Premium Strategy Netflix ETF (NFLP). 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 2.79, which is comparable to the NFLP Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of NFLY and NFLP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NFLY's dividend yield for the trailing twelve months is around 43.62%, more than NFLP's 20.31% yield.

The maximum NFLY drawdown since its inception was -21.45%, which is greater than NFLP's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for NFLY and NFLP. For additional features, visit the drawdowns tool.

YieldMax NFLX Option Income Strategy ETF (NFLY) has a higher volatility of 6.67% compared to Kurv Yield Premium Strategy Netflix ETF (NFLP) at 5.95%. This indicates that NFLY's price experiences larger fluctuations and is considered to be riskier than NFLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.