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

Correlation

The correlation between NFLY and NFLX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

NFLY vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NFLX Option Income Strategy ETF (NFLY) and Netflix, Inc. (NFLX). 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%
37.54%
NFLY
NFLX

Key characteristics

Sharpe Ratio

NFLY:

2.91

NFLX:

3.09

Sortino Ratio

NFLY:

3.97

NFLX:

3.95

Omega Ratio

NFLY:

1.58

NFLX:

1.53

Calmar Ratio

NFLY:

7.46

NFLX:

2.84

Martin Ratio

NFLY:

25.13

NFLX:

22.14

Ulcer Index

NFLY:

2.90%

NFLX:

4.13%

Daily Std Dev

NFLY:

25.10%

NFLX:

29.62%

Max Drawdown

NFLY:

-21.45%

NFLX:

-81.99%

Current Drawdown

NFLY:

-0.61%

NFLX:

-0.47%

Returns By Period

In the year-to-date period, NFLY achieves a 72.40% return, which is significantly lower than NFLX's 91.45% return.


NFLY

YTD

72.40%

1M

2.76%

6M

35.71%

1Y

72.96%

5Y*

N/A

10Y*

N/A

NFLX

YTD

91.45%

1M

3.82%

6M

38.62%

1Y

91.49%

5Y*

22.95%

10Y*

34.45%

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Risk-Adjusted Performance

NFLY vs. NFLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and Netflix, Inc. (NFLX). 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 market0.002.004.002.913.09
The chart of Sortino ratio for NFLY, currently valued at 3.97, compared to the broader market-2.000.002.004.006.008.0010.003.973.95
The chart of Omega ratio for NFLY, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.001.581.53
The chart of Calmar ratio for NFLY, currently valued at 7.46, compared to the broader market0.005.0010.0015.007.466.80
The chart of Martin ratio for NFLY, currently valued at 25.13, compared to the broader market0.0020.0040.0060.0080.00100.0025.1322.14
NFLY
NFLX

The current NFLY Sharpe Ratio is 2.91, which is comparable to the NFLX Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of NFLY and NFLX, 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
3.09
NFLY
NFLX

Dividends

NFLY vs. NFLX - Dividend Comparison

NFLY's dividend yield for the trailing twelve months is around 48.16%, while NFLX has not paid dividends to shareholders.


TTM2023
NFLY
YieldMax NFLX Option Income Strategy ETF
48.16%11.84%
NFLX
Netflix, Inc.
0.00%0.00%

Drawdowns

NFLY vs. NFLX - Drawdown Comparison

The maximum NFLY drawdown since its inception was -21.45%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for NFLY and NFLX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.61%
-0.47%
NFLY
NFLX

Volatility

NFLY vs. NFLX - Volatility Comparison

The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 6.87%, while Netflix, Inc. (NFLX) has a volatility of 7.47%. This indicates that NFLY experiences smaller price fluctuations and is considered to be less risky than NFLX 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%
7.47%
NFLY
NFLX
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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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