NFLY vs. NFLX
Compare and contrast key facts about YieldMax NFLX Option Income Strategy ETF (NFLY) and Netflix, Inc. (NFLX).
NFLY is an actively managed fund by YieldMax. It was launched on Aug 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NFLY or NFLX.
Key characteristics
| NFLY | NFLX | |
|---|---|---|
| YTD Return | 58.82% | 70.57% |
| 1Y Return | 65.89% | 85.10% |
| Sharpe Ratio | 2.75 | 2.95 |
| Sortino Ratio | 3.90 | 3.89 |
| Omega Ratio | 1.57 | 1.52 |
| Calmar Ratio | 6.86 | 2.45 |
| Martin Ratio | 22.66 | 20.63 |
| Ulcer Index | 2.96% | 4.21% |
| Daily Std Dev | 24.39% | 29.44% |
| Max Drawdown | -21.44% | -81.99% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
NFLY vs. NFLX - Performance Comparison
In the year-to-date period, NFLY achieves a 58.82% return, which is significantly lower than NFLX's 70.57% return. 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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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.
Dividends
NFLY vs. NFLX - Dividend Comparison
NFLY's dividend yield for the trailing twelve months is around 43.45%, while NFLX has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 43.45% | 11.84% |
NFLX Netflix, Inc. | 0.00% | 0.00% |
Drawdowns
NFLY vs. NFLX - Drawdown Comparison
The maximum NFLY drawdown since its inception was -21.44%, 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.
Volatility
NFLY vs. NFLX - Volatility Comparison
The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 9.82%, while Netflix, Inc. (NFLX) has a volatility of 11.62%. 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.