NFLY vs. SACH

Last updated Jun 3, 2026

NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while SACH (Sachem Capital Corp.) is a stock. Over the past year, NFLY returned -26.13% vs 44.21% for SACH. At a 0.00 correlation, their price movements are largely independent.

Performance

NFLY vs. SACH - Performance Comparison

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

Returns By Period

In the year-to-date period, NFLY achieves a -7.02% return, which is significantly lower than SACH's 20.93% return.

NFLY

• 1D: -2.44%
• 1M: -6.88%
• YTD: -7.02%
• 6M: -17.50%
• 1Y: -26.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SACH

• 1D: -4.00%
• 1M: 16.50%
• YTD: 20.93%
• 6M: 26.43%
• 1Y: 44.21%
• 3Y*: -17.53%
• 5Y*: -15.12%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLY vs. SACH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NFLY YieldMax NFLX Option Income Strategy ETF	-7.02%	1.66%	66.37%	3.45%
SACH Sachem Capital Corp.	20.93%	-9.17%	-60.54%	18.22%

Correlation

The correlation between NFLY and SACH is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (All Time) Calculated using the full available price history since Aug 9, 2023	0.00

Return for Risk

NFLY vs. SACH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFLY

NFLY Risk / Return Rank: 2
NFLY Sharpe Ratio Rank: 1
NFLY Sortino Ratio Rank: 2
NFLY Omega Ratio Rank: 1
NFLY Calmar Ratio Rank: 3
NFLY Martin Ratio Rank: 2

SACH

SACH Risk / Return Rank: 68
SACH Sharpe Ratio Rank: 64
SACH Sortino Ratio Rank: 66
SACH Omega Ratio Rank: 67
SACH Calmar Ratio Rank: 73
SACH Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NFLY vs. SACH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and Sachem Capital Corp. (SACH). 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.

	NFLY	SACH	Difference
Sharpe ratio Return per unit of total volatility	-0.95	0.75	-1.70
Sortino ratio Return per unit of downside risk	-1.29	1.59	-2.88
Omega ratio Gain probability vs. loss probability	0.83	1.22	-0.39
Calmar ratio Return relative to maximum drawdown	-0.69	1.89	-2.57
Martin ratio Return relative to average drawdown	-1.25	3.72	-4.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NFLY vs. SACH - Sharpe Ratio Comparison

The current NFLY Sharpe Ratio is -0.95, which is lower than the SACH Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of NFLY and SACH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NFLY	SACH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.95	0.75	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	-0.08	+0.75

Drawdowns

NFLY vs. SACH - Drawdown Comparison

The maximum NFLY drawdown since its inception was -37.18%, smaller than the maximum SACH drawdown of -80.30%. Use the drawdown chart below to compare losses from any high point for NFLY and SACH.

Drawdown Indicators

	NFLY	SACH	Difference
Max Drawdown Largest peak-to-trough decline	-37.18%	-80.30%	+43.12%
Max Drawdown (1Y) Largest decline over 1 year	-37.18%	-23.52%	-13.66%
Max Drawdown (3Y) Largest decline over 3 years	—	-78.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-80.30%	—
Current Drawdown Current decline from peak	-30.95%	-66.93%	+35.98%
Average Drawdown Average peak-to-trough decline	-8.47%	-29.62%	+21.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.45%	11.93%	+8.52%

Volatility

NFLY vs. SACH - Volatility Comparison

The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 5.92%, while Sachem Capital Corp. (SACH) has a volatility of 37.47%. This indicates that NFLY experiences smaller price fluctuations and is considered to be less risky than SACH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NFLY	SACH	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.92%	37.47%	-31.55%
Volatility (6M) Calculated over the trailing 6-month period	21.11%	42.37%	-21.26%
Volatility (1Y) Calculated over the trailing 1-year period	27.62%	59.38%	-31.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.31%	46.55%	-18.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.31%	50.53%	-22.22%

Dividends

NFLY vs. SACH - Dividend Comparison

NFLY's dividend yield for the trailing twelve months is around 57.09%, more than SACH's 16.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
NFLY YieldMax NFLX Option Income Strategy ETF	57.09%	61.53%	49.91%	11.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SACH Sachem Capital Corp.	16.67%	19.23%	17.78%	12.83%	15.76%	8.22%	11.54%	8.29%	15.60%	6.60%

Frequently Asked Questions

Can I hold both NFLY and SACH in my portfolio?

NFLY and SACH have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NFLY or SACH?

SACH has higher volatility (37.47%) compared to NFLY (5.92%). In terms of maximum drawdown, NFLY dropped -37.18% vs SACH's -80.30%.

Which has better risk-adjusted returns?

SACH currently has the higher Sharpe Ratio (0.75 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.