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NFLY vs. SPOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFLY vs. SPOT - Performance Comparison

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

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Returns By Period

In the year-to-date period, NFLY achieves a -8.84% return, which is significantly higher than SPOT's -16.04% return.


NFLY

1D
-1.96%
1M
-7.89%
YTD
-8.84%
6M
-15.99%
1Y
-27.58%
3Y*
5Y*
10Y*

SPOT

1D
-2.78%
1M
11.24%
YTD
-16.04%
6M
-12.50%
1Y
-27.35%
3Y*
47.56%
5Y*
15.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFLY vs. SPOT - Yearly Performance Comparison


2026 (YTD)202520242023
NFLY
YieldMax NFLX Option Income Strategy ETF
-8.84%1.66%66.37%3.45%
SPOT
Spotify Technology S.A.
-16.04%29.80%138.08%35.80%

Correlation

The correlation between NFLY and SPOT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2023

0.48

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Return for Risk

NFLY vs. SPOT — Risk / Return Rank

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

NFLY
NFLY Risk / Return Rank: 22
Overall Rank
NFLY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NFLY Sortino Ratio Rank: 22
Sortino Ratio Rank
NFLY Omega Ratio Rank: 11
Omega Ratio Rank
NFLY Calmar Ratio Rank: 33
Calmar Ratio Rank
NFLY Martin Ratio Rank: 22
Martin Ratio Rank

SPOT
SPOT Risk / Return Rank: 1717
Overall Rank
SPOT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1616
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1616
Omega Ratio Rank
SPOT Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1919
Martin Ratio Rank
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. SPOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and Spotify Technology S.A. (SPOT). 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.


NFLYSPOTDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

0.82

0.92

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.59

-0.16

Martin ratioReturn relative to average drawdown

-1.34

-1.03

-0.31

NFLY vs. SPOT - Sharpe Ratio Comparison

The current NFLY Sharpe Ratio is -1.00, which is lower than the SPOT Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of NFLY and SPOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NFLYSPOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

-0.60

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.33

+0.31

Drawdowns

NFLY vs. SPOT - Drawdown Comparison

The maximum NFLY drawdown since its inception was -37.18%, smaller than the maximum SPOT drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for NFLY and SPOT.


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Drawdown Indicators


NFLYSPOTDifference

Max Drawdown

Largest peak-to-trough decline

-37.18%

-80.51%

+43.33%

Max Drawdown (1Y)

Largest decline over 1 year

-37.18%

-46.80%

+9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

Current Drawdown

Current decline from peak

-32.30%

-37.16%

+4.86%

Average Drawdown

Average peak-to-trough decline

-8.51%

-30.80%

+22.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.55%

26.48%

-5.93%

Volatility

NFLY vs. SPOT - Volatility Comparison

The current volatility for YieldMax NFLX Option Income Strategy ETF (NFLY) is 6.12%, while Spotify Technology S.A. (SPOT) has a volatility of 16.77%. This indicates that NFLY experiences smaller price fluctuations and is considered to be less risky than SPOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFLYSPOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

16.77%

-10.65%

Volatility (6M)

Calculated over the trailing 6-month period

21.18%

37.50%

-16.32%

Volatility (1Y)

Calculated over the trailing 1-year period

27.67%

45.43%

-17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.32%

47.62%

-19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.32%

47.29%

-18.97%

Dividends

NFLY vs. SPOT - Dividend Comparison

NFLY's dividend yield for the trailing twelve months is around 58.24%, while SPOT has not paid dividends to shareholders.


PositionTTM202520242023
NFLY
YieldMax NFLX Option Income Strategy ETF
58.24%61.53%49.91%11.84%
SPOT
Spotify Technology S.A.
0.00%0.00%0.00%0.00%

Frequently Asked Questions


NFLY and SPOT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (16.77%) compared to NFLY (6.12%). In terms of maximum drawdown, NFLY dropped -37.18% vs SPOT's -80.51%.

SPOT currently has the higher Sharpe Ratio (-0.60 vs -1.00), 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.

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