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

Correlation

The correlation between NTRS and NFLY is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

NTRS vs. NFLY - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
29.95%
42.02%
NTRS
NFLY

Key characteristics

Sharpe Ratio

NTRS:

2.04

NFLY:

2.68

Sortino Ratio

NTRS:

2.72

NFLY:

3.50

Omega Ratio

NTRS:

1.37

NFLY:

1.50

Calmar Ratio

NTRS:

1.29

NFLY:

6.26

Martin Ratio

NTRS:

10.88

NFLY:

19.29

Ulcer Index

NTRS:

4.31%

NFLY:

3.23%

Daily Std Dev

NTRS:

23.01%

NFLY:

23.25%

Max Drawdown

NTRS:

-67.67%

NFLY:

-21.45%

Current Drawdown

NTRS:

-6.08%

NFLY:

-2.48%

Returns By Period

The year-to-date returns for both investments are quite close, with NTRS having a 10.76% return and NFLY slightly higher at 11.06%.


NTRS

YTD

10.76%

1M

5.36%

6M

32.23%

1Y

46.97%

5Y*

5.50%

10Y*

7.76%

NFLY

YTD

11.06%

1M

12.66%

6M

41.85%

1Y

66.73%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NTRS vs. NFLY — Risk-Adjusted Performance Rank

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

NTRS
The Risk-Adjusted Performance Rank of NTRS is 8989
Overall Rank
The Sharpe Ratio Rank of NTRS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of NTRS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of NTRS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of NTRS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NTRS is 9292
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9494
Overall Rank
The Sharpe Ratio Rank of NFLY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTRS vs. NFLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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 NTRS, currently valued at 2.04, compared to the broader market-2.000.002.002.042.68
The chart of Sortino ratio for NTRS, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.006.002.723.50
The chart of Omega ratio for NTRS, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.50
The chart of Calmar ratio for NTRS, currently valued at 4.45, compared to the broader market0.002.004.006.004.456.26
The chart of Martin ratio for NTRS, currently valued at 10.88, compared to the broader market-10.000.0010.0020.0030.0010.8819.29
NTRS
NFLY

The current NTRS Sharpe Ratio is 2.04, which is comparable to the NFLY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of NTRS and NFLY, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.04
2.68
NTRS
NFLY

Dividends

NTRS vs. NFLY - Dividend Comparison

NTRS's dividend yield for the trailing twelve months is around 2.64%, less than NFLY's 46.99% yield.


TTM20242023202220212020201920182017201620152014
NTRS
Northern Trust Corporation
2.64%2.93%3.56%3.28%2.34%3.01%2.45%2.32%1.60%1.66%1.96%1.93%
NFLY
YieldMax NFLX Option Income Strategy ETF
46.99%49.91%11.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NTRS vs. NFLY - Drawdown Comparison

The maximum NTRS drawdown since its inception was -67.67%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for NTRS and NFLY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.25%
-2.48%
NTRS
NFLY

Volatility

NTRS vs. NFLY - Volatility Comparison

The current volatility for Northern Trust Corporation (NTRS) is 5.15%, while YieldMax NFLX Option Income Strategy ETF (NFLY) has a volatility of 7.24%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.15%
7.24%
NTRS
NFLY
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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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