NVDA vs. NVDY

Last updated Apr 2, 2026

Compare and contrast key facts about NVIDIA Corporation (NVDA) and YieldMax NVDA Option Income Strategy ETF (NVDY).

NVDY is an actively managed fund by YieldMax. It was launched on May 10, 2023.

Performance

NVDA vs. NVDY - Performance Comparison

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

NVDA vs. NVDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NVDA NVIDIA Corporation	-5.76%	38.92%	171.25%	73.33%
NVDY YieldMax NVDA Option Income Strategy ETF	-0.93%	27.38%	114.23%	42.02%

Returns By Period

In the year-to-date period, NVDA achieves a -5.76% return, which is significantly lower than NVDY's -0.93% return.

NVDA

• 1D: 0.77%
• 1M: -3.68%
• YTD: -5.76%
• 6M: -6.13%
• 1Y: 59.59%
• 3Y*: 85.01%
• 5Y*: 66.40%
• 10Y*: 69.75%

NVDY

• 1D: 0.69%
• 1M: -0.82%
• YTD: -0.93%
• 6M: 0.94%
• 1Y: 53.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

NVDA vs. NVDY — Risk / Return Rank

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

NVDA

NVDA Risk / Return Rank: 82
NVDA Sharpe Ratio Rank: 83
NVDA Sortino Ratio Rank: 80
NVDA Omega Ratio Rank: 77
NVDA Calmar Ratio Rank: 86
NVDA Martin Ratio Rank: 84

NVDY

NVDY Risk / Return Rank: 84
NVDY Sharpe Ratio Rank: 83
NVDY Sortino Ratio Rank: 82
NVDY Omega Ratio Rank: 76
NVDY Calmar Ratio Rank: 95
NVDY Martin Ratio Rank: 86

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.

NVDA vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.

	NVDA	NVDY	Difference
Sharpe ratio Return per unit of total volatility	1.45	1.65	-0.20
Sortino ratio Return per unit of downside risk	2.14	2.20	-0.06
Omega ratio Gain probability vs. loss probability	1.27	1.30	-0.03
Calmar ratio Return relative to maximum drawdown	3.08	4.01	-0.94
Martin ratio Return relative to average drawdown	7.73	10.43	-2.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVDA vs. NVDY - Sharpe Ratio Comparison

The current NVDA Sharpe Ratio is 1.45, which is comparable to the NVDY Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of NVDA and NVDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NVDA	NVDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.45	1.65	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.29	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	1.54	-0.93

Correlation

The correlation between NVDA and NVDY is 0.97, 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.

Dividends

NVDA vs. NVDY - Dividend Comparison

NVDA's dividend yield for the trailing twelve months is around 0.02%, less than NVDY's 72.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
NVDY YieldMax NVDA Option Income Strategy ETF	72.29%	83.10%	83.65%	22.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

NVDA vs. NVDY - Drawdown Comparison

The maximum NVDA drawdown since its inception was -89.72%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for NVDA and NVDY.

Drawdown Indicators

	NVDA	NVDY	Difference
Max Drawdown Largest peak-to-trough decline	-89.72%	-34.08%	-55.64%
Max Drawdown (1Y) Largest decline over 1 year	-20.21%	-13.77%	-6.44%
Max Drawdown (5Y) Largest decline over 5 years	-66.34%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.34%	—	—
Current Drawdown Current decline from peak	-15.10%	-7.25%	-7.85%
Average Drawdown Average peak-to-trough decline	-36.40%	-6.31%	-30.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.05%	5.30%	+2.75%

Volatility

NVDA vs. NVDY - Volatility Comparison

NVIDIA Corporation (NVDA) has a higher volatility of 10.43% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 9.09%. This indicates that NVDA's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVDA	NVDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.43%	9.09%	+1.34%
Volatility (6M) Calculated over the trailing 6-month period	25.79%	21.62%	+4.17%
Volatility (1Y) Calculated over the trailing 1-year period	41.42%	32.44%	+8.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.72%	38.75%	+12.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.84%	38.75%	+11.09%