NVDY vs. AGNC
NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while AGNC (AGNC Investment Corp.) is a stock. Over the past 3 years, NVDY returned 52.53%/yr vs 16.54%/yr for AGNC. At a 0.21 correlation, their price movements are largely independent.
Performance
NVDY vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, NVDY achieves a 11.48% return, which is significantly higher than AGNC's 2.35% return.
NVDY
- 1D
- 1.89%
- 1M
- -1.29%
- YTD
- 11.48%
- 6M
- 14.39%
- 1Y
- 39.88%
- 3Y*
- 52.53%
- 5Y*
- —
- 10Y*
- —
AGNC
- 1D
- 0.78%
- 1M
- 2.83%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 29.25%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
NVDY vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 11.48% | 27.38% | 114.23% | 41.31% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 16.60% |
Correlation
The correlation between NVDY and AGNC is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.21 |
The correlation between NVDY and AGNC shifts across timeframes, from 0.10 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NVDY vs. AGNC — Risk / Return Rank
NVDY
AGNC
NVDY vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) and AGNC Investment Corp. (AGNC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NVDY | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.56 | +1.50 |
| Martin ratioReturn relative to average drawdown | 7.04 | 4.44 | +2.60 |
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Drawdowns
NVDY vs. AGNC - Drawdown Comparison
The maximum NVDY drawdown since its inception was -34.08%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for NVDY and AGNC.
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Drawdown Indicators
| NVDY | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -54.56% | +20.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -18.71% | +5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -34.08% | -31.04% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -50.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.56% | — |
Current DrawdownCurrent decline from peak | -7.97% | -9.85% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -13.56% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 6.54% | -1.00% |
Volatility
NVDY vs. AGNC - Volatility Comparison
YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 9.77% compared to AGNC Investment Corp. (AGNC) at 5.55%. This indicates that NVDY's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDY | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.77% | 5.55% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 21.68% | 16.28% | +5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.13% | 19.58% | +8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.18% | 25.74% | +12.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.18% | 25.41% | +12.77% |
Dividends
NVDY vs. AGNC - Dividend Comparison
NVDY's dividend yield for the trailing twelve months is around 66.89%, more than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
NVDY YieldMax NVDA Option Income Strategy ETF | 61.75% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NVDY and AGNC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (9.77%) compared to AGNC (5.55%). In terms of maximum drawdown, NVDY dropped -34.08% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 1.39), 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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