NVDY vs. C
NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while C (Citigroup Inc.) is a stock. Over the past 3 years, NVDY returned 51.33%/yr vs 46.87%/yr for C. At a 0.28 correlation, their price movements are largely independent.
Performance
NVDY vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, NVDY achieves a 8.91% return, which is significantly lower than C's 21.02% return.
NVDY
- 1D
- 0.08%
- 1M
- -7.09%
- YTD
- 8.91%
- 6M
- 14.71%
- 1Y
- 36.80%
- 3Y*
- 51.33%
- 5Y*
- —
- 10Y*
- —
C
- 1D
- 1.27%
- 1M
- 12.68%
- YTD
- 21.02%
- 6M
- 26.32%
- 1Y
- 82.79%
- 3Y*
- 46.87%
- 5Y*
- 16.80%
- 10Y*
- 16.22%
NVDY vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 8.91% | 27.38% | 114.23% | 41.31% |
C Citigroup Inc. | 21.02% | 70.38% | 41.93% | 13.68% |
Correlation
The correlation between NVDY and C is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.28 |
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Return for Risk
NVDY vs. C — Risk / Return Rank
NVDY
C
NVDY vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) and Citigroup Inc. (C). 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 | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.45 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 5.64 | -2.75 |
| Martin ratioReturn relative to average drawdown | 6.79 | 16.25 | -9.46 |
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Drawdowns
NVDY vs. C - Drawdown Comparison
The maximum NVDY drawdown since its inception was -34.08%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for NVDY and C.
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Drawdown Indicators
| NVDY | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -98.00% | +63.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -14.76% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -34.08% | -31.31% | -2.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.51% | — |
Current DrawdownCurrent decline from peak | -10.09% | -62.68% | +52.59% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -43.51% | +37.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 5.12% | +0.32% |
Volatility
NVDY vs. C - Volatility Comparison
YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 10.45% compared to Citigroup Inc. (C) at 8.30%. This indicates that NVDY's price experiences larger fluctuations and is considered to be riskier than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVDY | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 8.30% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 21.66% | 23.09% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.06% | 28.37% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.24% | 29.20% | +9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.24% | 33.23% | +5.01% |
Dividends
NVDY vs. C - Dividend Comparison
NVDY's dividend yield for the trailing twelve months is around 66.87%, more than C's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.72% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
NVDY YieldMax NVDA Option Income Strategy ETF | 66.87% | 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 C have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (10.45%) compared to C (8.30%). In terms of maximum drawdown, NVDY dropped -34.08% vs C's -98.00%.
C currently has the higher Sharpe Ratio (2.93 vs 1.32), 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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