NVDY vs. NVDA

In the year-to-date period, NVDY achieves a -6.70% return, which is significantly lower than NVDA's 0.79% return.

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

The current NVDY Sharpe Ratio is 0.53, which is lower than the NVDA Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of NVDY and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NVDY's dividend yield for the trailing twelve months is around 93.57%, more than NVDA's 0.03% yield.

The maximum NVDY drawdown since its inception was -34.09%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for NVDY and NVDA. For additional features, visit the drawdowns tool.

The current volatility for YieldMax NVDA Option Income Strategy ETF (NVDY) is 11.60%, while NVIDIA Corporation (NVDA) has a volatility of 14.98%. This indicates that NVDY experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.