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NVDY vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

NVDY vs. USD=X - Performance Comparison

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

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Returns By Period


NVDY

1D
1.89%
1M
-4.04%
YTD
11.48%
6M
14.39%
1Y
38.93%
3Y*
52.53%
5Y*
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDY vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023
NVDY
YieldMax NVDA Option Income Strategy ETF
11.48%27.38%114.23%41.31%
USD=X
USD Cash
0.00%0.00%0.00%0.00%

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Return for Risk

NVDY vs. USD=X — Risk / Return Rank

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

NVDY
NVDY Risk / Return Rank: 4545
Overall Rank
NVDY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NVDY Sortino Ratio Rank: 3939
Sortino Ratio Rank
NVDY Omega Ratio Rank: 3838
Omega Ratio Rank
NVDY Calmar Ratio Rank: 6464
Calmar Ratio Rank
NVDY Martin Ratio Rank: 4545
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

NVDY vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) and USD Cash (USD=X). 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.


NVDYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

3.05

Martin ratioReturn relative to average drawdown

7.04

NVDY vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

NVDY vs. USD=X - Drawdown Comparison

The maximum NVDY drawdown since its inception was -34.08%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NVDY and USD=X.


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Drawdown Indicators


NVDYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

0.00%

-34.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

0.00%

-12.81%

Max Drawdown (3Y)

Largest decline over 3 years

-34.08%

0.00%

-34.08%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-7.97%

0.00%

-7.97%

Average Drawdown

Average peak-to-trough decline

-6.19%

0.00%

-6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

0.00%

+5.54%

Volatility

NVDY vs. USD=X - Volatility Comparison

YieldMax NVDA Option Income Strategy ETF (NVDY) has a higher volatility of 9.77% compared to USD Cash (USD=X) at 0.00%. This indicates that NVDY's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NVDYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

0.00%

+9.77%

Volatility (6M)

Calculated over the trailing 6-month period

21.68%

0.00%

+21.68%

Volatility (1Y)

Calculated over the trailing 1-year period

28.13%

0.00%

+28.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.18%

0.00%

+38.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.18%

0.00%

+38.18%

Frequently Asked Questions


NVDY has higher volatility (9.77%) compared to USD=X (0.00%). In terms of maximum drawdown, NVDY dropped -34.08% vs USD=X's 0.00%.

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