NWL vs. NFLY
NWL (Newell Brands Inc.) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, NWL returned -5.42% vs -34.29% for NFLY. At a 0.02 correlation, their price movements are largely independent.
Performance
NWL vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, NWL achieves a 43.10% return, which is significantly higher than NFLY's -17.03% return.
NWL
- 1D
- -0.58%
- 1M
- 4.47%
- 6M
- 28.28%
- YTD
- 43.10%
- 1Y
- -5.42%
- 3Y*
- -15.40%
- 5Y*
- -24.81%
- 10Y*
- -16.61%
NFLY
- 1D
- 1.15%
- 1M
- -8.16%
- 6M
- -13.66%
- YTD
- -17.03%
- 1Y
- -34.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NWL vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NWL Newell Brands Inc. | 43.10% | -60.51% | 18.96% | -17.95% |
NFLY YieldMax NFLX Option Income Strategy ETF | -17.03% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between NWL and NFLY is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.02 |
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Return for Risk
NWL vs. NFLY — Risk / Return Rank
NWL
NFLY
NWL vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Newell Brands Inc. (NWL) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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.
| NWL | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.77 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | -0.92 | +0.82 |
| Martin ratioReturn relative to average drawdown | -0.18 | -1.64 | +1.46 |
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Drawdowns
NWL vs. NFLY - Drawdown Comparison
The maximum NWL drawdown since its inception was -91.86%, which is greater than NFLY's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for NWL and NFLY.
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Drawdown Indicators
| NWL | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.86% | -39.68% | -52.18% |
Max Drawdown (1Y)Largest decline over 1 year | -51.33% | -37.23% | -14.10% |
Max Drawdown (3Y)Largest decline over 3 years | -72.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -86.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -91.86% | — | — |
Current DrawdownCurrent decline from peak | -85.79% | -38.39% | -47.40% |
Average DrawdownAverage peak-to-trough decline | -34.92% | -9.46% | -25.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.68% | 20.92% | +9.76% |
Volatility
NWL vs. NFLY - Volatility Comparison
Newell Brands Inc. (NWL) has a higher volatility of 18.47% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 9.46%. This indicates that NWL's price experiences larger fluctuations and is considered to be riskier than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NWL | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.47% | 9.46% | +9.01% |
Volatility (6M)Calculated over the trailing 6-month period | 39.86% | 22.09% | +17.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.78% | 28.68% | +31.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.64% | 28.36% | +26.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.21% | 28.36% | +20.85% |
Dividends
NWL vs. NFLY - Dividend Comparison
NWL's dividend yield for the trailing twelve months is around 5.45%, less than NFLY's 64.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 64.97% | 61.53% | 49.91% | 11.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NWL Newell Brands Inc. | 5.45% | 7.53% | 2.81% | 5.07% | 7.03% | 4.21% | 4.33% | 4.79% | 4.95% | 2.85% | 1.70% | 1.72% |
Frequently Asked Questions
NWL and NFLY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWL has higher volatility (18.47%) compared to NFLY (9.46%). In terms of maximum drawdown, NWL dropped -91.86% vs NFLY's -39.68%.
NWL currently has the higher Sharpe Ratio (-0.09 vs -1.20), 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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