NWL vs. NFLY

In the year-to-date period, NWL achieves a -45.50% return, which is significantly lower than NFLY's 26.92% return.

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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.

The current NWL Sharpe Ratio is -0.35, which is lower than the NFLY Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of NWL and NFLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NWL's dividend yield for the trailing twelve months is around 5.28%, less than NFLY's 48.17% yield.

The maximum NWL drawdown since its inception was -88.57%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for NWL and NFLY.

Newell Brands Inc. (NWL) has a higher volatility of 19.97% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 5.69%. 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.