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 3.67% vs -35.40% for NFLY. At a 0.03 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 42.55% return, which is significantly higher than NFLY's -16.92% return.
NWL
- 1D
- 1.79%
- 1M
- 43.47%
- YTD
- 42.55%
- 6M
- 46.89%
- 1Y
- 3.67%
- 3Y*
- -9.05%
- 5Y*
- -24.59%
- 10Y*
- -16.26%
NFLY
- 1D
- -0.25%
- 1M
- -14.75%
- YTD
- -16.92%
- 6M
- -16.28%
- 1Y
- -35.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NWL vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NWL Newell Brands Inc. | 42.55% | -60.51% | 18.96% | -17.95% |
NFLY YieldMax NFLX Option Income Strategy ETF | -16.92% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between NWL and NFLY is -0.02, 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.03 |
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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 | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.76 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | -0.93 | +1.00 |
| Martin ratioReturn relative to average drawdown | 0.12 | -1.62 | +1.74 |
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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 -38.31%. 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% | -38.31% | -53.55% |
Max Drawdown (1Y)Largest decline over 1 year | -51.33% | -38.31% | -13.02% |
Max Drawdown (3Y)Largest decline over 3 years | -72.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -91.86% | — | — |
Current DrawdownCurrent decline from peak | -85.85% | -38.31% | -47.54% |
Average DrawdownAverage peak-to-trough decline | -34.86% | -8.95% | -25.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.60% | 21.92% | +8.68% |
Volatility
NWL vs. NFLY - Volatility Comparison
Newell Brands Inc. (NWL) has a higher volatility of 20.11% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.90%. 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 | 20.11% | 6.90% | +13.21% |
Volatility (6M)Calculated over the trailing 6-month period | 37.60% | 21.19% | +16.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.41% | 28.31% | +30.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.24% | 28.33% | +25.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.00% | 28.33% | +20.67% |
Dividends
NWL vs. NFLY - Dividend Comparison
NWL's dividend yield for the trailing twelve months is around 5.47%, less than NFLY's 67.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 67.16% | 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. | 5.47% | 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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWL has higher volatility (20.11%) compared to NFLY (6.90%). In terms of maximum drawdown, NWL dropped -91.86% vs NFLY's -38.31%.
NWL currently has the higher Sharpe Ratio (0.06 vs -1.26), 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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