PortfoliosLab logoPortfoliosLab logo
NXG vs. LFGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXG vs. LFGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NXG NextGen Infrastructure Income Fund (NXG) and YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NXG achieves a 22.37% return, which is significantly higher than LFGY's 9.53% return.


NXG

1D
-2.54%
1M
1.18%
YTD
22.37%
6M
20.60%
1Y
36.05%
3Y*
34.13%
5Y*
10Y*

LFGY

1D
-6.92%
1M
-9.12%
YTD
9.53%
6M
1.03%
1Y
3.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXG vs. LFGY - Yearly Performance Comparison


Correlation

The correlation between NXG and LFGY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2025

0.32

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NXG vs. LFGY — Risk / Return Rank

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

NXG
NXG Risk / Return Rank: 4343
Overall Rank
NXG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NXG Sortino Ratio Rank: 3939
Sortino Ratio Rank
NXG Omega Ratio Rank: 4343
Omega Ratio Rank
NXG Calmar Ratio Rank: 5555
Calmar Ratio Rank
NXG Martin Ratio Rank: 3535
Martin Ratio Rank

LFGY
LFGY Risk / Return Rank: 1111
Overall Rank
LFGY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LFGY Sortino Ratio Rank: 1212
Sortino Ratio Rank
LFGY Omega Ratio Rank: 1212
Omega Ratio Rank
LFGY Calmar Ratio Rank: 1010
Calmar Ratio Rank
LFGY Martin Ratio Rank: 1010
Martin Ratio Rank
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.

NXG vs. LFGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NXG NextGen Infrastructure Income Fund (NXG) and YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY). 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.


NXGLFGYDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.34

1.05

+0.29

Calmar ratioReturn relative to maximum drawdown

2.75

0.11

+2.64

Martin ratioReturn relative to average drawdown

7.55

0.24

+7.31

NXG vs. LFGY - Sharpe Ratio Comparison

The current NXG Sharpe Ratio is 1.88, which is higher than the LFGY Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of NXG and LFGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NXGLFGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

0.10

+1.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.01

+0.97

Drawdowns

NXG vs. LFGY - Drawdown Comparison

The maximum NXG drawdown since its inception was -26.14%, smaller than the maximum LFGY drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for NXG and LFGY.


Loading charts...

Drawdown Indicators


NXGLFGYDifference

Max Drawdown

Largest peak-to-trough decline

-26.14%

-35.94%

+9.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-35.94%

+22.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.14%

Current Drawdown

Current decline from peak

-2.54%

-16.33%

+13.79%

Average Drawdown

Average peak-to-trough decline

-6.58%

-14.06%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

16.46%

-11.67%

Volatility

NXG vs. LFGY - Volatility Comparison

The current volatility for NXG NextGen Infrastructure Income Fund (NXG) is 6.45%, while YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a volatility of 11.69%. This indicates that NXG experiences smaller price fluctuations and is considered to be less risky than LFGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NXGLFGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

11.69%

-5.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

30.90%

-16.59%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

37.72%

-18.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

42.25%

-15.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.90%

42.25%

-15.35%

NXG vs. LFGY - Expense Ratio Comparison

NXG has a 1.00% expense ratio, which is higher than LFGY's 0.99% expense ratio.


Dividends

NXG vs. LFGY - Dividend Comparison

NXG's dividend yield for the trailing twelve months is around 11.02%, less than LFGY's 86.55% yield.


PositionTTM2025202420232022
LFGY
YieldMax Crypto Industry & Tech Portfolio Option Income ETF
86.55%94.90%0.00%0.00%0.00%
NXG
NXG NextGen Infrastructure Income Fund
11.02%12.83%14.15%12.00%1.11%

Frequently Asked Questions


NXG and LFGY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LFGY has higher volatility (11.69%) compared to NXG (6.45%). In terms of maximum drawdown, NXG dropped -26.14% vs LFGY's -35.94%.

NXG currently has the higher Sharpe Ratio (1.88 vs 0.10), 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.

Portfolio Optimizer

Find the right allocation for NXG and LFGY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer