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PLTY vs. NBIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTY vs. NBIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) and Nebius Group N.V. (NBIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLTY achieves a -16.45% return, which is significantly lower than NBIS's 160.44% return.


PLTY

1D
0.42%
1M
0.90%
YTD
-16.45%
6M
-18.69%
1Y
4.57%
3Y*
5Y*
10Y*

NBIS

1D
-4.31%
1M
23.13%
YTD
160.44%
6M
117.28%
1Y
351.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTY vs. NBIS - Yearly Performance Comparison


2026 (YTD)20252024
PLTY
YieldMax PLTR Option Income Strategy ETF
-16.45%78.06%49.53%
NBIS
Nebius Group N.V.
160.44%202.18%46.25%

Correlation

The correlation between PLTY and NBIS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2024

0.33

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Return for Risk

PLTY vs. NBIS — Risk / Return Rank

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

PLTY
PLTY Risk / Return Rank: 1212
Overall Rank
PLTY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PLTY Sortino Ratio Rank: 1313
Sortino Ratio Rank
PLTY Omega Ratio Rank: 1313
Omega Ratio Rank
PLTY Calmar Ratio Rank: 1111
Calmar Ratio Rank
PLTY Martin Ratio Rank: 1111
Martin Ratio Rank

NBIS
NBIS Risk / Return Rank: 9494
Overall Rank
NBIS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NBIS Sortino Ratio Rank: 9494
Sortino Ratio Rank
NBIS Omega Ratio Rank: 9090
Omega Ratio Rank
NBIS Calmar Ratio Rank: 9696
Calmar Ratio Rank
NBIS Martin Ratio Rank: 9595
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.

PLTY vs. NBIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax PLTR Option Income Strategy ETF (PLTY) and Nebius Group N.V. (NBIS). 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.


PLTYNBISDifference
Sharpe ratioReturn per unit of total volatility

-3.28

Sortino ratioReturn per unit of downside risk

-3.28

Omega ratioGain probability vs. loss probability

1.06

1.41

-0.36

Calmar ratioReturn relative to maximum drawdown

0.13

7.79

-7.66

Martin ratioReturn relative to average drawdown

0.26

17.86

-17.61

PLTY vs. NBIS - Sharpe Ratio Comparison

The current PLTY Sharpe Ratio is 0.11, which is lower than the NBIS Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of PLTY and NBIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PLTYNBISDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

3.39

-3.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

3.19

-2.00

Drawdowns

PLTY vs. NBIS - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.61%, smaller than the maximum NBIS drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for PLTY and NBIS.


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Drawdown Indicators


PLTYNBISDifference

Max Drawdown

Largest peak-to-trough decline

-36.61%

-58.27%

+21.66%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-45.47%

+11.06%

Current Drawdown

Current decline from peak

-27.54%

-17.58%

-9.96%

Average Drawdown

Average peak-to-trough decline

-12.87%

-19.02%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.96%

19.79%

-1.83%

Volatility

PLTY vs. NBIS - Volatility Comparison

The current volatility for YieldMax PLTR Option Income Strategy ETF (PLTY) is 14.41%, while Nebius Group N.V. (NBIS) has a volatility of 33.60%. This indicates that PLTY experiences smaller price fluctuations and is considered to be less risky than NBIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTYNBISDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.41%

33.60%

-19.19%

Volatility (6M)

Calculated over the trailing 6-month period

32.39%

71.53%

-39.14%

Volatility (1Y)

Calculated over the trailing 1-year period

42.73%

104.78%

-62.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.83%

110.72%

-57.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.83%

110.72%

-57.89%

Dividends

PLTY vs. NBIS - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 115.59%, while NBIS has not paid dividends to shareholders.


PositionTTM20252024
NBIS
Nebius Group N.V.
0.00%0.00%0.00%
PLTY
YieldMax PLTR Option Income Strategy ETF
115.59%112.44%7.85%

Frequently Asked Questions


PLTY and NBIS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NBIS has higher volatility (33.60%) compared to PLTY (14.41%). In terms of maximum drawdown, PLTY dropped -36.61% vs NBIS's -58.27%.

NBIS currently has the higher Sharpe Ratio (3.39 vs 0.11), 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

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