RLTY vs. NVDY
RLTY (Cohen & Steers Real Estate Opportunities & Income Fund) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, RLTY returned 15.17%/yr vs 54.54%/yr for NVDY. At a 0.04 correlation, their price movements are largely independent.
Performance
RLTY vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, RLTY achieves a 9.23% return, which is significantly lower than NVDY's 13.06% return.
RLTY
- 1D
- 0.00%
- 1M
- -0.84%
- YTD
- 9.23%
- 6M
- 7.48%
- 1Y
- 12.21%
- 3Y*
- 15.17%
- 5Y*
- —
- 10Y*
- —
NVDY
- 1D
- -2.22%
- 1M
- 5.54%
- YTD
- 13.06%
- 6M
- 17.67%
- 1Y
- 46.64%
- 3Y*
- 54.54%
- 5Y*
- —
- 10Y*
- —
RLTY vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 9.23% | 8.56% | 15.40% | 13.53% |
NVDY YieldMax NVDA Option Income Strategy ETF | 13.06% | 27.38% | 114.23% | 42.02% |
Correlation
The correlation between RLTY and NVDY 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 (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 12, 2023 | 0.04 |
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Return for Risk
RLTY vs. NVDY — Risk / Return Rank
RLTY
NVDY
RLTY vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.
| RLTY | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.66 | -2.58 |
| Martin ratioReturn relative to average drawdown | 3.57 | 9.00 | -5.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RLTY | NVDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.72 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.64 | -1.51 |
Drawdowns
RLTY vs. NVDY - Drawdown Comparison
The maximum RLTY drawdown since its inception was -35.44%, roughly equal to the maximum NVDY drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for RLTY and NVDY.
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Drawdown Indicators
| RLTY | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -34.08% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -12.81% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.81% | -34.08% | +13.27% |
Current DrawdownCurrent decline from peak | -2.27% | -6.66% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -13.76% | -6.15% | -7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 5.20% | -1.78% |
Volatility
RLTY vs. NVDY - Volatility Comparison
The current volatility for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) is 3.85%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.46%. This indicates that RLTY experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RLTY | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 9.46% | -5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 20.68% | -10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 27.35% | -14.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 38.24% | -15.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.75% | 38.24% | -15.49% |
Dividends
RLTY vs. NVDY - Dividend Comparison
RLTY's dividend yield for the trailing twelve months is around 8.52%, less than NVDY's 61.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 61.36% | 83.10% | 83.65% | 22.32% | 0.00% |
RLTY Cohen & Steers Real Estate Opportunities & Income Fund | 8.52% | 8.98% | 8.93% | 9.18% | 6.94% |
Frequently Asked Questions
RLTY and NVDY 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.
NVDY has higher volatility (9.46%) compared to RLTY (3.85%). In terms of maximum drawdown, RLTY dropped -35.44% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (1.72 vs 0.94), 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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