SACH vs. NFLY
SACH (Sachem Capital Corp.) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, SACH returned 57.06% vs -32.79% for NFLY. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
SACH vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, SACH achieves a 61.17% return, which is significantly higher than NFLY's -19.50% return.
SACH
- 1D
- 1.23%
- 1M
- -14.26%
- 6M
- 61.17%
- YTD
- 61.17%
- 1Y
- 57.06%
- 3Y*
- -15.27%
- 5Y*
- -10.40%
- 10Y*
- —
- ALL TIME*
- -0.74%
NFLY
- 1D
- 0.13%
- 1M
- -6.88%
- 6M
- -13.08%
- YTD
- -19.50%
- 1Y
- -32.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $416.46K | $523.86K | $744.62K | |
| $97.78K | $108.15K | $571.55K |
SACH vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SACH Sachem Capital Corp. | 61.17% | -9.17% | -60.54% | 17.17% |
NFLY YieldMax NFLX Option Income Strategy ETF | -19.50% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between SACH and NFLY is 0.10, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.02 |
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Return for Risk
SACH vs. NFLY — Risk / Return Rank
SACH
NFLY
SACH vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sachem Capital Corp. (SACH) 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.
| SACH | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +4.06 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.79 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | -0.80 | +2.89 |
| Martin ratioReturn relative to average drawdown | 4.45 | -1.47 | +5.92 |
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Drawdowns
SACH vs. NFLY - Drawdown Comparison
The maximum SACH drawdown since its inception was -80.30%, which is greater than NFLY's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for SACH and NFLY.
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Drawdown Indicators
| SACH | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.30% | -43.49% | -36.81% |
Max Drawdown (1Y)Largest decline over 1 year | -27.54% | -40.74% | +13.20% |
Max Drawdown (3Y)Largest decline over 3 years | -78.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -80.30% | — | — |
Current DrawdownCurrent decline from peak | -55.93% | -40.22% | -15.71% |
Average DrawdownAverage peak-to-trough decline | -30.06% | -10.05% | -20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.87% | 22.25% | -9.38% |
Volatility
SACH vs. NFLY - Volatility Comparison
Sachem Capital Corp. (SACH) has a higher volatility of 9.11% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 8.42%. This indicates that SACH'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
| SACH | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 8.42% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 76.74% | 22.71% | +54.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.20% | 28.74% | +74.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.11% | 28.38% | +32.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.83% | 28.38% | +29.45% |
Dividends
SACH vs. NFLY - Dividend Comparison
SACH's dividend yield for the trailing twelve months is around 80.98%, more than NFLY's 64.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 64.16% | 61.53% | 49.91% | 11.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SACH Sachem Capital Corp. | 80.98% | 19.23% | 17.78% | 12.83% | 15.76% | 8.22% | 11.54% | 8.29% | 15.60% | 6.60% |
Frequently Asked Questions
SACH and NFLY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SACH has higher volatility (9.11%) compared to NFLY (8.42%). In terms of maximum drawdown, SACH dropped -80.30% vs NFLY's -43.49%.
SACH currently has the higher Sharpe Ratio (0.56 vs -1.14), 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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