PortfoliosLab logo
SLF vs. NFLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLF and NFLY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SLF vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sun Life Financial Inc. (SLF) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

SLF:

1.51

NFLY:

2.58

Sortino Ratio

SLF:

1.99

NFLY:

3.44

Omega Ratio

SLF:

1.28

NFLY:

1.50

Calmar Ratio

SLF:

1.97

NFLY:

4.47

Martin Ratio

SLF:

4.88

NFLY:

15.76

Ulcer Index

SLF:

5.62%

NFLY:

4.56%

Daily Std Dev

SLF:

19.11%

NFLY:

26.74%

Max Drawdown

SLF:

-78.78%

NFLY:

-21.45%

Current Drawdown

SLF:

-0.57%

NFLY:

0.00%

Returns By Period

In the year-to-date period, SLF achieves a 7.49% return, which is significantly lower than NFLY's 25.08% return.


SLF

YTD

7.49%

1M

11.60%

6M

5.93%

1Y

28.62%

3Y*

14.57%

5Y*

18.41%

10Y*

11.00%

NFLY

YTD

25.08%

1M

14.02%

6M

25.68%

1Y

68.49%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Sun Life Financial Inc.

Risk-Adjusted Performance

SLF vs. NFLY — Risk-Adjusted Performance Rank

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

SLF
The Risk-Adjusted Performance Rank of SLF is 8888
Overall Rank
The Sharpe Ratio Rank of SLF is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SLF is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SLF is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SLF is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SLF is 8686
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9797
Overall Rank
The Sharpe Ratio Rank of NFLY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLF vs. NFLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF) 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.


The current SLF Sharpe Ratio is 1.51, which is lower than the NFLY Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of SLF and NFLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

SLF vs. NFLY - Dividend Comparison

SLF's dividend yield for the trailing twelve months is around 3.77%, less than NFLY's 43.45% yield.


TTM20242023202220212020201920182017201620152014
SLF
Sun Life Financial Inc.
3.77%3.99%4.26%4.59%3.19%3.70%3.46%4.41%3.25%3.18%3.77%3.61%
NFLY
YieldMax NFLX Option Income Strategy ETF
43.45%49.91%11.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SLF vs. NFLY - Drawdown Comparison

The maximum SLF drawdown since its inception was -78.78%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for SLF and NFLY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SLF vs. NFLY - Volatility Comparison

The current volatility for Sun Life Financial Inc. (SLF) is 4.44%, while YieldMax NFLX Option Income Strategy ETF (NFLY) has a volatility of 5.49%. This indicates that SLF experiences smaller price fluctuations and is considered to be less risky than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...