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SPOT vs. NFLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOT vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPOT achieves a -16.04% return, which is significantly lower than NFLY's -8.84% return.


SPOT

1D
-2.78%
1M
11.24%
YTD
-16.04%
6M
-12.50%
1Y
-27.35%
3Y*
47.56%
5Y*
15.60%
10Y*

NFLY

1D
-1.96%
1M
-7.89%
YTD
-8.84%
6M
-15.99%
1Y
-27.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOT vs. NFLY - Yearly Performance Comparison


2026 (YTD)202520242023
SPOT
Spotify Technology S.A.
-16.04%29.80%138.08%35.80%
NFLY
YieldMax NFLX Option Income Strategy ETF
-8.84%1.66%66.37%3.45%

Correlation

The correlation between SPOT and NFLY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2023

0.48

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Return for Risk

SPOT vs. NFLY — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1717
Overall Rank
SPOT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1616
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1616
Omega Ratio Rank
SPOT Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1919
Martin Ratio Rank

NFLY
NFLY Risk / Return Rank: 22
Overall Rank
NFLY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
NFLY Sortino Ratio Rank: 22
Sortino Ratio Rank
NFLY Omega Ratio Rank: 11
Omega Ratio Rank
NFLY Calmar Ratio Rank: 33
Calmar Ratio Rank
NFLY Martin Ratio Rank: 22
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.

SPOT vs. NFLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) 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.


SPOTNFLYDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

0.92

0.82

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.74

+0.16

Martin ratioReturn relative to average drawdown

-1.03

-1.34

+0.31

SPOT vs. NFLY - Sharpe Ratio Comparison

The current SPOT Sharpe Ratio is -0.60, which is higher than the NFLY Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of SPOT and NFLY, 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


SPOTNFLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

-1.00

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.64

-0.31

Drawdowns

SPOT vs. NFLY - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, which is greater than NFLY's maximum drawdown of -37.18%. Use the drawdown chart below to compare losses from any high point for SPOT and NFLY.


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Drawdown Indicators


SPOTNFLYDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-37.18%

-43.33%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

-37.18%

-9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

Current Drawdown

Current decline from peak

-37.16%

-32.30%

-4.86%

Average Drawdown

Average peak-to-trough decline

-30.80%

-8.51%

-22.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.48%

20.55%

+5.93%

Volatility

SPOT vs. NFLY - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 16.77% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.12%. This indicates that SPOT'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


SPOTNFLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.77%

6.12%

+10.65%

Volatility (6M)

Calculated over the trailing 6-month period

37.50%

21.18%

+16.32%

Volatility (1Y)

Calculated over the trailing 1-year period

45.43%

27.67%

+17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.62%

28.32%

+19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.29%

28.32%

+18.97%

Dividends

SPOT vs. NFLY - Dividend Comparison

SPOT has not paid dividends to shareholders, while NFLY's dividend yield for the trailing twelve months is around 58.24%.


PositionTTM202520242023
NFLY
YieldMax NFLX Option Income Strategy ETF
58.24%61.53%49.91%11.84%
SPOT
Spotify Technology S.A.
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPOT and NFLY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (16.77%) compared to NFLY (6.12%). In terms of maximum drawdown, SPOT dropped -80.51% vs NFLY's -37.18%.

SPOT currently has the higher Sharpe Ratio (-0.60 vs -1.00), 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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