SST vs. NFLY
SST (System1 Inc) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, SST returned -71.77% vs -38.37% for NFLY. At a 0.11 correlation, their price movements are largely independent.
Performance
SST vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, SST achieves a -55.36% return, which is significantly lower than NFLY's -23.91% return.
SST
- 1D
- -0.57%
- 1M
- -38.60%
- 6M
- -58.53%
- YTD
- -55.36%
- 1Y
- -71.77%
- 3Y*
- -64.70%
- 5Y*
- -55.39%
- 10Y*
- —
- ALL TIME*
- -49.42%
NFLY
- 1D
- -3.10%
- 1M
- -13.46%
- 6M
- -20.14%
- YTD
- -23.91%
- 1Y
- -38.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.32%
SST vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SST System1 Inc | -55.36% | -56.36% | -59.54% | -15.27% |
NFLY YieldMax NFLX Option Income Strategy ETF | -23.91% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between SST and NFLY is 0.00, 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 | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.11 |
The correlation between SST and NFLY shifts across timeframes, from 0.00 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SST vs. NFLY — Risk / Return Rank
SST
NFLY
SST vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for System1 Inc (SST) 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.
| SST | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.74 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.94 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.83 | +0.48 |
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Drawdowns
SST vs. NFLY - Drawdown Comparison
The maximum SST drawdown since its inception was -99.49%, which is greater than NFLY's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for SST and NFLY.
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Drawdown Indicators
| SST | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -43.49% | -56.00% |
Max Drawdown (1Y)Largest decline over 1 year | -84.64% | -40.74% | -43.90% |
Max Drawdown (3Y)Largest decline over 3 years | -96.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.49% | — | — |
Current DrawdownCurrent decline from peak | -99.35% | -43.49% | -55.86% |
Average DrawdownAverage peak-to-trough decline | -67.29% | -9.67% | -57.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.37% | 21.05% | +32.32% |
Volatility
SST vs. NFLY - Volatility Comparison
System1 Inc (SST) has a higher volatility of 39.15% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 10.65%. This indicates that SST'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
| SST | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 39.15% | 10.65% | +28.50% |
Volatility (6M)Calculated over the trailing 6-month period | 144.38% | 22.92% | +121.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 197.54% | 28.89% | +168.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.74% | 28.51% | +100.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 118.15% | 28.51% | +89.64% |
Dividends
SST vs. NFLY - Dividend Comparison
SST has not paid dividends to shareholders, while NFLY's dividend yield for the trailing twelve months is around 71.74%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 71.74% | 61.53% | 49.91% | 11.84% |
SST System1 Inc | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SST and NFLY have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SST has higher volatility (39.15%) compared to NFLY (10.65%). In terms of maximum drawdown, SST dropped -99.49% vs NFLY's -43.49%.
SST currently has the higher Sharpe Ratio (-0.36 vs -1.33), 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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