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 -74.57% vs -36.94% 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 -39.29% return, which is significantly lower than NFLY's -17.96% return.
SST
- 1D
- -13.14%
- 1M
- -19.32%
- YTD
- -39.29%
- 6M
- -48.37%
- 1Y
- -74.57%
- 3Y*
- -63.39%
- 5Y*
- -52.51%
- 10Y*
- —
NFLY
- 1D
- -1.24%
- 1M
- -15.81%
- YTD
- -17.96%
- 6M
- -17.66%
- 1Y
- -36.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SST vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SST System1 Inc | -39.29% | -56.36% | -59.54% | -15.27% |
NFLY YieldMax NFLX Option Income Strategy ETF | -17.96% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between SST and NFLY is -0.01, 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 | -0.01 |
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 -0.01 (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 | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.75 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.95 | +0.07 |
| Martin ratioReturn relative to average drawdown | -1.47 | -1.68 | +0.21 |
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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 -39.07%. 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% | -39.07% | -60.42% |
Max Drawdown (1Y)Largest decline over 1 year | -84.64% | -39.07% | -45.57% |
Max Drawdown (3Y)Largest decline over 3 years | -96.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.49% | — | — |
Current DrawdownCurrent decline from peak | -99.11% | -39.07% | -60.04% |
Average DrawdownAverage peak-to-trough decline | -66.92% | -8.99% | -57.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.09% | 22.05% | +31.04% |
Volatility
SST vs. NFLY - Volatility Comparison
System1 Inc (SST) has a higher volatility of 28.32% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.90%. 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 | 28.32% | 6.90% | +21.42% |
Volatility (6M)Calculated over the trailing 6-month period | 140.99% | 21.20% | +119.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 198.97% | 28.29% | +170.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.82% | 28.32% | +99.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.98% | 28.32% | +89.66% |
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 68.00%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 68.00% | 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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SST has higher volatility (28.32%) compared to NFLY (6.90%). In terms of maximum drawdown, SST dropped -99.49% vs NFLY's -39.07%.
SST currently has the higher Sharpe Ratio (-0.38 vs -1.31), 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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