T vs. NVDY
T (AT&T Inc.) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, T returned 20.58%/yr vs 51.33%/yr for NVDY. At a correlation of -0.18, they often move in opposite directions.
Performance
T vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than NVDY's 8.91% return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
NVDY
- 1D
- 0.08%
- 1M
- -7.09%
- YTD
- 8.91%
- 6M
- 14.71%
- 1Y
- 36.80%
- 3Y*
- 51.33%
- 5Y*
- —
- 10Y*
- —
T vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | 2.14% |
NVDY YieldMax NVDA Option Income Strategy ETF | 8.91% | 27.38% | 114.23% | 41.31% |
Correlation
The correlation between T and NVDY is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | -0.18 |
The correlation between T and NVDY shifts across timeframes, from -0.28 (1 year) to -0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
T vs. NVDY — Risk / Return Rank
T
NVDY
T vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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.
| T | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.89 | -3.48 |
| Martin ratioReturn relative to average drawdown | -1.22 | 6.79 | -8.01 |
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Drawdowns
T vs. NVDY - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for T and NVDY.
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Drawdown Indicators
| T | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -34.08% | -30.07% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -12.81% | -9.06% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -34.08% | +12.21% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | — | — |
Current DrawdownCurrent decline from peak | -18.12% | -10.09% | -8.03% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -6.17% | -9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 5.44% | +5.20% |
Volatility
T vs. NVDY - Volatility Comparison
The current volatility for AT&T Inc. (T) is 8.21%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 10.45%. This indicates that T experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 10.45% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 21.66% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 28.06% | -5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 38.24% | -14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 38.24% | -14.51% |
Dividends
T vs. NVDY - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, less than NVDY's 66.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 66.87% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
T and NVDY have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDY has higher volatility (10.45%) compared to T (8.21%). In terms of maximum drawdown, T dropped -64.15% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (1.32 vs -0.59), 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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