TROX vs. NFLY
TROX (Tronox Holdings plc) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, TROX returned 79.45% vs -32.79% for NFLY. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
TROX vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, TROX achieves a 41.88% return, which is significantly higher than NFLY's -19.50% return.
TROX
- 1D
- -6.71%
- 1M
- -5.96%
- 6M
- -2.37%
- YTD
- 41.88%
- 1Y
- 79.45%
- 3Y*
- -20.83%
- 5Y*
- -17.32%
- 10Y*
- 2.44%
- ALL TIME*
- -2.81%
NFLY
- 1D
- 0.13%
- 1M
- -6.88%
- 6M
- -13.08%
- YTD
- -19.50%
- 1Y
- -32.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $416.46K | $523.86K | $744.62K | |
| $15.03M | $14.10M | $21.40M |
TROX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TROX Tronox Holdings plc | 41.88% | -55.57% | -26.44% | 11.30% |
NFLY YieldMax NFLX Option Income Strategy ETF | -19.50% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between TROX and NFLY is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.05 |
The correlation between TROX and NFLY shifts across timeframes, from -0.08 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TROX vs. NFLY — Risk / Return Rank
TROX
NFLY
TROX vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tronox Holdings plc (TROX) 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.
| TROX | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +3.68 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.79 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | -0.80 | +2.86 |
| Martin ratioReturn relative to average drawdown | 4.29 | -1.47 | +5.76 |
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Drawdowns
TROX vs. NFLY - Drawdown Comparison
The maximum TROX drawdown since its inception was -90.10%, which is greater than NFLY's maximum drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for TROX and NFLY.
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Drawdown Indicators
| TROX | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.10% | -43.49% | -46.61% |
Max Drawdown (1Y)Largest decline over 1 year | -44.63% | -40.74% | -3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -84.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -86.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -86.87% | — | — |
Current DrawdownCurrent decline from peak | -73.02% | -40.22% | -32.80% |
Average DrawdownAverage peak-to-trough decline | -44.52% | -10.05% | -34.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.35% | 22.25% | -0.90% |
Volatility
TROX vs. NFLY - Volatility Comparison
Tronox Holdings plc (TROX) has a higher volatility of 15.38% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 8.42%. This indicates that TROX'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
| TROX | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.38% | 8.42% | +6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 54.14% | 22.71% | +31.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 88.87% | 28.74% | +60.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.82% | 28.38% | +32.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.63% | 28.38% | +35.25% |
Dividends
TROX vs. NFLY - Dividend Comparison
TROX's dividend yield for the trailing twelve months is around 3.42%, less than NFLY's 64.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 64.16% | 61.53% | 49.91% | 11.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TROX Tronox Holdings plc | 3.42% | 8.39% | 4.97% | 3.53% | 3.65% | 1.50% | 1.92% | 1.58% | 2.31% | 0.88% | 3.73% | 25.58% |
Frequently Asked Questions
TROX and NFLY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TROX has higher volatility (15.38%) compared to NFLY (8.42%). In terms of maximum drawdown, TROX dropped -90.10% vs NFLY's -43.49%.
TROX currently has the higher Sharpe Ratio (1.14 vs -1.14), 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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