USD=X vs. NVDY
USD=X (USD Cash) is a currency, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, USD=X returned 0.00%/yr vs 52.53%/yr for NVDY.
Performance
USD=X vs. NVDY - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
NVDY
- 1D
- 1.89%
- 1M
- -4.04%
- YTD
- 11.48%
- 6M
- 14.39%
- 1Y
- 38.93%
- 3Y*
- 52.53%
- 5Y*
- —
- 10Y*
- —
USD=X vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% |
NVDY YieldMax NVDA Option Income Strategy ETF | 11.48% | 27.38% | 114.23% | 41.31% |
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Return for Risk
USD=X vs. NVDY — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NVDY
USD=X vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
| USD=X | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.05 | — |
| Martin ratioReturn relative to average drawdown | — | 7.04 | — |
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Drawdowns
USD=X vs. NVDY - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum NVDY drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for USD=X and NVDY.
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Drawdown Indicators
| USD=X | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -34.08% | +34.08% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -12.81% | +12.81% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -34.08% | +34.08% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.97% | +7.97% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -6.19% | +6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 5.54% | -5.54% |
Volatility
USD=X vs. NVDY - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 9.77%. This indicates that USD=X 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
| USD=X | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 9.77% | -9.77% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 21.68% | -21.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 28.13% | -28.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 38.18% | -38.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 38.18% | -38.18% |
Frequently Asked Questions
NVDY has higher volatility (9.77%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs NVDY's -34.08%.
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