VC vs. NVDY

Last updated Apr 1, 2026

Compare and contrast key facts about Visteon Corporation (VC) and YieldMax NVDA Option Income Strategy ETF (NVDY).

NVDY is an actively managed fund by YieldMax. It was launched on May 10, 2023.

Performance

VC vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visteon Corporation (VC) and YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

VC vs. NVDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VC Visteon Corporation	-3.82%	7.73%	-28.97%	-8.44%
NVDY YieldMax NVDA Option Income Strategy ETF	-1.61%	27.38%	114.23%	42.02%

Returns By Period

In the year-to-date period, VC achieves a -3.82% return, which is significantly lower than NVDY's -1.61% return.

VC

• 1D: 6.30%
• 1M: -4.39%
• YTD: -3.82%
• 6M: -23.48%
• 1Y: 18.43%
• 3Y*: -16.31%
• 5Y*: -6.06%
• 10Y*: 1.70%

NVDY

• 1D: 4.85%
• 1M: 1.16%
• YTD: -1.61%
• 6M: 0.55%
• 1Y: 54.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VC vs. NVDY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VC

VC Risk / Return Rank: 55
VC Sharpe Ratio Rank: 60
VC Sortino Ratio Rank: 55
VC Omega Ratio Rank: 53
VC Calmar Ratio Rank: 54
VC Martin Ratio Rank: 53

NVDY

NVDY Risk / Return Rank: 87
NVDY Sharpe Ratio Rank: 86
NVDY Sortino Ratio Rank: 86
NVDY Omega Ratio Rank: 81
NVDY Calmar Ratio Rank: 95
NVDY Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VC vs. NVDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visteon Corporation (VC) 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.

	VC	NVDY	Difference
Sharpe ratio Return per unit of total volatility	0.49	1.68	-1.19
Sortino ratio Return per unit of downside risk	0.94	2.23	-1.28
Omega ratio Gain probability vs. loss probability	1.12	1.30	-0.18
Calmar ratio Return relative to maximum drawdown	0.51	3.86	-3.35
Martin ratio Return relative to average drawdown	1.06	10.05	-8.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VC vs. NVDY - Sharpe Ratio Comparison

The current VC Sharpe Ratio is 0.49, which is lower than the NVDY Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VC and NVDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VC	NVDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	1.68	-1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.53	-1.36

Correlation

The correlation between VC and NVDY is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VC vs. NVDY - Dividend Comparison

VC's dividend yield for the trailing twelve months is around 1.02%, less than NVDY's 72.79% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VC Visteon Corporation	1.02%	0.58%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	54.02%
NVDY YieldMax NVDA Option Income Strategy ETF	72.79%	83.10%	83.65%	22.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VC vs. NVDY - Drawdown Comparison

The maximum VC drawdown since its inception was -70.89%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VC and NVDY.

Drawdown Indicators

	VC	NVDY	Difference
Max Drawdown Largest peak-to-trough decline	-70.89%	-34.08%	-36.81%
Max Drawdown (1Y) Largest decline over 1 year	-33.97%	-13.77%	-20.20%
Max Drawdown (5Y) Largest decline over 5 years	-60.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-70.89%	—	—
Current Drawdown Current decline from peak	-46.33%	-7.88%	-38.45%
Average Drawdown Average peak-to-trough decline	-22.89%	-6.31%	-16.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.35%	5.28%	+11.07%

Volatility

VC vs. NVDY - Volatility Comparison

Visteon Corporation (VC) and YieldMax NVDA Option Income Strategy ETF (NVDY) have volatilities of 9.48% and 9.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VC	NVDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.48%	9.10%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	26.73%	21.65%	+5.08%
Volatility (1Y) Calculated over the trailing 1-year period	37.85%	32.45%	+5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.97%	38.77%	+0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.32%	38.77%	+2.55%