VC vs. NVDY
VC (Visteon Corporation) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, VC returned -12.01%/yr vs 48.07%/yr for NVDY. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
VC vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, VC achieves a 10.71% return, which is significantly higher than NVDY's 7.94% return.
VC
- 1D
- -0.49%
- 1M
- 2.04%
- 6M
- 15.88%
- YTD
- 10.71%
- 1Y
- -4.27%
- 3Y*
- -12.01%
- 5Y*
- -1.49%
- 10Y*
- 4.50%
- ALL TIME*
- 7.52%
NVDY
- 1D
- 2.46%
- 1M
- 2.84%
- 6M
- 4.02%
- YTD
- 7.94%
- 1Y
- 18.52%
- 3Y*
- 48.07%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 55.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $28.29M | $28.19M | $37.25M | |
| $61.21M | $56.04M | $62.74M |
VC vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VC Visteon Corporation | 10.71% | 7.73% | -28.97% | -6.45% |
NVDY YieldMax NVDA Option Income Strategy ETF | 7.94% | 27.38% | 114.23% | 41.31% |
Correlation
The correlation between VC and NVDY is 0.09, 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. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.13 |
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Return for Risk
VC vs. NVDY — Risk / Return Rank
VC
NVDY
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.
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.
| VC | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.11 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.06 | -1.20 |
| Martin ratioReturn relative to average drawdown | -0.26 | 2.43 | -2.68 |
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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.
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Drawdown Indicators
| VC | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.89% | -34.08% | -36.81% |
Max Drawdown (1Y)Largest decline over 1 year | -33.97% | -15.31% | -18.66% |
Max Drawdown (3Y)Largest decline over 3 years | -55.57% | -34.08% | -21.49% |
Max Drawdown (5Y)Largest decline over 5 years | -60.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.89% | — | — |
Current DrawdownCurrent decline from peak | -38.22% | -10.88% | -27.34% |
Average DrawdownAverage peak-to-trough decline | -23.17% | -6.35% | -16.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.78% | 6.70% | +12.08% |
Volatility
VC vs. NVDY - Volatility Comparison
Visteon Corporation (VC) has a higher volatility of 10.59% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 9.70%. This indicates that VC's price experiences larger fluctuations and is considered to be riskier 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
| VC | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.59% | 9.70% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 33.23% | 22.69% | +10.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.39% | 29.33% | +10.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.30% | 37.96% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.95% | 37.96% | +3.99% |
Dividends
VC vs. NVDY - Dividend Comparison
VC's dividend yield for the trailing twelve months is around 1.24%, less than NVDY's 63.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 63.46% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VC Visteon Corporation | 1.24% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 54.02% |
Frequently Asked Questions
VC and NVDY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VC has higher volatility (10.59%) compared to NVDY (9.70%). In terms of maximum drawdown, VC dropped -70.89% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (0.55 vs -0.12), 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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