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 -6.31%/yr vs 50.59%/yr for NVDY. At a 0.14 correlation, their price movements are largely independent.
Performance
VC vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, VC achieves a 22.66% return, which is significantly higher than NVDY's 7.04% return.
VC
- 1D
- -3.48%
- 1M
- 2.40%
- YTD
- 22.66%
- 6M
- 20.36%
- 1Y
- 29.61%
- 3Y*
- -6.31%
- 5Y*
- -0.82%
- 10Y*
- 5.54%
NVDY
- 1D
- -3.24%
- 1M
- -5.21%
- YTD
- 7.04%
- 6M
- 6.21%
- 1Y
- 33.90%
- 3Y*
- 50.59%
- 5Y*
- —
- 10Y*
- —
VC vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VC Visteon Corporation | 22.66% | 7.73% | -28.97% | -6.45% |
NVDY YieldMax NVDA Option Income Strategy ETF | 7.04% | 27.38% | 114.23% | 41.31% |
Correlation
The correlation between VC and NVDY is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.14 |
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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 | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.66 | -1.78 |
| Martin ratioReturn relative to average drawdown | 1.67 | 6.05 | -4.38 |
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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% | -12.81% | -21.16% |
Max Drawdown (3Y)Largest decline over 3 years | -57.68% | -34.08% | -23.60% |
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 | -31.56% | -11.62% | -19.94% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -6.20% | -16.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.83% | 5.62% | +12.21% |
Volatility
VC vs. NVDY - Volatility Comparison
Visteon Corporation (VC) has a higher volatility of 12.06% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 10.10%. 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 | 12.06% | 10.10% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 30.62% | 21.63% | +8.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.52% | 28.32% | +9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.00% | 38.19% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.72% | 38.19% | +3.53% |
Dividends
VC vs. NVDY - Dividend Comparison
VC's dividend yield for the trailing twelve months is around 1.12%, less than NVDY's 64.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 64.30% | 83.10% | 83.65% | 22.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VC Visteon Corporation | 1.12% | 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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VC has higher volatility (12.06%) compared to NVDY (10.10%). In terms of maximum drawdown, VC dropped -70.89% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (1.20 vs 0.79), 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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