VNDA vs. NVDY

In the year-to-date period, VNDA achieves a -9.39% return, which is significantly lower than NVDY's -4.99% return.

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This table presents a comparison of risk-adjusted performance metrics for Vanda Pharmaceuticals Inc. (VNDA) 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.

The current VNDA Sharpe Ratio is -0.28, which is lower than the NVDY Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of VNDA 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.

VNDA has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 112.46%.

The maximum VNDA drawdown since its inception was -98.42%, which is greater than NVDY's maximum drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for VNDA and NVDY.

Vanda Pharmaceuticals Inc. (VNDA) has a higher volatility of 13.52% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 8.15%. This indicates that VNDA'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.