VNDA vs. NVDY
VNDA (Vanda Pharmaceuticals Inc.) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, VNDA returned -3.28%/yr vs 50.35%/yr for NVDY. At a 0.10 correlation, their price movements are largely independent.
Performance
VNDA vs. NVDY - Performance Comparison
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Returns By Period
In the year-to-date period, VNDA achieves a -33.11% return, which is significantly lower than NVDY's 6.53% return.
VNDA
- 1D
- -0.84%
- 1M
- -4.68%
- YTD
- -33.11%
- 6M
- -14.62%
- 1Y
- 31.11%
- 3Y*
- -3.28%
- 5Y*
- -22.26%
- 10Y*
- -6.17%
NVDY
- 1D
- -0.48%
- 1M
- -5.66%
- YTD
- 6.53%
- 6M
- 5.92%
- 1Y
- 31.11%
- 3Y*
- 50.35%
- 5Y*
- —
- 10Y*
- —
VNDA vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VNDA Vanda Pharmaceuticals Inc. | -33.11% | 84.13% | 13.51% | -37.76% |
NVDY YieldMax NVDA Option Income Strategy ETF | 6.53% | 27.38% | 114.23% | 41.31% |
Correlation
The correlation between VNDA and NVDY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.10 |
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Return for Risk
VNDA vs. NVDY — Risk / Return Rank
VNDA
NVDY
VNDA vs. NVDY - Risk-Adjusted Trends Comparison
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.
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.
| VNDA | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 2.44 | -1.66 |
| Martin ratioReturn relative to average drawdown | 1.66 | 5.50 | -3.84 |
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Drawdowns
VNDA vs. NVDY - Drawdown Comparison
The maximum VNDA drawdown since its inception was -98.42%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VNDA and NVDY.
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Drawdown Indicators
| VNDA | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.42% | -34.08% | -64.34% |
Max Drawdown (1Y)Largest decline over 1 year | -40.06% | -12.81% | -27.25% |
Max Drawdown (3Y)Largest decline over 3 years | -49.25% | -34.08% | -15.17% |
Max Drawdown (5Y)Largest decline over 5 years | -84.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.26% | — | — |
Current DrawdownCurrent decline from peak | -81.37% | -12.05% | -69.32% |
Average DrawdownAverage peak-to-trough decline | -65.12% | -6.20% | -58.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.80% | 5.67% | +13.13% |
Volatility
VNDA vs. NVDY - Volatility Comparison
Vanda Pharmaceuticals Inc. (VNDA) has a higher volatility of 12.01% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 10.03%. 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.
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Volatility by Period
| VNDA | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.01% | 10.03% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 64.38% | 21.44% | +42.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.69% | 28.33% | +53.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.50% | 38.17% | +22.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.70% | 38.17% | +17.53% |
Dividends
VNDA vs. NVDY - Dividend Comparison
VNDA has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 64.61%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 64.61% | 83.10% | 83.65% | 22.32% |
VNDA Vanda Pharmaceuticals Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VNDA and NVDY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNDA has higher volatility (12.01%) compared to NVDY (10.03%). In terms of maximum drawdown, VNDA dropped -98.42% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (1.10 vs 0.38), 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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