YY vs. NFLY

Last updated Apr 2, 2026

Compare and contrast key facts about YY Inc. (YY) and YieldMax NFLX Option Income Strategy ETF (NFLY).

NFLY is an actively managed fund by YieldMax. It was launched on Aug 7, 2023.

Performance

YY vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YY Inc. (YY) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

YY vs. NFLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
YY YY Inc.	-8.61%	63.93%	5.42%	21.83%
NFLY YieldMax NFLX Option Income Strategy ETF	3.49%	1.66%	66.37%	3.45%

Returns By Period

In the year-to-date period, YY achieves a -8.61% return, which is significantly lower than NFLY's 3.49% return.

YY

• 1D: -0.15%
• 1M: -2.28%
• YTD: -8.61%
• 6M: 0.10%
• 1Y: 48.86%
• 3Y*: 27.88%
• 5Y*: -6.25%
• 10Y*: 1.65%

NFLY

• 1D: 0.27%
• 1M: 0.11%
• YTD: 3.49%
• 6M: -14.17%
• 1Y: 2.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

YY vs. NFLY — Risk / Return Rank

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

YY

YY Risk / Return Rank: 82
YY Sharpe Ratio Rank: 85
YY Sortino Ratio Rank: 83
YY Omega Ratio Rank: 80
YY Calmar Ratio Rank: 81
YY Martin Ratio Rank: 82

NFLY

NFLY Risk / Return Rank: 14
NFLY Sharpe Ratio Rank: 13
NFLY Sortino Ratio Rank: 14
NFLY Omega Ratio Rank: 15
NFLY Calmar Ratio Rank: 13
NFLY Martin Ratio Rank: 13

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.

YY vs. NFLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YY Inc. (YY) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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.

	YY	NFLY	Difference
Sharpe ratio Return per unit of total volatility	1.62	0.08	+1.55
Sortino ratio Return per unit of downside risk	2.32	0.32	+2.00
Omega ratio Gain probability vs. loss probability	1.29	1.04	+0.25
Calmar ratio Return relative to maximum drawdown	2.48	0.06	+2.42
Martin ratio Return relative to average drawdown	7.01	0.13	+6.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YY vs. NFLY - Sharpe Ratio Comparison

The current YY Sharpe Ratio is 1.62, which is higher than the NFLY Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of YY and NFLY, 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

	YY	NFLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	0.08	+1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.89	-0.63

Correlation

The correlation between YY and NFLY 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

YY vs. NFLY - Dividend Comparison

YY's dividend yield for the trailing twelve months is around 6.50%, less than NFLY's 60.75% yield.

	TTM	2025	2024	2023	2022	2021	2020
YY YY Inc.	6.50%	4.35%	0.00%	3.07%	6.46%	4.48%	1.02%
NFLY YieldMax NFLX Option Income Strategy ETF	60.75%	61.53%	49.91%	11.84%	0.00%	0.00%	0.00%

Drawdowns

YY vs. NFLY - Drawdown Comparison

The maximum YY drawdown since its inception was -83.52%, which is greater than NFLY's maximum drawdown of -37.18%. Use the drawdown chart below to compare losses from any high point for YY and NFLY.

Drawdown Indicators

	YY	NFLY	Difference
Max Drawdown Largest peak-to-trough decline	-83.52%	-37.18%	-46.34%
Max Drawdown (1Y) Largest decline over 1 year	-19.93%	-37.18%	+17.25%
Max Drawdown (5Y) Largest decline over 5 years	-76.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-83.52%	—	—
Current Drawdown Current decline from peak	-51.55%	-23.15%	-28.40%
Average Drawdown Average peak-to-trough decline	-46.17%	-7.39%	-38.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.05%	17.53%	-10.48%

Volatility

YY vs. NFLY - Volatility Comparison

YY Inc. (YY) has a higher volatility of 6.79% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 4.64%. This indicates that YY's price experiences larger fluctuations and is considered to be riskier than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YY	NFLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	4.64%	+2.15%
Volatility (6M) Calculated over the trailing 6-month period	21.09%	22.25%	-1.16%
Volatility (1Y) Calculated over the trailing 1-year period	30.26%	28.94%	+1.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.34%	28.37%	+30.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.11%	28.37%	+28.74%