YY vs. NFLY
YY (YY Inc.) is a stock, while NFLY (YieldMax NFLX Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, YY returned 53.07% vs -27.58% for NFLY. At a 0.13 correlation, their price movements are largely independent.
Performance
YY vs. NFLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, YY achieves a 7.41% return, which is significantly higher than NFLY's -8.84% return.
YY
- 1D
- -2.55%
- 1M
- 13.41%
- YTD
- 7.41%
- 6M
- 12.33%
- 1Y
- 53.07%
- 3Y*
- 37.82%
- 5Y*
- 3.39%
- 10Y*
- 7.08%
NFLY
- 1D
- -1.96%
- 1M
- -7.89%
- YTD
- -8.84%
- 6M
- -15.99%
- 1Y
- -27.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YY vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
YY YY Inc. | 7.41% | 63.93% | 5.42% | 21.83% |
NFLY YieldMax NFLX Option Income Strategy ETF | -8.84% | 1.66% | 66.37% | 3.45% |
Correlation
The correlation between YY and NFLY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2023 | 0.13 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YY vs. NFLY — Risk / Return Rank
YY
NFLY
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 ratioReturn per unit of total volatility | +2.57 | ||
| Sortino ratioReturn per unit of downside risk | +3.96 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.82 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.74 | +3.29 |
| Martin ratioReturn relative to average drawdown | 5.95 | -1.34 | +7.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| YY | NFLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | -1.00 | +2.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.64 | -0.36 |
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.
Loading charts...
Drawdown Indicators
| YY | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.52% | -37.18% | -46.34% |
Max Drawdown (1Y)Largest decline over 1 year | -20.97% | -37.18% | +16.21% |
Max Drawdown (3Y)Largest decline over 3 years | -33.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.52% | — | — |
Current DrawdownCurrent decline from peak | -43.06% | -32.30% | -10.76% |
Average DrawdownAverage peak-to-trough decline | -46.21% | -8.51% | -37.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.95% | 20.55% | -11.60% |
Volatility
YY vs. NFLY - Volatility Comparison
YY Inc. (YY) has a higher volatility of 18.59% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 6.12%. 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.
Loading charts...
Volatility by Period
| YY | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.59% | 6.12% | +12.47% |
Volatility (6M)Calculated over the trailing 6-month period | 25.98% | 21.18% | +4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.09% | 27.67% | +6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.61% | 28.32% | +31.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.12% | 28.32% | +28.80% |
Dividends
YY vs. NFLY - Dividend Comparison
YY's dividend yield for the trailing twelve months is around 6.33%, less than NFLY's 58.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
NFLY YieldMax NFLX Option Income Strategy ETF | 58.24% | 61.53% | 49.91% | 11.84% | 0.00% | 0.00% | 0.00% |
YY YY Inc. | 6.33% | 4.35% | 0.00% | 3.07% | 6.46% | 4.48% | 1.02% |
Frequently Asked Questions
YY and NFLY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YY has higher volatility (18.59%) compared to NFLY (6.12%). In terms of maximum drawdown, YY dropped -83.52% vs NFLY's -37.18%.
YY currently has the higher Sharpe Ratio (1.57 vs -1.00), 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.
Find the right allocation for YY and NFLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer