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IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) Sharpe Ratio: -0.20

AMZD.L's Sharpe Ratio of -0.20 indicates that for each unit of volatility, it generates -0.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AMZD.L Sharpe Ratio Rank

AMZD.L Sharpe Ratio Rank: 7.98
Concerning

AMZD.L ranks above 7.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

AMZD.L Sharpe Ratio Market Positioning

The chart shows AMZD.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.47 or lower
  • Yellow zone (middle 50%): 0.47 to 1.38
  • Green zone (top 25%): 1.38 or higher
  • Top 1%: 5.68+
  • Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares IncomeShares Amazon (AMZN) Options ETP GBP's Sharpe Ratio with other ETFs in the Derivative Income category across multiple time periods, showing how AMZD.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GOOI.LIncomeShares Alphabet (GOOG) Options ETP2.18
GOOO.LIncomeShares Alphabet (GOOG) Options ETP GBP2.09
TSLI.LIncomeShares Tesla TSLA Options ETP1.84
GLDI.LIncomeShares Gold+ Yield ETP1.71
JEPQ.LJPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)1.22
GLDE.LIncomeShares Gold + Yield ETP GBP1.17
TSLD.LIncomeShares Tesla TSLA Options ETP GBP1.14
JEQP.LJPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP1.12
QQQY.LIncomeShares Nasdaq 100 Options (0DTE) ETP0.97
QQQO.LIncomeShares Nasdaq 100 Options (0DTE) ETP GBP0.93
AMZD.LIncomeShares Amazon (AMZN) Options ETP GBP-0.20

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AMZD.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AMZD.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore AMZD.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AMZD.L Sortino Ratio