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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IncomeShares Amazon (AMZN) Options ETP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
IncomeShares Amazon (AMZN) Options ETP (AMZI.L) has returned -19.85% so far this year and -3.91% over the past 12 months.
IncomeShares Amazon (AMZN) Options ETP
- 1D
- 1.21%
- 1M
- -4.76%
- YTD
- -19.85%
- 6M
- -17.88%
- 1Y
- -3.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 26, 2024, AMZI.L's average daily return is +0.01%, while the average monthly return is +0.14%. At this rate, your investment would double in approximately 41.3 years.
Historically, 53% of months were positive and 47% were negative. The best month was May 2025 with a return of +12.6%, while the worst month was Feb 2026 at -17.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AMZI.L closed higher 52% of trading days. The best single day was Oct 31, 2025 with a return of +7.4%, while the worst single day was Feb 6, 2026 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.09% | -17.56% | -4.76% | -19.85% | |||||||||
| 2025 | 7.60% | -10.46% | -9.60% | -3.23% | 12.64% | 7.67% | 7.00% | -2.41% | -4.51% | 10.02% | -8.50% | 1.77% | 4.42% |
| 2024 | -2.35% | 1.63% | 12.29% | 3.31% | 15.12% |
Benchmark Metrics
IncomeShares Amazon (AMZN) Options ETP has an annualized alpha of -4.99%, beta of 0.45, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since September 27, 2024.
- This ETF participated in 202.12% of S&P 500 Index downside but only 109.53% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.45 may look defensive, but with R² of 0.07 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.07 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -4.99%
- Beta
- 0.45
- R²
- 0.07
- Upside Capture
- 109.53%
- Downside Capture
- 202.12%
Expense Ratio
AMZI.L has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AMZI.L ranks 9 for risk / return — in the bottom 9% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for IncomeShares Amazon (AMZN) Options ETP (AMZI.L) and compare them to a chosen benchmark (S&P 500 Index).
| AMZI.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.90 | -1.03 |
Sortino ratioReturn per unit of downside risk | 0.03 | 1.39 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.40 | -1.64 |
Martin ratioReturn relative to average drawdown | -0.62 | 6.61 | -7.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore AMZI.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
IncomeShares Amazon (AMZN) Options ETP provided a 15.58% dividend yield over the last twelve months, with an annual payout of $1.22 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.22 | $1.37 | $0.27 |
Dividend yield | 15.58% | 13.65% | 2.45% |
Monthly Dividends
The table displays the monthly dividend distributions for IncomeShares Amazon (AMZN) Options ETP. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.21 | $0.00 | $0.00 | $0.21 | |||||||||
| 2025 | $0.09 | $0.07 | $0.20 | $0.14 | $0.29 | $0.10 | $0.20 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $1.37 |
| 2024 | $0.27 | $0.00 | $0.27 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IncomeShares Amazon (AMZN) Options ETP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the IncomeShares Amazon (AMZN) Options ETP was 27.38%, occurring on Mar 27, 2026. The portfolio has not yet recovered.
The current IncomeShares Amazon (AMZN) Options ETP drawdown is 25.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.38% | Nov 3, 2025 | 102 | Mar 27, 2026 | — | — | — |
| -26.67% | Feb 5, 2025 | 44 | Apr 7, 2025 | 79 | Jul 31, 2025 | 123 |
| -9.86% | Aug 1, 2025 | 55 | Oct 17, 2025 | 10 | Oct 31, 2025 | 65 |
| -6.61% | Nov 15, 2024 | 6 | Nov 22, 2024 | 8 | Dec 4, 2024 | 14 |
| -5.38% | Dec 18, 2024 | 16 | Jan 13, 2025 | 7 | Jan 22, 2025 | 23 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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