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YieldMax AMZN Option Income Strategy ETF (AMZY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

88634T840

Issuer

YieldMax

Inception Date

Jul 24, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Alternatives

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
AMZY vs. AMZP AMZY vs. AMZN AMZY vs. MSFO AMZY vs. APLY AMZY vs. CONY AMZY vs. JEPQ AMZY vs. XRMI AMZY vs. FBY AMZY vs. AMD AMZY vs. MORT
Popular comparisons:
AMZY vs. AMZP AMZY vs. AMZN AMZY vs. MSFO AMZY vs. APLY AMZY vs. CONY AMZY vs. JEPQ AMZY vs. XRMI AMZY vs. FBY AMZY vs. AMD AMZY vs. MORT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in YieldMax AMZN Option Income Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.29%
12.93%
AMZY (YieldMax AMZN Option Income Strategy ETF)
Benchmark (^GSPC)

Returns By Period

YieldMax AMZN Option Income Strategy ETF had a return of 27.23% year-to-date (YTD) and 32.96% in the last 12 months.


AMZY

YTD

27.23%

1M

3.58%

6M

3.29%

1Y

32.96%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of AMZY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.27%14.24%3.59%-2.31%4.26%3.39%-1.65%-4.24%2.48%0.20%27.23%
20232.89%5.13%-6.61%6.67%5.01%4.55%18.32%

Expense Ratio

AMZY has a high expense ratio of 0.99%, indicating higher-than-average management fees.


Expense ratio chart for AMZY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AMZY is 53, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AMZY is 5353
Combined Rank
The Sharpe Ratio Rank of AMZY is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 5353
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for AMZY, currently valued at 1.45, compared to the broader market0.002.004.001.452.54
The chart of Sortino ratio for AMZY, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.043.40
The chart of Omega ratio for AMZY, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.47
The chart of Calmar ratio for AMZY, currently valued at 2.01, compared to the broader market0.005.0010.0015.002.013.66
The chart of Martin ratio for AMZY, currently valued at 6.52, compared to the broader market0.0020.0040.0060.0080.00100.006.5216.26
AMZY
^GSPC

The current YieldMax AMZN Option Income Strategy ETF Sharpe ratio is 1.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of YieldMax AMZN Option Income Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
1.45
2.54
AMZY (YieldMax AMZN Option Income Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

YieldMax AMZN Option Income Strategy ETF provided a 46.59% dividend yield over the last twelve months, with an annual payout of $8.62 per share.


9.90%$0.00$0.50$1.00$1.50$2.002023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$8.62$2.12

Dividend yield

46.59%9.90%

Monthly Dividends

The table displays the monthly dividend distributions for YieldMax AMZN Option Income Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.37$0.68$0.64$0.70$0.97$0.95$0.77$0.47$0.66$0.76$1.17$8.15
2023$0.47$0.63$0.54$0.47$2.12

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.30%
-0.88%
AMZY (YieldMax AMZN Option Income Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the YieldMax AMZN Option Income Strategy ETF. 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 YieldMax AMZN Option Income Strategy ETF was 16.41%, occurring on Aug 5, 2024. Recovery took 66 trading sessions.

The current YieldMax AMZN Option Income Strategy ETF drawdown is 6.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.41%Jul 11, 202418Aug 5, 202466Nov 6, 202484
-12.25%Sep 15, 202330Oct 26, 202311Nov 10, 202341
-6.72%Apr 12, 202410Apr 25, 20245May 2, 202415
-6.3%Nov 14, 20246Nov 21, 2024
-5.8%Aug 8, 202313Aug 24, 202311Sep 11, 202324

Volatility

Volatility Chart

The current YieldMax AMZN Option Income Strategy ETF volatility is 9.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.29%
3.96%
AMZY (YieldMax AMZN Option Income Strategy ETF)
Benchmark (^GSPC)