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Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO)

ETF · Currency in CAD · Last updated Apr 1, 2026

The Amazon (AMZN) Yield Shares Purpose ETF seeks to provide unitholders with long-term capital appreciation by investing in Amazon.com Inc. common stock, generating distributions by writing covered call options and/or cash covered put options on a portion of the ETF's portfolio.

ETF Info

Issuer
Purpose Investments
Inception Date
Dec 19, 2022
Category
Derivative Income
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart

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Amazon (AMZN) Yield Shares Purpose ETF

Often compared with YAMZ.NEO:
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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Amazon (AMZN) Yield Shares Purpose ETF, 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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S&P 500 Index

Different Benchmark Currency

YAMZ.NEO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) has returned -11.29% so far this year and 13.58% over the past 12 months.

Amazon (AMZN) Yield Shares Purpose ETF

1D
4.00%
1M
-0.38%
YTD
-11.29%
6M
-3.53%
1Y
13.58%
3Y*
30.95%
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 19, 2022, YAMZ.NEO's average daily return is +0.15%, while the average monthly return is +2.92%. At this rate, your investment would double in approximately 2.0 years.

Historically, 63% of months were positive and 38% were negative. The best month was Jan 2023 with a return of +22.6%, while the worst month was Feb 2026 at -14.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, YAMZ.NEO closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 3, 2025 at -10.2%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.62%-14.05%-0.38%-11.29%
20259.85%-11.85%-12.01%-3.53%12.86%7.80%7.39%-2.29%-4.40%11.65%-5.40%2.97%9.09%
20242.51%13.78%3.36%-1.68%-0.10%11.08%-3.88%-5.55%4.64%0.01%12.97%4.92%48.13%
202322.57%-8.25%11.37%3.89%14.50%9.56%2.78%5.09%-9.47%6.84%10.05%4.54%96.20%
2022-1.05%-1.05%

Benchmark Metrics

Amazon (AMZN) Yield Shares Purpose ETF has an annualized alpha of 6.95%, beta of 1.59, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since December 20, 2022.

  • This ETF captured 215.05% of S&P 500 Index gains and 179.44% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.42 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
Alpha
6.95%
Beta
1.59
R²
0.42
Upside Capture
215.05%
Downside Capture
179.44%

Expense Ratio

YAMZ.NEO has a high expense ratio of 1.72%, indicating above-average management fees.

Return for Risk

Risk / Return Rank

YAMZ.NEO ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

YAMZ.NEO Risk / Return Rank: 2323
Overall Rank
YAMZ.NEO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
YAMZ.NEO Sortino Ratio Rank: 2525
Sortino Ratio Rank
YAMZ.NEO Omega Ratio Rank: 2424
Omega Ratio Rank
YAMZ.NEO Calmar Ratio Rank: 2424
Calmar Ratio Rank
YAMZ.NEO Martin Ratio Rank: 2121
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) and compare them to a chosen benchmark (S&P 500 Index).

YAMZ.NEOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.69

-0.32

Sortino ratio

Return per unit of downside risk

0.76

1.06

-0.29

Omega ratio

Gain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratio

Return relative to maximum drawdown

0.54

1.14

-0.60

Martin ratio

Return relative to average drawdown

1.33

4.22

-2.89

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 YAMZ.NEO risk-adjusted metrics in detail

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

YAMZ.NEO Sortino RatioYAMZ.NEO Sharpe Ratio

Dividends

Dividend History

Amazon (AMZN) Yield Shares Purpose ETF provided a 16.85% dividend yield over the last twelve months, with an annual payout of CA$6.44 per share. The fund has been increasing its distributions for 3 consecutive years.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%CA$0.00CA$1.00CA$2.00CA$3.00CA$4.00CA$5.00CA$6.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
DividendCA$6.44CA$6.29CA$3.80CA$2.75CA$0.20

Dividend yield

16.85%14.12%8.07%7.89%1.02%

Monthly Dividends

The table displays the monthly dividend distributions for Amazon (AMZN) Yield Shares Purpose ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.45CA$0.45CA$0.45CA$1.35
2025CA$0.40CA$0.40CA$0.40CA$0.40CA$0.40CA$0.40CA$0.40CA$0.45CA$0.45CA$0.45CA$0.45CA$1.69CA$6.29
2024CA$0.30CA$0.30CA$0.30CA$0.30CA$0.30CA$0.30CA$0.30CA$0.30CA$0.35CA$0.35CA$0.35CA$0.35CA$3.80
2023CA$0.20CA$0.20CA$0.20CA$0.20CA$0.20CA$0.20CA$0.20CA$0.25CA$0.25CA$0.25CA$0.30CA$0.30CA$2.75
2022CA$0.20CA$0.20

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 Amazon (AMZN) Yield Shares Purpose 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 Amazon (AMZN) Yield Shares Purpose ETF was 34.37%, occurring on Apr 21, 2025. Recovery took 134 trading sessions.

The current Amazon (AMZN) Yield Shares Purpose ETF drawdown is 17.11%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.37%Feb 5, 202552Apr 21, 2025134Oct 31, 2025186
-21.79%Jan 12, 202625Feb 13, 2026———
-21.37%Jul 11, 202418Aug 6, 202464Nov 6, 202482
-18.97%Feb 3, 202325Mar 10, 202333Apr 27, 202358
-18.73%Sep 15, 202329Oct 26, 202313Nov 14, 202342

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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