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AFCG vs. SPYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AFCGSPYI
YTD Return7.68%10.31%
1Y Return9.38%14.64%
Sharpe Ratio0.321.81
Daily Std Dev30.13%8.21%
Max Drawdown-49.58%-10.19%
Current Drawdown-29.18%-0.02%

Correlation

-0.50.00.51.00.4

The correlation between AFCG and SPYI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AFCG vs. SPYI - Performance Comparison

In the year-to-date period, AFCG achieves a 7.68% return, which is significantly lower than SPYI's 10.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%2024FebruaryMarchAprilMayJune
-5.82%
27.09%
AFCG
SPYI

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AFC Gamma, Inc.

NEOS S&P 500 High Income ETF

Risk-Adjusted Performance

AFCG vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AFC Gamma, Inc. (AFCG) and NEOS S&P 500 High Income ETF (SPYI). 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.


AFCG
Sharpe ratio
The chart of Sharpe ratio for AFCG, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.000.32
Sortino ratio
The chart of Sortino ratio for AFCG, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.006.000.67
Omega ratio
The chart of Omega ratio for AFCG, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for AFCG, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for AFCG, currently valued at 0.86, compared to the broader market-5.000.005.0010.0015.0020.0025.000.86
SPYI
Sharpe ratio
The chart of Sharpe ratio for SPYI, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for SPYI, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.006.002.49
Omega ratio
The chart of Omega ratio for SPYI, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for SPYI, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for SPYI, currently valued at 6.88, compared to the broader market-5.000.005.0010.0015.0020.0025.006.88

AFCG vs. SPYI - Sharpe Ratio Comparison

The current AFCG Sharpe Ratio is 0.32, which is lower than the SPYI Sharpe Ratio of 1.81. The chart below compares the 12-month rolling Sharpe Ratio of AFCG and SPYI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.32
1.81
AFCG
SPYI

Dividends

AFCG vs. SPYI - Dividend Comparison

AFCG's dividend yield for the trailing twelve months is around 15.38%, more than SPYI's 10.65% yield.


TTM202320222021
AFCG
AFC Gamma, Inc.
15.38%16.63%14.18%5.76%
SPYI
NEOS S&P 500 High Income ETF
10.65%12.01%4.10%0.00%

Drawdowns

AFCG vs. SPYI - Drawdown Comparison

The maximum AFCG drawdown since its inception was -49.58%, which is greater than SPYI's maximum drawdown of -10.19%. Use the drawdown chart below to compare losses from any high point for AFCG and SPYI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-10.45%
-0.02%
AFCG
SPYI

Volatility

AFCG vs. SPYI - Volatility Comparison

AFC Gamma, Inc. (AFCG) has a higher volatility of 8.67% compared to NEOS S&P 500 High Income ETF (SPYI) at 1.07%. This indicates that AFCG's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%2024FebruaryMarchAprilMayJune
8.67%
1.07%
AFCG
SPYI