AMC vs. SHYL
Compare and contrast key facts about AMC Entertainment Holdings, Inc. (AMC) and Xtrackers Short Duration High Yield Bond ETF (SHYL).
SHYL is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market 0-5 Year Index. It was launched on Jan 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMC or SHYL.
Performance
AMC vs. SHYL - Performance Comparison
Returns By Period
In the year-to-date period, AMC achieves a -28.76% return, which is significantly lower than SHYL's 8.08% return.
AMC
-28.76%
0.00%
-9.73%
-41.32%
-36.42%
-24.89%
SHYL
8.08%
0.21%
6.03%
12.17%
4.80%
N/A
Key characteristics
| AMC | SHYL | |
|---|---|---|
| Sharpe Ratio | -0.36 | 3.39 |
| Sortino Ratio | 0.01 | 5.42 |
| Omega Ratio | 1.00 | 1.69 |
| Calmar Ratio | -0.41 | 6.93 |
| Martin Ratio | -1.05 | 27.97 |
| Ulcer Index | 39.16% | 0.44% |
| Daily Std Dev | 113.31% | 3.66% |
| Max Drawdown | -99.27% | -19.26% |
| Current Drawdown | -98.71% | -0.51% |
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Correlation
The correlation between AMC and SHYL is 0.27, 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.
Risk-Adjusted Performance
AMC vs. SHYL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMC Entertainment Holdings, Inc. (AMC) and Xtrackers Short Duration High Yield Bond ETF (SHYL). 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.
Dividends
AMC vs. SHYL - Dividend Comparison
AMC has not paid dividends to shareholders, while SHYL's dividend yield for the trailing twelve months is around 7.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMC AMC Entertainment Holdings, Inc. | 0.00% | 0.00% | 0.03% | 0.00% | 2.61% | 20.39% | 35.30% | 9.77% | 4.39% | 6.15% | 4.23% |
SHYL Xtrackers Short Duration High Yield Bond ETF | 7.18% | 6.60% | 5.52% | 4.66% | 6.16% | 5.93% | 5.54% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMC vs. SHYL - Drawdown Comparison
The maximum AMC drawdown since its inception was -99.27%, which is greater than SHYL's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for AMC and SHYL. For additional features, visit the drawdowns tool.
Volatility
AMC vs. SHYL - Volatility Comparison
AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 13.18% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 0.85%. This indicates that AMC's price experiences larger fluctuations and is considered to be riskier than SHYL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.