AMC vs. SHYL

Last updated Jun 25, 2026

AMC (AMC Entertainment Holdings, Inc.) is a stock, while SHYL (Xtrackers Short Duration High Yield Bond ETF) is High Yield Bonds fund tracking the Solactive USD High Yield Corporates Total Market 0-5 Year Index. Over the past 5 years, AMC returned -67.37%/yr vs 4.82%/yr for SHYL. At a 0.28 correlation, their price movements are largely independent.

Performance

AMC vs. SHYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMC Entertainment Holdings, Inc. (AMC) and Xtrackers Short Duration High Yield Bond ETF (SHYL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMC achieves a 28.21% return, which is significantly higher than SHYL's 1.35% return.

AMC

• 1D: -3.85%
• 1M: 32.45%
• YTD: 28.21%
• 6M: 19.05%
• 1Y: -33.33%
• 3Y*: -63.19%
• 5Y*: -67.37%
• 10Y*: -37.13%

SHYL

• 1D: -0.01%
• 1M: 0.36%
• YTD: 1.35%
• 6M: 1.42%
• 1Y: 5.22%
• 3Y*: 8.43%
• 5Y*: 4.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMC vs. SHYL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AMC AMC Entertainment Holdings, Inc.	28.21%	-60.80%	-34.97%	-84.96%	-85.03%	1,183.02%	-70.54%	-36.60%	0.21%
SHYL Xtrackers Short Duration High Yield Bond ETF	1.35%	7.78%	8.52%	11.39%	-5.21%	4.60%	3.64%	10.16%	-0.67%

Correlation

The correlation between AMC and SHYL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jan 10, 2018	0.28

Return for Risk

AMC vs. SHYL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMC

AMC Risk / Return Rank: 26
AMC Sharpe Ratio Rank: 23
AMC Sortino Ratio Rank: 26
AMC Omega Ratio Rank: 26
AMC Calmar Ratio Rank: 27
AMC Martin Ratio Rank: 29

SHYL

SHYL Risk / Return Rank: 64
SHYL Sharpe Ratio Rank: 54
SHYL Sortino Ratio Rank: 59
SHYL Omega Ratio Rank: 59
SHYL Calmar Ratio Rank: 73
SHYL Martin Ratio Rank: 76

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.

AMC vs. SHYL - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AMC	SHYL	Difference
Sharpe ratio: Return per unit of total volatility	-0.46	1.63	-2.09
Sortino ratio: Return per unit of downside risk	-0.29	2.49	-2.78
Omega ratio: Gain probability vs. loss probability	0.97	1.33	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.46	3.29	-3.75
Martin ratio: Return relative to average drawdown	-0.74	12.88	-13.62

AMC vs. SHYL - Sharpe Ratio Comparison

The current AMC Sharpe Ratio is -0.46, which is lower than the SHYL Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of AMC and SHYL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMC vs. SHYL - Drawdown Comparison

The maximum AMC drawdown since its inception was -99.85%, 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.

Drawdown Indicators

	AMC	SHYL	Difference
Max Drawdown Largest peak-to-trough decline	-99.85%	-19.26%	-80.59%
Max Drawdown (1Y) Largest decline over 1 year	-73.21%	-1.59%	-71.62%
Max Drawdown (3Y) Largest decline over 3 years	-98.38%	-4.73%	-93.65%
Max Drawdown (5Y) Largest decline over 5 years	-99.84%	-9.60%	-90.24%
Max Drawdown (10Y) Largest decline over 10 years	-99.85%	—	—
Current Drawdown Current decline from peak	-99.68%	-0.19%	-99.49%
Average Drawdown Average peak-to-trough decline	-58.67%	-1.53%	-57.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.81%	0.41%	+44.40%

Volatility

AMC vs. SHYL - Volatility Comparison

AMC Entertainment Holdings, Inc. (AMC) has a higher volatility of 45.32% compared to Xtrackers Short Duration High Yield Bond ETF (SHYL) at 0.74%. 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.

Volatility by Period

	AMC	SHYL	Difference
Volatility (1M) Calculated over the trailing 1-month period	45.32%	0.74%	+44.58%
Volatility (6M) Calculated over the trailing 6-month period	64.25%	2.50%	+61.75%
Volatility (1Y) Calculated over the trailing 1-year period	73.09%	3.21%	+69.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	102.90%	5.85%	+97.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	141.52%	6.67%	+134.85%

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 6.92%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMC AMC Entertainment Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.25%	0.00%	1.42%	11.05%	19.14%	5.30%	2.38%	3.33%
SHYL Xtrackers Short Duration High Yield Bond ETF	6.92%	7.02%	7.26%	6.60%	5.52%	4.65%	6.16%	5.93%	5.54%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AMC and SHYL in my portfolio?

AMC and SHYL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMC or SHYL?

AMC has higher volatility (45.32%) compared to SHYL (0.74%). In terms of maximum drawdown, AMC dropped -99.85% vs SHYL's -19.26%.

Which has better risk-adjusted returns?

SHYL currently has the higher Sharpe Ratio (1.63 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.