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AMDY vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMDY and AMD is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

AMDY vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMD Option Income Strategy ETF (AMDY) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.70%
-22.24%
AMDY
AMD

Key characteristics

Sharpe Ratio

AMDY:

-0.34

AMD:

-0.23

Sortino Ratio

AMDY:

-0.22

AMD:

-0.00

Omega Ratio

AMDY:

0.97

AMD:

1.00

Calmar Ratio

AMDY:

-0.38

AMD:

-0.25

Martin Ratio

AMDY:

-0.69

AMD:

-0.44

Ulcer Index

AMDY:

18.68%

AMD:

24.64%

Daily Std Dev

AMDY:

38.56%

AMD:

48.04%

Max Drawdown

AMDY:

-33.77%

AMD:

-96.57%

Current Drawdown

AMDY:

-30.75%

AMD:

-41.05%

Returns By Period

The year-to-date returns for both stocks are quite close, with AMDY having a -15.37% return and AMD slightly lower at -15.47%.


AMDY

YTD

-15.37%

1M

-8.73%

6M

-16.70%

1Y

-12.94%

5Y*

N/A

10Y*

N/A

AMD

YTD

-15.47%

1M

-9.94%

6M

-22.25%

1Y

-10.74%

5Y*

21.83%

10Y*

47.10%

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Risk-Adjusted Performance

AMDY vs. AMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and Advanced Micro Devices, Inc. (AMD). 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.


Sharpe ratio
The chart of Sharpe ratio for AMDY, currently valued at -0.34, compared to the broader market0.002.004.00-0.34-0.23
The chart of Sortino ratio for AMDY, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.00-0.22-0.00
The chart of Omega ratio for AMDY, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.00
The chart of Calmar ratio for AMDY, currently valued at -0.38, compared to the broader market0.005.0010.0015.00-0.38-0.25
The chart of Martin ratio for AMDY, currently valued at -0.69, compared to the broader market0.0020.0040.0060.0080.00100.00-0.69-0.44
AMDY
AMD

The current AMDY Sharpe Ratio is -0.34, which is lower than the AMD Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of AMDY and AMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
-0.34
-0.23
AMDY
AMD

Dividends

AMDY vs. AMD - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 107.84%, while AMD has not paid dividends to shareholders.


TTM2023
AMDY
YieldMax AMD Option Income Strategy ETF
107.84%6.68%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%

Drawdowns

AMDY vs. AMD - Drawdown Comparison

The maximum AMDY drawdown since its inception was -33.77%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for AMDY and AMD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-30.75%
-41.05%
AMDY
AMD

Volatility

AMDY vs. AMD - Volatility Comparison

The current volatility for YieldMax AMD Option Income Strategy ETF (AMDY) is 9.62%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 10.93%. This indicates that AMDY experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.62%
10.93%
AMDY
AMD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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