AMDY vs. CALM
AMDY (YieldMax AMD Option Income Strategy ETF) is Options Trading fund actively managed by YieldMax, while CALM (Cal-Maine Foods, Inc.) is a stock. Over the past year, AMDY returned 218.08% vs -20.64% for CALM. At a 0.02 correlation, their price movements are largely independent.
Performance
AMDY vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, AMDY achieves a 107.12% return, which is significantly higher than CALM's -1.01% return.
AMDY
- 1D
- 3.87%
- 1M
- 14.85%
- YTD
- 107.12%
- 6M
- 109.15%
- 1Y
- 218.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CALM
- 1D
- -0.73%
- 1M
- -0.68%
- YTD
- -1.01%
- 6M
- -8.09%
- 1Y
- -20.64%
- 3Y*
- 24.07%
- 5Y*
- 22.74%
- 10Y*
- 9.71%
AMDY vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AMDY YieldMax AMD Option Income Strategy ETF | 107.12% | 53.93% | -17.00% | 25.92% |
CALM Cal-Maine Foods, Inc. | -1.01% | -15.61% | 87.00% | 22.41% |
Correlation
The correlation between AMDY and CALM is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2023 | 0.02 |
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Return for Risk
AMDY vs. CALM — Risk / Return Rank
AMDY
CALM
AMDY vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and Cal-Maine Foods, Inc. (CALM). 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.
| AMDY | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.56 | ||
| Sortino ratioReturn per unit of downside risk | +4.77 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 0.91 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 7.96 | -0.56 | +8.52 |
| Martin ratioReturn relative to average drawdown | 17.75 | -0.85 | +18.60 |
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Drawdowns
AMDY vs. CALM - Drawdown Comparison
The maximum AMDY drawdown since its inception was -53.92%, smaller than the maximum CALM drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for AMDY and CALM.
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Drawdown Indicators
| AMDY | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.92% | -74.08% | +20.16% |
Max Drawdown (1Y)Largest decline over 1 year | -27.59% | -37.00% | +9.41% |
Max Drawdown (3Y)Largest decline over 3 years | — | -37.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.12% | — |
Current DrawdownCurrent decline from peak | -1.92% | -31.50% | +29.58% |
Average DrawdownAverage peak-to-trough decline | -17.82% | -30.31% | +12.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.34% | 24.26% | -11.92% |
Volatility
AMDY vs. CALM - Volatility Comparison
YieldMax AMD Option Income Strategy ETF (AMDY) has a higher volatility of 21.43% compared to Cal-Maine Foods, Inc. (CALM) at 6.08%. This indicates that AMDY's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDY | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.43% | 6.08% | +15.35% |
Volatility (6M)Calculated over the trailing 6-month period | 43.65% | 20.30% | +23.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.92% | 32.73% | +23.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.89% | 32.63% | +14.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.89% | 31.13% | +15.76% |
Dividends
AMDY vs. CALM - Dividend Comparison
AMDY's dividend yield for the trailing twelve months is around 64.04%, more than CALM's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMDY YieldMax AMD Option Income Strategy ETF | 64.04% | 80.68% | 109.98% | 6.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CALM Cal-Maine Foods, Inc. | 6.18% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
Frequently Asked Questions
AMDY and CALM have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMDY has higher volatility (21.43%) compared to CALM (6.08%). In terms of maximum drawdown, AMDY dropped -53.92% vs CALM's -74.08%.
AMDY currently has the higher Sharpe Ratio (3.93 vs -0.63), 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.
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