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

Correlation

The correlation between AMDY and CONY is 0.33, 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.


-0.50.00.51.00.3

Performance

AMDY vs. CONY - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
2.69%
137.80%
AMDY
CONY

Key characteristics

Sharpe Ratio

AMDY:

-0.35

CONY:

0.70

Sortino Ratio

AMDY:

-0.24

CONY:

1.39

Omega Ratio

AMDY:

0.97

CONY:

1.16

Calmar Ratio

AMDY:

-0.40

CONY:

1.22

Martin Ratio

AMDY:

-0.73

CONY:

2.80

Ulcer Index

AMDY:

18.58%

CONY:

16.44%

Daily Std Dev

AMDY:

38.43%

CONY:

66.07%

Max Drawdown

AMDY:

-33.77%

CONY:

-37.72%

Current Drawdown

AMDY:

-33.43%

CONY:

-15.37%

Returns By Period

In the year-to-date period, AMDY achieves a -18.65% return, which is significantly lower than CONY's 36.03% return.


AMDY

YTD

-18.65%

1M

-10.97%

6M

-20.22%

1Y

-16.36%

5Y*

N/A

10Y*

N/A

CONY

YTD

36.03%

1M

-7.75%

6M

16.57%

1Y

43.01%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMDY vs. CONY - Expense Ratio Comparison

Both AMDY and CONY have an expense ratio of 0.99%.


AMDY
YieldMax AMD Option Income Strategy ETF
Expense ratio chart for AMDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for CONY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

AMDY vs. CONY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and YieldMax COIN Option Income Strategy ETF (CONY). 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 -0.35, compared to the broader market0.002.004.00-0.350.70
The chart of Sortino ratio for AMDY, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.0010.00-0.241.39
The chart of Omega ratio for AMDY, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.16
The chart of Calmar ratio for AMDY, currently valued at -0.40, compared to the broader market0.005.0010.0015.00-0.401.22
The chart of Martin ratio for AMDY, currently valued at -0.73, compared to the broader market0.0020.0040.0060.0080.00100.00-0.732.80
AMDY
CONY

The current AMDY Sharpe Ratio is -0.35, which is lower than the CONY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of AMDY and CONY, 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-0.500.000.501.001.502.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
-0.35
0.70
AMDY
CONY

Dividends

AMDY vs. CONY - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 112.19%, less than CONY's 141.44% yield.


TTM2023
AMDY
YieldMax AMD Option Income Strategy ETF
112.19%6.68%
CONY
YieldMax COIN Option Income Strategy ETF
141.44%16.44%

Drawdowns

AMDY vs. CONY - Drawdown Comparison

The maximum AMDY drawdown since its inception was -33.77%, smaller than the maximum CONY drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for AMDY and CONY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.43%
-15.37%
AMDY
CONY

Volatility

AMDY vs. CONY - Volatility Comparison

The current volatility for YieldMax AMD Option Income Strategy ETF (AMDY) is 8.53%, while YieldMax COIN Option Income Strategy ETF (CONY) has a volatility of 19.56%. This indicates that AMDY experiences smaller price fluctuations and is considered to be less risky than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.53%
19.56%
AMDY
CONY
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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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