AMDY vs. CONY

In the year-to-date period, AMDY achieves a -9.12% return, which is significantly lower than CONY's -2.02% return.

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

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.

The current AMDY Sharpe Ratio is -0.58, which is lower than the CONY Sharpe Ratio of -0.03. 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.

AMDY's dividend yield for the trailing twelve months is around 87.26%, less than CONY's 147.96% yield.

The maximum AMDY drawdown since its inception was -53.93%, which is greater than CONY's maximum drawdown of -50.34%. Use the drawdown chart below to compare losses from any high point for AMDY and CONY. For additional features, visit the drawdowns tool.

The current volatility for YieldMax AMD Option Income Strategy ETF (AMDY) is 6.91%, while YieldMax COIN Option Income Strategy ETF (CONY) has a volatility of 15.92%. 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.