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

Correlation

The correlation between AMDY and IYW is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

AMDY vs. IYW - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.70%
10.88%
AMDY
IYW

Key characteristics

Sharpe Ratio

AMDY:

-0.34

IYW:

1.57

Sortino Ratio

AMDY:

-0.22

IYW:

2.09

Omega Ratio

AMDY:

0.97

IYW:

1.28

Calmar Ratio

AMDY:

-0.38

IYW:

2.11

Martin Ratio

AMDY:

-0.69

IYW:

7.26

Ulcer Index

AMDY:

18.68%

IYW:

4.68%

Daily Std Dev

AMDY:

38.56%

IYW:

21.65%

Max Drawdown

AMDY:

-33.77%

IYW:

-81.89%

Current Drawdown

AMDY:

-30.75%

IYW:

-1.48%

Returns By Period

In the year-to-date period, AMDY achieves a -15.37% return, which is significantly lower than IYW's 33.67% return.


AMDY

YTD

-15.37%

1M

-8.73%

6M

-16.70%

1Y

-12.94%

5Y*

N/A

10Y*

N/A

IYW

YTD

33.67%

1M

2.97%

6M

10.88%

1Y

33.83%

5Y*

23.68%

10Y*

20.78%

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. IYW - Expense Ratio Comparison

AMDY has a 0.99% expense ratio, which is higher than IYW's 0.42% expense ratio.


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 IYW: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

AMDY vs. IYW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and iShares U.S. Technology ETF (IYW). 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 market0.002.004.00-0.341.57
The chart of Sortino ratio for AMDY, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.00-0.222.09
The chart of Omega ratio for AMDY, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.28
The chart of Calmar ratio for AMDY, currently valued at -0.38, compared to the broader market0.005.0010.0015.00-0.382.11
The chart of Martin ratio for AMDY, currently valued at -0.69, compared to the broader market0.0020.0040.0060.0080.00100.00-0.697.26
AMDY
IYW

The current AMDY Sharpe Ratio is -0.34, which is lower than the IYW Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of AMDY and IYW, 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-1.000.001.002.003.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
-0.34
1.57
AMDY
IYW

Dividends

AMDY vs. IYW - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 107.84%, more than IYW's 0.20% yield.


TTM20232022202120202019201820172016201520142013
AMDY
YieldMax AMD Option Income Strategy ETF
107.84%6.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.20%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%

Drawdowns

AMDY vs. IYW - Drawdown Comparison

The maximum AMDY drawdown since its inception was -33.77%, smaller than the maximum IYW drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for AMDY and IYW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.75%
-1.48%
AMDY
IYW

Volatility

AMDY vs. IYW - Volatility Comparison

YieldMax AMD Option Income Strategy ETF (AMDY) has a higher volatility of 9.62% compared to iShares U.S. Technology ETF (IYW) at 5.68%. This indicates that AMDY's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
9.62%
5.68%
AMDY
IYW
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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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