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AMDY vs. JULQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMDY vs. JULQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMD Option Income Strategy ETF (AMDY) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AMDY

1D
3.39%
1M
46.76%
YTD
110.49%
6M
111.80%
1Y
240.44%
3Y*
5Y*
10Y*

JULQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDY vs. JULQ - Yearly Performance Comparison


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Return for Risk

AMDY vs. JULQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMDY
AMDY Risk / Return Rank: 9393
Overall Rank
AMDY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AMDY Sortino Ratio Rank: 9292
Sortino Ratio Rank
AMDY Omega Ratio Rank: 9292
Omega Ratio Rank
AMDY Calmar Ratio Rank: 9696
Calmar Ratio Rank
AMDY Martin Ratio Rank: 8888
Martin Ratio Rank

JULQ
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMDY vs. JULQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and Innovator Premium Income 40 Barrier ETF - July (JULQ). 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.


AMDYJULQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.64

Calmar ratioReturn relative to maximum drawdown

8.77

Martin ratioReturn relative to average drawdown

19.77

AMDY vs. JULQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AMDYJULQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

Drawdowns

AMDY vs. JULQ - Drawdown Comparison

The maximum AMDY drawdown since its inception was -53.92%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for AMDY and JULQ.


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Drawdown Indicators


AMDYJULQDifference

Max Drawdown

Largest peak-to-trough decline

-53.92%

0.00%

-53.92%

Max Drawdown (1Y)

Largest decline over 1 year

-27.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-18.02%

0.00%

-18.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.22%

Volatility

AMDY vs. JULQ - Volatility Comparison


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Volatility by Period


AMDYJULQDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.81%

Volatility (6M)

Calculated over the trailing 6-month period

39.99%

Volatility (1Y)

Calculated over the trailing 1-year period

53.40%

0.00%

+53.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.01%

0.00%

+46.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.01%

0.00%

+46.01%

AMDY vs. JULQ - Expense Ratio Comparison

AMDY has a 0.99% expense ratio, which is higher than JULQ's 0.79% expense ratio.


Dividends

AMDY vs. JULQ - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 54.91%, while JULQ has not paid dividends to shareholders.


PositionTTM202520242023
AMDY
YieldMax AMD Option Income Strategy ETF
54.91%80.68%109.98%6.68%
JULQ
Innovator Premium Income 40 Barrier ETF - July
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, JULQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JULQ is cheaper with a 0.79% expense ratio, compared with 0.99% for AMDY.

AMDY has the higher dividend yield at 54.91%, compared with 0.00% for JULQ.

They also come from different issuers: YieldMax and Innovator. Their fees differ too: 0.99% for AMDY and 0.79% for JULQ.

Portfolio Optimizer

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