AMDY vs. NVDA

In the year-to-date period, AMDY achieves a -20.30% return, which is significantly lower than NVDA's -17.33% return.

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This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and NVIDIA Corporation (NVDA). 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 -0.68, which is lower than the NVDA Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of AMDY and NVDA, 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 97.24%, more than NVDA's 0.03% yield.

The maximum AMDY drawdown since its inception was -53.93%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for AMDY and NVDA. For additional features, visit the drawdowns tool.

YieldMax AMD Option Income Strategy ETF (AMDY) and NVIDIA Corporation (NVDA) have volatilities of 25.52% and 25.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.