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

Correlation

The correlation between AMDY and QQQY is 0.63, 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.


Performance

AMDY vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMD Option Income Strategy ETF (AMDY) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%December2025FebruaryMarchAprilMay
-10.93%
11.28%
AMDY
QQQY

Key characteristics

Sharpe Ratio

AMDY:

-0.60

QQQY:

0.02

Sortino Ratio

AMDY:

-0.65

QQQY:

0.15

Omega Ratio

AMDY:

0.91

QQQY:

1.02

Calmar Ratio

AMDY:

-0.48

QQQY:

0.04

Martin Ratio

AMDY:

-1.07

QQQY:

0.11

Ulcer Index

AMDY:

24.05%

QQQY:

6.35%

Daily Std Dev

AMDY:

42.84%

QQQY:

17.69%

Max Drawdown

AMDY:

-53.92%

QQQY:

-19.05%

Current Drawdown

AMDY:

-42.27%

QQQY:

-10.96%

Returns By Period

In the year-to-date period, AMDY achieves a -14.99% return, which is significantly lower than QQQY's -6.39% return.


AMDY

YTD

-14.99%

1M

25.30%

6M

-27.65%

1Y

-25.73%

5Y*

N/A

10Y*

N/A

QQQY

YTD

-6.39%

1M

8.61%

6M

-8.85%

1Y

0.26%

5Y*

N/A

10Y*

N/A

*Annualized

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AMDY vs. QQQY - Expense Ratio Comparison

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


Risk-Adjusted Performance

AMDY vs. QQQY — Risk-Adjusted Performance Rank

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

AMDY
The Risk-Adjusted Performance Rank of AMDY is 44
Overall Rank
The Sharpe Ratio Rank of AMDY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of AMDY is 44
Sortino Ratio Rank
The Omega Ratio Rank of AMDY is 44
Omega Ratio Rank
The Calmar Ratio Rank of AMDY is 33
Calmar Ratio Rank
The Martin Ratio Rank of AMDY is 55
Martin Ratio Rank

QQQY
The Risk-Adjusted Performance Rank of QQQY is 2121
Overall Rank
The Sharpe Ratio Rank of QQQY is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQY is 2020
Sortino Ratio Rank
The Omega Ratio Rank of QQQY is 2121
Omega Ratio Rank
The Calmar Ratio Rank of QQQY is 2323
Calmar Ratio Rank
The Martin Ratio Rank of QQQY is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMDY vs. QQQY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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 -0.60, which is lower than the QQQY Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of AMDY and QQQY, 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-1.50-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.60
0.02
AMDY
QQQY

Dividends

AMDY vs. QQQY - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 93.28%, more than QQQY's 80.35% yield.


Drawdowns

AMDY vs. QQQY - Drawdown Comparison

The maximum AMDY drawdown since its inception was -53.92%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for AMDY and QQQY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-42.27%
-10.96%
AMDY
QQQY

Volatility

AMDY vs. QQQY - Volatility Comparison

YieldMax AMD Option Income Strategy ETF (AMDY) has a higher volatility of 19.98% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 7.22%. This indicates that AMDY's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
19.98%
7.22%
AMDY
QQQY