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AMDY vs. RIO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMDY vs. RIO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMD Option Income Strategy ETF (AMDY) and Rio Tinto PLC (RIO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AMDY is traded in USD, while RIO.L is traded in GBp. To make them comparable, the RIO.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMDY achieves a 107.12% return, which is significantly higher than RIO.L's 24.60% return.


AMDY

1D
3.87%
1M
14.85%
YTD
107.12%
6M
109.15%
1Y
218.08%
3Y*
5Y*
10Y*

RIO.L

1D
-2.39%
1M
-4.70%
YTD
24.60%
6M
28.73%
1Y
84.66%
3Y*
21.37%
5Y*
12.55%
10Y*
20.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDY vs. RIO.L - Yearly Performance Comparison


2026 (YTD)202520242023
AMDY
YieldMax AMD Option Income Strategy ETF
107.12%53.93%-17.00%25.92%
RIO.L
Rio Tinto PLC
24.60%44.94%-14.82%14.61%

Correlation

The correlation between AMDY and RIO.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2023

0.25

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Return for Risk

AMDY vs. RIO.L — Risk / Return Rank

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

AMDY
AMDY Risk / Return Rank: 9292
Overall Rank
AMDY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
AMDY Sortino Ratio Rank: 9191
Sortino Ratio Rank
AMDY Omega Ratio Rank: 9191
Omega Ratio Rank
AMDY Calmar Ratio Rank: 9696
Calmar Ratio Rank
AMDY Martin Ratio Rank: 8787
Martin Ratio Rank

RIO.L
RIO.L Risk / Return Rank: 9696
Overall Rank
RIO.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RIO.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
RIO.L Omega Ratio Rank: 9595
Omega Ratio Rank
RIO.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
RIO.L Martin Ratio Rank: 9797
Martin Ratio Rank
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. RIO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and Rio Tinto PLC (RIO.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMDYRIO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.56

1.45

+0.11

Calmar ratioReturn relative to maximum drawdown

7.96

5.48

+2.48

Martin ratioReturn relative to average drawdown

17.75

19.48

-1.73

AMDY vs. RIO.L - Sharpe Ratio Comparison

The current AMDY Sharpe Ratio is 3.93, which is higher than the RIO.L Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of AMDY and RIO.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMDY vs. RIO.L - Drawdown Comparison

The maximum AMDY drawdown since its inception was -53.92%, smaller than the maximum RIO.L drawdown of -88.71%. Use the drawdown chart below to compare losses from any high point for AMDY and RIO.L.


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Drawdown Indicators


AMDYRIO.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.92%

-88.71%

+34.79%

Max Drawdown (1Y)

Largest decline over 1 year

-27.59%

-15.38%

-12.21%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

Max Drawdown (5Y)

Largest decline over 5 years

-35.65%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

Current Drawdown

Current decline from peak

-1.92%

-12.56%

+10.64%

Average Drawdown

Average peak-to-trough decline

-17.82%

-28.10%

+10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.34%

4.33%

+8.01%

Volatility

AMDY vs. RIO.L - Volatility Comparison

YieldMax AMD Option Income Strategy ETF (AMDY) has a higher volatility of 21.43% compared to Rio Tinto PLC (RIO.L) at 9.71%. This indicates that AMDY's price experiences larger fluctuations and is considered to be riskier than RIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDYRIO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.43%

9.71%

+11.72%

Volatility (6M)

Calculated over the trailing 6-month period

43.65%

23.54%

+20.11%

Volatility (1Y)

Calculated over the trailing 1-year period

55.92%

28.04%

+27.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.89%

29.47%

+17.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.89%

30.70%

+16.19%

Dividends

AMDY vs. RIO.L - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 64.04%, more than RIO.L's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
AMDY
YieldMax AMD Option Income Strategy ETF
64.04%80.68%109.98%6.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIO.L
Rio Tinto PLC
4.06%4.75%7.16%5.53%9.90%14.14%5.43%5.76%6.07%4.66%3.42%7.42%

Frequently Asked Questions


AMDY and RIO.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AMDY and RIO.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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