PortfoliosLab logoPortfoliosLab logo
AMZD.L vs. AVGI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMZD.L vs. AVGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, AMZD.L achieves a -7.00% return, which is significantly lower than AVGI.L's 5.73% return.


AMZD.L

1D
0.00%
1M
1.01%
6M
-8.49%
YTD
-7.00%
1Y
-8.10%
3Y*
5Y*
10Y*

AVGI.L

1D
0.00%
1M
-2.90%
6M
10.28%
YTD
5.73%
1Y
16.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZD.L vs. AVGI.L - Yearly Performance Comparison


Correlation

The correlation between AMZD.L and AVGI.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AMZD.L vs. AVGI.L — Risk / Return Rank

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

AMZD.L
AMZD.L Risk / Return Rank: 88
Overall Rank
AMZD.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
AMZD.L Sortino Ratio Rank: 99
Sortino Ratio Rank
AMZD.L Omega Ratio Rank: 99
Omega Ratio Rank
AMZD.L Calmar Ratio Rank: 77
Calmar Ratio Rank
AMZD.L Martin Ratio Rank: 88
Martin Ratio Rank

AVGI.L
AVGI.L Risk / Return Rank: 1616
Overall Rank
AVGI.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AVGI.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
AVGI.L Omega Ratio Rank: 2222
Omega Ratio Rank
AVGI.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
AVGI.L Martin Ratio Rank: 1212
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.

AMZD.L vs. AVGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) and IncomeShares Broadcom (AVGO) Options ETP (AVGI.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.


AMZD.LAVGI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.02

1.13

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.20

0.37

-0.57

Martin ratioReturn relative to average drawdown

-0.31

0.59

-0.91

AMZD.L vs. AVGI.L - Sharpe Ratio Comparison

The current AMZD.L Sharpe Ratio is -0.16, which is lower than the AVGI.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of AMZD.L and AVGI.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.


Loading charts...

Drawdowns

AMZD.L vs. AVGI.L - Drawdown Comparison

The maximum AMZD.L drawdown since its inception was -41.12%, smaller than the maximum AVGI.L drawdown of -44.48%. Use the drawdown chart below to compare losses from any high point for AMZD.L and AVGI.L.


Loading charts...

Drawdown Indicators


AMZD.LAVGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.12%

-44.48%

+3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-41.12%

-44.48%

+3.36%

Current Drawdown

Current decline from peak

-30.53%

-31.72%

+1.19%

Average Drawdown

Average peak-to-trough decline

-18.35%

-23.15%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.96%

27.79%

-1.83%

Volatility

AMZD.L vs. AVGI.L - Volatility Comparison

The current volatility for IncomeShares Amazon (AMZN) Options ETP GBP (AMZD.L) is 9.43%, while IncomeShares Broadcom (AVGO) Options ETP (AVGI.L) has a volatility of 13.67%. This indicates that AMZD.L experiences smaller price fluctuations and is considered to be less risky than AVGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AMZD.LAVGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

13.67%

-4.24%

Volatility (6M)

Calculated over the trailing 6-month period

23.46%

30.44%

-6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

51.59%

60.67%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.15%

9,790.38%

-9,747.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.15%

9,790.38%

-9,747.23%

AMZD.L vs. AVGI.L - Expense Ratio Comparison

Both AMZD.L and AVGI.L have an expense ratio of 0.55%.


Dividends

AMZD.L vs. AVGI.L - Dividend Comparison

AMZD.L's dividend yield for the trailing twelve months is around 18.35%, less than AVGI.L's 50.60% yield.


PositionTTM20252024
AMZD.L
IncomeShares Amazon (AMZN) Options ETP GBP
18.35%14.03%2.37%
AVGI.L
IncomeShares Broadcom (AVGO) Options ETP
50.60%10.33%0.00%

Frequently Asked Questions


AMZD.L and AVGI.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AMZD.L and AVGI.L have the same expense ratio: 0.55% per year.

Portfolio Optimizer

Find the right allocation for AMZD.L and AVGI.L

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

Open Portfolio Optimizer