PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMZP vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZP and BDGS is 0.53, 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.


-0.50.00.51.00.5

Performance

AMZP vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.20%
14.31%
AMZP
BDGS

Key characteristics

Sharpe Ratio

AMZP:

1.76

BDGS:

4.46

Sortino Ratio

AMZP:

2.42

BDGS:

8.62

Omega Ratio

AMZP:

1.33

BDGS:

2.61

Calmar Ratio

AMZP:

2.24

BDGS:

8.20

Martin Ratio

AMZP:

8.20

BDGS:

48.36

Ulcer Index

AMZP:

4.72%

BDGS:

0.40%

Daily Std Dev

AMZP:

22.00%

BDGS:

4.38%

Max Drawdown

AMZP:

-17.26%

BDGS:

-5.38%

Current Drawdown

AMZP:

-2.76%

BDGS:

-1.00%

Returns By Period

In the year-to-date period, AMZP achieves a 38.58% return, which is significantly higher than BDGS's 19.37% return.


AMZP

YTD

38.58%

1M

7.76%

6M

16.20%

1Y

39.41%

5Y*

N/A

10Y*

N/A

BDGS

YTD

19.37%

1M

2.05%

6M

14.30%

1Y

19.68%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


AMZP vs. BDGS - Expense Ratio Comparison

AMZP has a 0.99% expense ratio, which is higher than BDGS's 0.85% expense ratio.


AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
Expense ratio chart for AMZP: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

AMZP vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Bridges Capital Tactical ETF (BDGS). 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.


Sharpe ratio
The chart of Sharpe ratio for AMZP, currently valued at 1.76, compared to the broader market0.002.004.001.764.46
The chart of Sortino ratio for AMZP, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.002.428.62
The chart of Omega ratio for AMZP, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.332.61
The chart of Calmar ratio for AMZP, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.248.20
The chart of Martin ratio for AMZP, currently valued at 8.20, compared to the broader market0.0020.0040.0060.0080.00100.008.2048.36
AMZP
BDGS

The current AMZP Sharpe Ratio is 1.76, which is lower than the BDGS Sharpe Ratio of 4.46. The chart below compares the historical Sharpe Ratios of AMZP and BDGS, 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 Ratio1.002.003.004.005.00Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.76
4.46
AMZP
BDGS

Dividends

AMZP vs. BDGS - Dividend Comparison

AMZP's dividend yield for the trailing twelve months is around 12.42%, while BDGS has not paid dividends to shareholders.


TTM2023
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
12.42%2.46%
BDGS
Bridges Capital Tactical ETF
0.00%0.84%

Drawdowns

AMZP vs. BDGS - Drawdown Comparison

The maximum AMZP drawdown since its inception was -17.26%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for AMZP and BDGS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.76%
-1.00%
AMZP
BDGS

Volatility

AMZP vs. BDGS - Volatility Comparison

Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) has a higher volatility of 6.76% compared to Bridges Capital Tactical ETF (BDGS) at 1.38%. This indicates that AMZP's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.76%
1.38%
AMZP
BDGS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab