AMZP vs. SCHG

Last updated Apr 1, 2026

Compare and contrast key facts about Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Schwab U.S. Large-Cap Growth ETF (SCHG).

AMZP and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMZP is an actively managed fund by Kurv. It was launched on Oct 31, 2023. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.

Performance

AMZP vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

AMZP vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AMZP Kurv Yield Premium Strategy Amazon AMZN ETF	-13.27%	9.56%	37.42%	7.73%
SCHG Schwab U.S. Large-Cap Growth ETF	-10.59%	17.50%	34.95%	10.38%

Returns By Period

In the year-to-date period, AMZP achieves a -13.27% return, which is significantly lower than SCHG's -10.59% return.

AMZP

• 1D: 4.39%
• 1M: -1.18%
• YTD: -13.27%
• 6M: -9.25%
• 1Y: 8.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 3.67%
• 1M: -5.12%
• YTD: -10.59%
• 6M: -8.51%
• 1Y: 16.81%
• 3Y*: 21.91%
• 5Y*: 12.55%
• 10Y*: 16.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZP vs. SCHG - Expense Ratio Comparison

AMZP has a 0.99% expense ratio, which is higher than SCHG's 0.04% expense ratio.

AMZP

Kurv Yield Premium Strategy Amazon AMZN ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

AMZP vs. SCHG — Risk / Return Rank

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

AMZP

AMZP Risk / Return Rank: 20
AMZP Sharpe Ratio Rank: 20
AMZP Sortino Ratio Rank: 23
AMZP Omega Ratio Rank: 22
AMZP Calmar Ratio Rank: 19
AMZP Martin Ratio Rank: 18

SCHG

SCHG Risk / Return Rank: 46
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 50
SCHG Omega Ratio Rank: 49
SCHG Calmar Ratio Rank: 45
SCHG Martin Ratio Rank: 41

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.

AMZP vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

	AMZP	SCHG	Difference
Sharpe ratio Return per unit of total volatility	0.26	0.75	-0.49
Sortino ratio Return per unit of downside risk	0.59	1.23	-0.64
Omega ratio Gain probability vs. loss probability	1.08	1.17	-0.10
Calmar ratio Return relative to maximum drawdown	0.30	1.03	-0.73
Martin ratio Return relative to average drawdown	0.78	3.54	-2.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMZP vs. SCHG - Sharpe Ratio Comparison

The current AMZP Sharpe Ratio is 0.26, which is lower than the SCHG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AMZP and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMZP	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	0.75	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.79	-0.21

Correlation

The correlation between AMZP and SCHG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AMZP vs. SCHG - Dividend Comparison

AMZP's dividend yield for the trailing twelve months is around 24.42%, more than SCHG's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMZP Kurv Yield Premium Strategy Amazon AMZN ETF	24.42%	22.04%	15.15%	2.45%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

AMZP vs. SCHG - Drawdown Comparison

The maximum AMZP drawdown since its inception was -27.36%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AMZP and SCHG.

Drawdown Indicators

	AMZP	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-27.36%	-34.59%	+7.23%
Max Drawdown (1Y) Largest decline over 1 year	-23.64%	-16.41%	-7.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-19.39%	-13.34%	-6.05%
Average Drawdown Average peak-to-trough decline	-6.12%	-5.22%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.98%	4.78%	+4.20%

Volatility

AMZP vs. SCHG - Volatility Comparison

Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) has a higher volatility of 10.82% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.67%. This indicates that AMZP's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMZP	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.82%	6.67%	+4.15%
Volatility (6M) Calculated over the trailing 6-month period	22.03%	12.51%	+9.52%
Volatility (1Y) Calculated over the trailing 1-year period	31.81%	22.43%	+9.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.52%	22.32%	+4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.52%	21.51%	+5.01%