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AMZW vs. AMZY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMZW vs. AMZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill AMZN WeeklyPay ETF (AMZW) and YieldMax AMZN Option Income Strategy ETF (AMZY). The values are adjusted to include any dividend payments, if applicable.

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AMZW vs. AMZY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, AMZW achieves a -12.52% return, which is significantly lower than AMZY's -9.58% return.


AMZW

1D
4.56%
1M
-1.29%
YTD
-12.52%
6M
-8.96%
1Y
3Y*
5Y*
10Y*

AMZY

1D
2.61%
1M
0.54%
YTD
-9.58%
6M
-5.71%
1Y
8.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMZW vs. AMZY - Expense Ratio Comparison

Both AMZW and AMZY have an expense ratio of 0.99%.


Return for Risk

AMZW vs. AMZY — Risk / Return Rank

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

AMZW

AMZY
AMZY Risk / Return Rank: 2222
Overall Rank
AMZY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AMZY Sortino Ratio Rank: 2424
Sortino Ratio Rank
AMZY Omega Ratio Rank: 2323
Omega Ratio Rank
AMZY Calmar Ratio Rank: 2121
Calmar Ratio Rank
AMZY Martin Ratio Rank: 2020
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.

AMZW vs. AMZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill AMZN WeeklyPay ETF (AMZW) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMZW vs. AMZY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AMZWAMZYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.76

-0.97

Correlation

The correlation between AMZW and AMZY is 0.97, 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

AMZW vs. AMZY - Dividend Comparison

AMZW's dividend yield for the trailing twelve months is around 41.30%, less than AMZY's 60.32% yield.


TTM202520242023
AMZW
Roundhill AMZN WeeklyPay ETF
41.30%25.29%0.00%0.00%
AMZY
YieldMax AMZN Option Income Strategy ETF
60.32%52.59%47.91%9.90%

Drawdowns

AMZW vs. AMZY - Drawdown Comparison

The maximum AMZW drawdown since its inception was -26.79%, which is greater than AMZY's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for AMZW and AMZY.


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Drawdown Indicators


AMZWAMZYDifference

Max Drawdown

Largest peak-to-trough decline

-26.79%

-23.70%

-3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

Current Drawdown

Current decline from peak

-22.69%

-15.72%

-6.97%

Average Drawdown

Average peak-to-trough decline

-9.61%

-5.44%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

Volatility

AMZW vs. AMZY - Volatility Comparison


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Volatility by Period


AMZWAMZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

37.58%

26.95%

+10.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.58%

25.26%

+12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.58%

25.26%

+12.32%