AMZY vs. AGNC
AMZY (YieldMax AMZN Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while AGNC (AGNC Investment Corp.) is a stock. Over the past year, AMZY returned 8.54% vs 28.97% for AGNC. At a 0.29 correlation, their price movements are largely independent.
Performance
AMZY vs. AGNC - Performance Comparison
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Returns By Period
In the year-to-date period, AMZY achieves a 1.40% return, which is significantly lower than AGNC's 2.35% return.
AMZY
- 1D
- 1.83%
- 1M
- -6.71%
- YTD
- 1.40%
- 6M
- 2.54%
- 1Y
- 8.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGNC
- 1D
- 0.78%
- 1M
- 2.43%
- YTD
- 2.35%
- 6M
- 4.08%
- 1Y
- 28.97%
- 3Y*
- 16.54%
- 5Y*
- 4.24%
- 10Y*
- 6.33%
AMZY vs. AGNC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 1.40% | 10.39% | 35.28% | 18.03% |
AGNC AGNC Investment Corp. | 2.35% | 34.92% | 8.90% | 3.52% |
Correlation
The correlation between AMZY and AGNC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.29 |
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Return for Risk
AMZY vs. AGNC — Risk / Return Rank
AMZY
AGNC
AMZY vs. AGNC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and AGNC Investment Corp. (AGNC). 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.
| AMZY | AGNC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.26 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.56 | -1.12 |
| Martin ratioReturn relative to average drawdown | 1.05 | 4.44 | -3.39 |
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Drawdowns
AMZY vs. AGNC - Drawdown Comparison
The maximum AMZY drawdown since its inception was -23.70%, smaller than the maximum AGNC drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for AMZY and AGNC.
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Drawdown Indicators
| AMZY | AGNC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -54.56% | +30.86% |
Max Drawdown (1Y)Largest decline over 1 year | -19.61% | -18.71% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -50.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.56% | — |
Current DrawdownCurrent decline from peak | -9.46% | -9.85% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -13.56% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 6.54% | +1.59% |
Volatility
AMZY vs. AGNC - Volatility Comparison
YieldMax AMZN Option Income Strategy ETF (AMZY) has a higher volatility of 7.69% compared to AGNC Investment Corp. (AGNC) at 5.55%. This indicates that AMZY's price experiences larger fluctuations and is considered to be riskier than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZY | AGNC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 5.55% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 16.28% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.97% | 19.58% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.07% | 25.74% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 25.41% | -0.34% |
Dividends
AMZY vs. AGNC - Dividend Comparison
AMZY's dividend yield for the trailing twelve months is around 56.44%, more than AGNC's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNC AGNC Investment Corp. | 13.87% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
AMZY YieldMax AMZN Option Income Strategy ETF | 56.44% | 52.59% | 47.91% | 9.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AMZY and AGNC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZY has higher volatility (7.69%) compared to AGNC (5.55%). In terms of maximum drawdown, AMZY dropped -23.70% vs AGNC's -54.56%.
AGNC currently has the higher Sharpe Ratio (1.49 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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