AMZY vs. AMD
Compare and contrast key facts about YieldMax AMZN Option Income Strategy ETF (AMZY) and Advanced Micro Devices, Inc. (AMD).
AMZY is an actively managed fund by YieldMax. It was launched on Jul 24, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZY or AMD.
Key characteristics
| AMZY | AMD | |
|---|---|---|
| YTD Return | 33.07% | -2.56% |
| 1Y Return | 41.29% | 22.98% |
| Sharpe Ratio | 1.87 | 0.44 |
| Sortino Ratio | 2.55 | 0.92 |
| Omega Ratio | 1.35 | 1.12 |
| Calmar Ratio | 2.52 | 0.54 |
| Martin Ratio | 8.25 | 0.99 |
| Ulcer Index | 5.02% | 21.37% |
| Daily Std Dev | 22.12% | 48.34% |
| Max Drawdown | -16.41% | -96.57% |
| Current Drawdown | -0.34% | -32.05% |
Correlation
The correlation between AMZY and AMD is 0.44, 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.
Performance
AMZY vs. AMD - Performance Comparison
In the year-to-date period, AMZY achieves a 33.07% return, which is significantly higher than AMD's -2.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMZY vs. AMD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Advanced Micro Devices, Inc. (AMD). 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.
Dividends
AMZY vs. AMD - Dividend Comparison
AMZY's dividend yield for the trailing twelve months is around 36.23%, while AMD has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 36.23% | 9.90% |
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% |
Drawdowns
AMZY vs. AMD - Drawdown Comparison
The maximum AMZY drawdown since its inception was -16.41%, smaller than the maximum AMD drawdown of -96.57%. Use the drawdown chart below to compare losses from any high point for AMZY and AMD. For additional features, visit the drawdowns tool.
Volatility
AMZY vs. AMD - Volatility Comparison
The current volatility for YieldMax AMZN Option Income Strategy ETF (AMZY) is 7.73%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 15.02%. This indicates that AMZY experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.