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AMZY vs. AMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMZY vs. AMD - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMZY achieves a -1.83% return, which is significantly lower than AMD's 142.74% return.


AMZY

1D
0.57%
1M
-10.29%
YTD
-1.83%
6M
-1.84%
1Y
6.82%
3Y*
5Y*
10Y*

AMD

1D
-5.76%
1M
11.20%
YTD
142.74%
6M
141.90%
1Y
301.18%
3Y*
67.81%
5Y*
43.28%
10Y*
59.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZY vs. AMD - Yearly Performance Comparison


2026 (YTD)202520242023
AMZY
YieldMax AMZN Option Income Strategy ETF
-1.83%10.39%35.28%18.03%
AMD
Advanced Micro Devices, Inc.
142.74%77.30%-18.06%33.27%

Correlation

The correlation between AMZY and AMD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2023

0.41

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Return for Risk

AMZY vs. AMD — Risk / Return Rank

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

AMZY
AMZY Risk / Return Rank: 1212
Overall Rank
AMZY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AMZY Sortino Ratio Rank: 1212
Sortino Ratio Rank
AMZY Omega Ratio Rank: 1313
Omega Ratio Rank
AMZY Calmar Ratio Rank: 1212
Calmar Ratio Rank
AMZY Martin Ratio Rank: 1212
Martin Ratio Rank

AMD
AMD Risk / Return Rank: 9797
Overall Rank
AMD Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMD Omega Ratio Rank: 9595
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9696
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.

AMZY vs. AMD - Risk-Adjusted Trends 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.

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.


AMZYAMDDifference
Sharpe ratioReturn per unit of total volatility

-4.22

Sortino ratioReturn per unit of downside risk

-3.69

Omega ratioGain probability vs. loss probability

1.07

1.56

-0.48

Calmar ratioReturn relative to maximum drawdown

0.35

10.93

-10.58

Martin ratioReturn relative to average drawdown

0.83

22.43

-21.59

AMZY vs. AMD - Sharpe Ratio Comparison

The current AMZY Sharpe Ratio is 0.28, which is lower than the AMD Sharpe Ratio of 4.50. The chart below compares the historical Sharpe Ratios of AMZY and AMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMZY vs. AMD - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.70%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for AMZY and AMD.


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Drawdown Indicators


AMZYAMDDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-96.59%

+72.89%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-27.76%

+8.15%

Max Drawdown (3Y)

Largest decline over 3 years

-63.00%

Max Drawdown (5Y)

Largest decline over 5 years

-65.45%

Max Drawdown (10Y)

Largest decline over 10 years

-65.45%

Current Drawdown

Current decline from peak

-12.34%

-5.76%

-6.58%

Average Drawdown

Average peak-to-trough decline

-5.40%

-56.62%

+51.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.20%

13.50%

-5.30%

Volatility

AMZY vs. AMD - Volatility Comparison

The current volatility for YieldMax AMZN Option Income Strategy ETF (AMZY) is 7.99%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 24.23%. 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.


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Volatility by Period


AMZYAMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

24.23%

-16.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.06%

51.05%

-33.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

67.37%

-43.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.14%

55.99%

-30.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.14%

56.87%

-31.73%

Dividends

AMZY vs. AMD - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 58.30%, while AMD has not paid dividends to shareholders.


PositionTTM202520242023
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%
AMZY
YieldMax AMZN Option Income Strategy ETF
58.30%52.59%47.91%9.90%

Frequently Asked Questions


AMZY and AMD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMD has higher volatility (24.23%) compared to AMZY (7.99%). In terms of maximum drawdown, AMZY dropped -23.70% vs AMD's -96.59%.

AMD currently has the higher Sharpe Ratio (4.50 vs 0.28), 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.

Portfolio Optimizer

Find the right allocation for AMZY and AMD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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