PortfoliosLab logo
AMZY vs. AMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZY and AMD is 0.68, 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

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.

Loading data...

Key characteristics

Sharpe Ratio

AMZY:

0.50

AMD:

-0.34

Sortino Ratio

AMZY:

0.83

AMD:

-0.25

Omega Ratio

AMZY:

1.11

AMD:

0.97

Calmar Ratio

AMZY:

0.56

AMD:

-0.33

Martin Ratio

AMZY:

1.44

AMD:

-0.65

Ulcer Index

AMZY:

9.31%

AMD:

31.86%

Daily Std Dev

AMZY:

27.01%

AMD:

53.70%

Max Drawdown

AMZY:

-23.69%

AMD:

-96.57%

Current Drawdown

AMZY:

-5.40%

AMD:

-40.02%

Returns By Period

In the year-to-date period, AMZY achieves a 3.14% return, which is significantly lower than AMD's 4.97% return.


AMZY

YTD

3.14%

1M

3.96%

6M

3.04%

1Y

13.41%

3Y*

N/A

5Y*

N/A

10Y*

N/A

AMD

YTD

4.97%

1M

10.50%

6M

4.43%

1Y

-18.00%

3Y*

15.84%

5Y*

18.51%

10Y*

47.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Advanced Micro Devices, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AMZY vs. AMD — Risk-Adjusted Performance Rank

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

AMZY
The Risk-Adjusted Performance Rank of AMZY is 4848
Overall Rank
The Sharpe Ratio Rank of AMZY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 4747
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 5858
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 4343
Martin Ratio Rank

AMD
The Risk-Adjusted Performance Rank of AMD is 2828
Overall Rank
The Sharpe Ratio Rank of AMD is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of AMD is 2626
Omega Ratio Rank
The Calmar Ratio Rank of AMD is 2626
Calmar Ratio Rank
The Martin Ratio Rank of AMD is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AMZY Sharpe Ratio is 0.50, which is higher than the AMD Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of AMZY and AMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AMZY vs. AMD - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 49.78%, while AMD has not paid dividends to shareholders.


TTM20242023
AMZY
YieldMax AMZN Option Income Strategy ETF
49.78%47.91%9.90%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%

Drawdowns

AMZY vs. AMD - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.69%, 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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AMZY vs. AMD - Volatility Comparison

The current volatility for YieldMax AMZN Option Income Strategy ETF (AMZY) is 4.98%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 12.63%. 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.


Loading data...