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AMZY vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZY and AMZN is 0.96, 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.


-0.50.00.51.01.0

Performance

AMZY vs. AMZN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.35%
13.61%
AMZY
AMZN

Key characteristics

Sharpe Ratio

AMZY:

1.60

AMZN:

1.59

Sortino Ratio

AMZY:

2.18

AMZN:

2.21

Omega Ratio

AMZY:

1.30

AMZN:

1.28

Calmar Ratio

AMZY:

2.27

AMZN:

2.29

Martin Ratio

AMZY:

7.25

AMZN:

7.41

Ulcer Index

AMZY:

5.13%

AMZN:

6.03%

Daily Std Dev

AMZY:

23.33%

AMZN:

28.01%

Max Drawdown

AMZY:

-16.41%

AMZN:

-94.40%

Current Drawdown

AMZY:

-4.75%

AMZN:

-6.01%

Returns By Period

In the year-to-date period, AMZY achieves a -0.16% return, which is significantly higher than AMZN's -0.21% return.


AMZY

YTD

-0.16%

1M

-3.44%

6M

6.55%

1Y

36.12%

5Y*

N/A

10Y*

N/A

AMZN

YTD

-0.21%

1M

-4.38%

6M

12.57%

1Y

41.60%

5Y*

18.35%

10Y*

31.14%

*Annualized

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Risk-Adjusted Performance

AMZY vs. AMZN — 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 7272
Overall Rank
The Sharpe Ratio Rank of AMZY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 7171
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 6767
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 8888
Overall Rank
The Sharpe Ratio Rank of AMZN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8888
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. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Amazon.com, Inc. (AMZN). 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 chart of Sharpe ratio for AMZY, currently valued at 1.60, compared to the broader market0.002.004.001.601.59
The chart of Sortino ratio for AMZY, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.002.182.21
The chart of Omega ratio for AMZY, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.28
The chart of Calmar ratio for AMZY, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.272.29
The chart of Martin ratio for AMZY, currently valued at 7.25, compared to the broader market0.0020.0040.0060.0080.00100.007.257.41
AMZY
AMZN

The current AMZY Sharpe Ratio is 1.60, which is comparable to the AMZN Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of AMZY and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.60
1.59
AMZY
AMZN

Dividends

AMZY vs. AMZN - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 46.03%, while AMZN has not paid dividends to shareholders.


TTM20242023
AMZY
YieldMax AMZN Option Income Strategy ETF
46.03%47.91%9.90%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%

Drawdowns

AMZY vs. AMZN - Drawdown Comparison

The maximum AMZY drawdown since its inception was -16.41%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for AMZY and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.75%
-6.01%
AMZY
AMZN

Volatility

AMZY vs. AMZN - Volatility Comparison

The current volatility for YieldMax AMZN Option Income Strategy ETF (AMZY) is 6.64%, while Amazon.com, Inc. (AMZN) has a volatility of 7.80%. This indicates that AMZY experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.64%
7.80%
AMZY
AMZN