AMZY vs. AMZN
Compare and contrast key facts about YieldMax AMZN Option Income Strategy ETF (AMZY) and Amazon.com, Inc. (AMZN).
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 AMZN.
Key characteristics
| AMZY | AMZN | |
|---|---|---|
| YTD Return | 33.07% | 37.50% |
| 1Y Return | 41.29% | 46.51% |
| Sharpe Ratio | 1.87 | 1.69 |
| Sortino Ratio | 2.55 | 2.35 |
| Omega Ratio | 1.35 | 1.30 |
| Calmar Ratio | 2.52 | 1.93 |
| Martin Ratio | 8.25 | 7.75 |
| Ulcer Index | 5.02% | 5.88% |
| Daily Std Dev | 22.12% | 26.88% |
| Max Drawdown | -16.41% | -94.40% |
| Current Drawdown | -0.34% | -0.54% |
Correlation
The correlation between AMZY and AMZN is 0.95, 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.
Performance
AMZY vs. AMZN - Performance Comparison
In the year-to-date period, AMZY achieves a 33.07% return, which is significantly lower than AMZN's 37.50% 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. 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.
Dividends
AMZY vs. AMZN - Dividend Comparison
AMZY's dividend yield for the trailing twelve months is around 36.23%, while AMZN has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 36.23% | 9.90% |
AMZN Amazon.com, Inc. | 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.
Volatility
AMZY vs. AMZN - Volatility Comparison
The current volatility for YieldMax AMZN Option Income Strategy ETF (AMZY) is 7.73%, while Amazon.com, Inc. (AMZN) has a volatility of 8.98%. 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.