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

Key characteristics


AMZYCONY
YTD Return31.58%52.18%
1Y Return39.77%121.73%
Sharpe Ratio1.831.94
Sortino Ratio2.512.55
Omega Ratio1.351.31
Calmar Ratio2.473.25
Martin Ratio8.087.55
Ulcer Index5.02%16.23%
Daily Std Dev22.14%63.24%
Max Drawdown-16.41%-37.72%
Current Drawdown-1.45%0.00%

Correlation

-0.50.00.51.00.4

The correlation between AMZY and CONY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AMZY vs. CONY - Performance Comparison

In the year-to-date period, AMZY achieves a 31.58% return, which is significantly lower than CONY's 52.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
4.83%
38.70%
AMZY
CONY

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AMZY vs. CONY - Expense Ratio Comparison

Both AMZY and CONY have an expense ratio of 0.99%.


AMZY
YieldMax AMZN Option Income Strategy ETF
Expense ratio chart for AMZY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for CONY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

AMZY vs. CONY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and YieldMax COIN Option Income Strategy ETF (CONY). 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.


AMZY
Sharpe ratio
The chart of Sharpe ratio for AMZY, currently valued at 1.83, compared to the broader market-2.000.002.004.006.001.83
Sortino ratio
The chart of Sortino ratio for AMZY, currently valued at 2.51, compared to the broader market0.005.0010.002.51
Omega ratio
The chart of Omega ratio for AMZY, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for AMZY, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.47
Martin ratio
The chart of Martin ratio for AMZY, currently valued at 8.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.08
CONY
Sharpe ratio
The chart of Sharpe ratio for CONY, currently valued at 1.94, compared to the broader market-2.000.002.004.006.001.94
Sortino ratio
The chart of Sortino ratio for CONY, currently valued at 2.55, compared to the broader market0.005.0010.002.55
Omega ratio
The chart of Omega ratio for CONY, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for CONY, currently valued at 3.25, compared to the broader market0.005.0010.0015.003.25
Martin ratio
The chart of Martin ratio for CONY, currently valued at 7.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.55

AMZY vs. CONY - Sharpe Ratio Comparison

The current AMZY Sharpe Ratio is 1.83, which is comparable to the CONY Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of AMZY and CONY, 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 Ratio0.801.001.201.401.601.802.002.20Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
1.83
1.94
AMZY
CONY

Dividends

AMZY vs. CONY - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 36.64%, less than CONY's 98.46% yield.


TTM2023
AMZY
YieldMax AMZN Option Income Strategy ETF
36.64%9.90%
CONY
YieldMax COIN Option Income Strategy ETF
98.46%16.43%

Drawdowns

AMZY vs. CONY - Drawdown Comparison

The maximum AMZY drawdown since its inception was -16.41%, smaller than the maximum CONY drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for AMZY and CONY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.45%
0
AMZY
CONY

Volatility

AMZY vs. CONY - Volatility Comparison

The current volatility for YieldMax AMZN Option Income Strategy ETF (AMZY) is 7.73%, while YieldMax COIN Option Income Strategy ETF (CONY) has a volatility of 30.73%. This indicates that AMZY experiences smaller price fluctuations and is considered to be less risky than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
7.73%
30.73%
AMZY
CONY