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AMZY vs. CRF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMZY vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMZN Option Income Strategy ETF (AMZY) and Cornerstone Total Return Fund, Inc. (CRF). 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 -0.60% return, which is significantly higher than CRF's -3.31% return.


AMZY

1D
-1.19%
1M
-8.48%
YTD
-0.60%
6M
1.23%
1Y
7.13%
3Y*
5Y*
10Y*

CRF

1D
-0.28%
1M
-0.42%
YTD
-3.31%
6M
-1.76%
1Y
12.90%
3Y*
15.78%
5Y*
9.57%
10Y*
11.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZY vs. CRF - Yearly Performance Comparison


2026 (YTD)202520242023
AMZY
YieldMax AMZN Option Income Strategy ETF
-0.60%10.39%35.28%18.03%
CRF
Cornerstone Total Return Fund, Inc.
-3.31%12.46%44.39%-6.94%

Correlation

The correlation between AMZY and CRF is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.44

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Return for Risk

AMZY vs. CRF — Risk / Return Rank

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

AMZY
AMZY Risk / Return Rank: 1414
Overall Rank
AMZY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AMZY Sortino Ratio Rank: 1313
Sortino Ratio Rank
AMZY Omega Ratio Rank: 1414
Omega Ratio Rank
AMZY Calmar Ratio Rank: 1414
Calmar Ratio Rank
AMZY Martin Ratio Rank: 1414
Martin Ratio Rank

CRF
CRF Risk / Return Rank: 1313
Overall Rank
CRF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CRF Sortino Ratio Rank: 1414
Sortino Ratio Rank
CRF Omega Ratio Rank: 1515
Omega Ratio Rank
CRF Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRF Martin Ratio Rank: 1313
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. CRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Cornerstone Total Return Fund, Inc. (CRF). 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.


AMZYCRFDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratioReturn relative to maximum drawdown

0.33

0.78

-0.45

Martin ratioReturn relative to average drawdown

0.81

2.59

-1.78

AMZY vs. CRF - Sharpe Ratio Comparison

The current AMZY Sharpe Ratio is 0.28, which is lower than the CRF Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AMZY and CRF, 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. CRF - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.70%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for AMZY and CRF.


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Drawdown Indicators


AMZYCRFDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-80.70%

+57.00%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-14.88%

-4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-29.66%

Max Drawdown (5Y)

Largest decline over 5 years

-43.12%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

Current Drawdown

Current decline from peak

-11.24%

-5.09%

-6.15%

Average Drawdown

Average peak-to-trough decline

-5.36%

-22.31%

+16.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.04%

4.48%

+3.56%

Volatility

AMZY vs. CRF - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) has a higher volatility of 6.83% compared to Cornerstone Total Return Fund, Inc. (CRF) at 4.16%. This indicates that AMZY's price experiences larger fluctuations and is considered to be riskier than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZYCRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

4.16%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.48%

13.41%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

15.41%

+8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.04%

25.07%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.04%

25.86%

-0.82%

AMZY vs. CRF - Expense Ratio Comparison

AMZY has a 0.99% expense ratio, which is lower than CRF's 1.84% expense ratio.


Dividends

AMZY vs. CRF - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 56.61%, more than CRF's 19.63% yield.


PositionTTM20252024202320222021202020192018201720162015
AMZY
YieldMax AMZN Option Income Strategy ETF
56.61%52.59%47.91%9.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRF
Cornerstone Total Return Fund, Inc.
19.63%17.38%14.32%19.94%29.31%13.41%18.91%21.67%24.85%17.96%24.08%23.58%

Frequently Asked Questions


AMZY and CRF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMZY has higher volatility (6.83%) compared to CRF (4.16%). In terms of maximum drawdown, AMZY dropped -23.70% vs CRF's -80.70%.

CRF currently has the higher Sharpe Ratio (0.75 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.

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