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AMZY vs. ENFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMZY vs. ENFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMZN Option Income Strategy ETF (AMZY) and Alerian Energy Infrastructure ETF (ENFR). 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 3.56% return, which is significantly lower than ENFR's 24.60% return.


AMZY

1D
-2.31%
1M
-6.16%
YTD
3.56%
6M
3.86%
1Y
14.23%
3Y*
5Y*
10Y*

ENFR

1D
0.10%
1M
-1.01%
YTD
24.60%
6M
24.41%
1Y
25.40%
3Y*
27.99%
5Y*
19.91%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZY vs. ENFR - Yearly Performance Comparison


2026 (YTD)202520242023
AMZY
YieldMax AMZN Option Income Strategy ETF
3.56%10.39%35.28%18.31%
ENFR
Alerian Energy Infrastructure ETF
24.60%5.88%42.17%5.08%

Correlation

The correlation between AMZY and ENFR is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2023

0.07

The correlation between AMZY and ENFR shifts across timeframes, from -0.18 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AMZY vs. ENFR — Risk / Return Rank

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

AMZY
AMZY Risk / Return Rank: 1818
Overall Rank
AMZY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMZY Sortino Ratio Rank: 1818
Sortino Ratio Rank
AMZY Omega Ratio Rank: 1919
Omega Ratio Rank
AMZY Calmar Ratio Rank: 1818
Calmar Ratio Rank
AMZY Martin Ratio Rank: 1717
Martin Ratio Rank

ENFR
ENFR Risk / Return Rank: 5050
Overall Rank
ENFR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 4848
Sortino Ratio Rank
ENFR Omega Ratio Rank: 4747
Omega Ratio Rank
ENFR Calmar Ratio Rank: 5959
Calmar Ratio Rank
ENFR Martin Ratio Rank: 4848
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. ENFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Alerian Energy Infrastructure ETF (ENFR). 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.


AMZYENFRDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.13

1.30

-0.18

Calmar ratioReturn relative to maximum drawdown

0.73

2.95

-2.22

Martin ratioReturn relative to average drawdown

1.81

8.06

-6.25

AMZY vs. ENFR - Sharpe Ratio Comparison

The current AMZY Sharpe Ratio is 0.61, which is lower than the ENFR Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of AMZY and ENFR, 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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Sharpe Ratios by Period


AMZYENFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.75

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.34

+0.60

Drawdowns

AMZY vs. ENFR - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.70%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for AMZY and ENFR.


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Drawdown Indicators


AMZYENFRDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-68.28%

+44.58%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-8.64%

-10.97%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

Current Drawdown

Current decline from peak

-7.53%

-4.95%

-2.58%

Average Drawdown

Average peak-to-trough decline

-5.32%

-15.98%

+10.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

3.16%

+4.72%

Volatility

AMZY vs. ENFR - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) and Alerian Energy Infrastructure ETF (ENFR) have volatilities of 6.01% and 6.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZYENFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

6.18%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

11.47%

+4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

23.59%

14.64%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

19.30%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.06%

24.69%

+0.37%

AMZY vs. ENFR - Expense Ratio Comparison

AMZY has a 0.99% expense ratio, which is higher than ENFR's 0.35% expense ratio.


Dividends

AMZY vs. ENFR - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 57.72%, more than ENFR's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
AMZY
YieldMax AMZN Option Income Strategy ETF
57.72%52.59%47.91%9.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENFR
Alerian Energy Infrastructure ETF
4.03%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%

Frequently Asked Questions


AMZY and ENFR have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ENFR has higher volatility (6.18%) compared to AMZY (6.01%). In terms of maximum drawdown, AMZY dropped -23.70% vs ENFR's -68.28%.

On 1-year performance, ENFR leads with 25.40% vs 14.23% for AMZY. On fees, ENFR is cheaper at 0.35% per year. On volatility, AMZY has been the lower-risk option at 6.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ENFR has performed better with a 25.40% return vs 14.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ENFR is cheaper with a 0.35% expense ratio, compared with 0.99% for AMZY.

AMZY has the higher dividend yield at 57.72%, compared with 4.03% for ENFR.

AMZY is categorized as Options Trading, while ENFR is Energy Equities. They also come from different issuers: YieldMax and SS&C. Their fees differ too: 0.99% for AMZY and 0.35% for ENFR.

ENFR currently has the higher Sharpe Ratio (1.75 vs 0.61), 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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