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

Performance

AMZY vs. JEPQ - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
53.07%
29.95%
AMZY
JEPQ

Returns By Period

In the year-to-date period, AMZY achieves a 29.38% return, which is significantly higher than JEPQ's 21.12% return.


AMZY

YTD

29.38%

1M

5.65%

6M

3.43%

1Y

35.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

JEPQ

YTD

21.12%

1M

2.20%

6M

8.43%

1Y

25.64%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


AMZYJEPQ
Sharpe Ratio1.622.10
Sortino Ratio2.242.76
Omega Ratio1.311.43
Calmar Ratio2.242.41
Martin Ratio7.3010.42
Ulcer Index5.02%2.48%
Daily Std Dev22.60%12.31%
Max Drawdown-16.41%-16.82%
Current Drawdown-4.72%-1.84%

Compare stocks, funds, or ETFs

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AMZY vs. JEPQ - Expense Ratio Comparison

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


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 JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.7

The correlation between AMZY and JEPQ is 0.72, 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.

Risk-Adjusted Performance

AMZY vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


Sharpe ratio
The chart of Sharpe ratio for AMZY, currently valued at 1.62, compared to the broader market0.002.004.006.001.622.10
The chart of Sortino ratio for AMZY, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.0012.002.242.76
The chart of Omega ratio for AMZY, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.43
The chart of Calmar ratio for AMZY, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.242.41
The chart of Martin ratio for AMZY, currently valued at 7.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.3010.42
AMZY
JEPQ

The current AMZY Sharpe Ratio is 1.62, which is comparable to the JEPQ Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of AMZY and JEPQ, 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 Ratio1.001.502.002.503.00Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
1.62
2.10
AMZY
JEPQ

Dividends

AMZY vs. JEPQ - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 37.27%, more than JEPQ's 9.52% yield.


TTM20232022
AMZY
YieldMax AMZN Option Income Strategy ETF
37.27%9.90%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.52%10.02%9.44%

Drawdowns

AMZY vs. JEPQ - Drawdown Comparison

The maximum AMZY drawdown since its inception was -16.41%, roughly equal to the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for AMZY and JEPQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.72%
-1.84%
AMZY
JEPQ

Volatility

AMZY vs. JEPQ - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) has a higher volatility of 9.20% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.82%. This indicates that AMZY's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.20%
3.82%
AMZY
JEPQ