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AMZY vs. LNC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMZY vs. LNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMZN Option Income Strategy ETF (AMZY) and Lincoln National Corporation (LNC). 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 1.40% return, which is significantly higher than LNC's -14.56% return.


AMZY

1D
1.83%
1M
-6.71%
YTD
1.40%
6M
2.54%
1Y
8.54%
3Y*
5Y*
10Y*

LNC

1D
-0.59%
1M
4.76%
YTD
-14.56%
6M
-17.67%
1Y
17.55%
3Y*
21.93%
5Y*
-4.22%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZY vs. LNC - Yearly Performance Comparison


2026 (YTD)202520242023
AMZY
YieldMax AMZN Option Income Strategy ETF
1.40%10.39%35.28%18.03%
LNC
Lincoln National Corporation
-14.56%48.02%24.78%-1.46%

Correlation

The correlation between AMZY and LNC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.23

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Return for Risk

AMZY vs. LNC — Risk / Return Rank

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

AMZY
AMZY Risk / Return Rank: 1313
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: 1313
Calmar Ratio Rank
AMZY Martin Ratio Rank: 1313
Martin Ratio Rank

LNC
LNC Risk / Return Rank: 5656
Overall Rank
LNC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LNC Sortino Ratio Rank: 5353
Sortino Ratio Rank
LNC Omega Ratio Rank: 5454
Omega Ratio Rank
LNC Calmar Ratio Rank: 5656
Calmar Ratio Rank
LNC Martin Ratio Rank: 5656
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. LNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Lincoln National Corporation (LNC). 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.


AMZYLNCDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratioReturn relative to maximum drawdown

0.44

0.61

-0.17

Martin ratioReturn relative to average drawdown

1.05

1.27

-0.22

AMZY vs. LNC - Sharpe Ratio Comparison

The current AMZY Sharpe Ratio is 0.36, which is lower than the LNC Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of AMZY and LNC, 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. LNC - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.70%, smaller than the maximum LNC drawdown of -92.87%. Use the drawdown chart below to compare losses from any high point for AMZY and LNC.


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Drawdown Indicators


AMZYLNCDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-92.87%

+69.17%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

-29.13%

+9.52%

Max Drawdown (3Y)

Largest decline over 3 years

-29.13%

Max Drawdown (5Y)

Largest decline over 5 years

-73.14%

Max Drawdown (10Y)

Largest decline over 10 years

-79.19%

Current Drawdown

Current decline from peak

-9.46%

-38.58%

+29.12%

Average Drawdown

Average peak-to-trough decline

-5.38%

-25.05%

+19.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

13.84%

-5.71%

Volatility

AMZY vs. LNC - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) and Lincoln National Corporation (LNC) have volatilities of 7.69% and 7.69%, 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


AMZYLNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

7.69%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

24.95%

-8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

33.33%

-9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.07%

42.85%

-17.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

46.75%

-21.68%

Dividends

AMZY vs. LNC - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 56.44%, more than LNC's 4.84% yield.


PositionTTM20252024202320222021202020192018201720162015
AMZY
YieldMax AMZN Option Income Strategy ETF
56.44%52.59%47.91%9.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LNC
Lincoln National Corporation
4.84%4.04%5.68%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%

Frequently Asked Questions


AMZY and LNC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LNC has higher volatility (7.69%) compared to AMZY (7.69%). In terms of maximum drawdown, AMZY dropped -23.70% vs LNC's -92.87%.

LNC currently has the higher Sharpe Ratio (0.53 vs 0.36), 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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