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

Correlation

The correlation between AMZY and MORT is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

AMZY vs. MORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMZN Option Income Strategy ETF (AMZY) and VanEck Vectors Mortgage REIT Income ETF (MORT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
42.72%
-1.88%
AMZY
MORT

Key characteristics

Sharpe Ratio

AMZY:

0.19

MORT:

0.17

Sortino Ratio

AMZY:

0.43

MORT:

0.37

Omega Ratio

AMZY:

1.06

MORT:

1.05

Calmar Ratio

AMZY:

0.21

MORT:

0.10

Martin Ratio

AMZY:

0.61

MORT:

0.64

Ulcer Index

AMZY:

8.29%

MORT:

5.73%

Daily Std Dev

AMZY:

26.82%

MORT:

20.95%

Max Drawdown

AMZY:

-23.69%

MORT:

-70.13%

Current Drawdown

AMZY:

-18.22%

MORT:

-32.96%

Returns By Period

In the year-to-date period, AMZY achieves a -10.83% return, which is significantly lower than MORT's -4.19% return.


AMZY

YTD

-10.83%

1M

-6.76%

6M

0.44%

1Y

2.20%

5Y*

N/A

10Y*

N/A

MORT

YTD

-4.19%

1M

-11.06%

6M

-7.15%

1Y

1.09%

5Y*

9.99%

10Y*

0.57%

*Annualized

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AMZY vs. MORT - Expense Ratio Comparison

AMZY has a 0.99% expense ratio, which is higher than MORT's 0.42% expense ratio.


Expense ratio chart for AMZY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMZY: 0.99%
Expense ratio chart for MORT: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MORT: 0.42%

Risk-Adjusted Performance

AMZY vs. MORT — Risk-Adjusted Performance Rank

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

AMZY
The Risk-Adjusted Performance Rank of AMZY is 4545
Overall Rank
The Sharpe Ratio Rank of AMZY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 4242
Martin Ratio Rank

MORT
The Risk-Adjusted Performance Rank of MORT is 4242
Overall Rank
The Sharpe Ratio Rank of MORT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of MORT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MORT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MORT is 3939
Calmar Ratio Rank
The Martin Ratio Rank of MORT is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMZY vs. MORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and VanEck Vectors Mortgage REIT Income ETF (MORT). 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.


The chart of Sharpe ratio for AMZY, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
AMZY: 0.19
MORT: 0.17
The chart of Sortino ratio for AMZY, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.00
AMZY: 0.43
MORT: 0.37
The chart of Omega ratio for AMZY, currently valued at 1.06, compared to the broader market0.501.001.502.00
AMZY: 1.06
MORT: 1.05
The chart of Calmar ratio for AMZY, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
AMZY: 0.21
MORT: 0.19
The chart of Martin ratio for AMZY, currently valued at 0.61, compared to the broader market0.0020.0040.0060.00
AMZY: 0.61
MORT: 0.64

The current AMZY Sharpe Ratio is 0.19, which is comparable to the MORT Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of AMZY and MORT, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.19
0.17
AMZY
MORT

Dividends

AMZY vs. MORT - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 56.20%, more than MORT's 13.28% yield.


TTM20242023202220212020201920182017201620152014
AMZY
YieldMax AMZN Option Income Strategy ETF
56.20%47.91%9.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MORT
VanEck Vectors Mortgage REIT Income ETF
13.28%11.54%12.18%13.10%8.21%8.11%7.36%8.19%7.82%8.21%9.91%10.08%

Drawdowns

AMZY vs. MORT - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.69%, smaller than the maximum MORT drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for AMZY and MORT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.22%
-13.70%
AMZY
MORT

Volatility

AMZY vs. MORT - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) has a higher volatility of 14.80% compared to VanEck Vectors Mortgage REIT Income ETF (MORT) at 13.15%. This indicates that AMZY's price experiences larger fluctuations and is considered to be riskier than MORT 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.80%
13.15%
AMZY
MORT