PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMZY vs. MSFO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AMZY vs. MSFO - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%45.00%50.00%55.00%JuneJulyAugustSeptemberOctoberNovember
45.12%
30.93%
AMZY
MSFO

Returns By Period

In the year-to-date period, AMZY achieves a 29.38% return, which is significantly higher than MSFO's 10.60% return.


AMZY

YTD

29.38%

1M

5.65%

6M

3.43%

1Y

35.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

MSFO

YTD

10.60%

1M

-0.13%

6M

-1.70%

1Y

14.91%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


AMZYMSFO
Sharpe Ratio1.620.91
Sortino Ratio2.241.23
Omega Ratio1.311.18
Calmar Ratio2.241.10
Martin Ratio7.302.95
Ulcer Index5.02%4.89%
Daily Std Dev22.60%15.88%
Max Drawdown-16.41%-13.17%
Current Drawdown-4.72%-7.56%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMZY vs. MSFO - Expense Ratio Comparison

Both AMZY and MSFO have an expense ratio of 0.99%.


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 MSFO: 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%

Correlation

-0.50.00.51.00.7

The correlation between AMZY and MSFO is 0.65, 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.

Risk-Adjusted Performance

AMZY vs. MSFO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and YieldMax MSFT Option Income Strategy ETF (MSFO). 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 market0.002.004.006.001.620.91
The chart of Sortino ratio for AMZY, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.0012.002.241.23
The chart of Omega ratio for AMZY, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.18
The chart of Calmar ratio for AMZY, currently valued at 2.24, compared to the broader market0.005.0010.0015.002.241.10
The chart of Martin ratio for AMZY, currently valued at 7.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.292.95
AMZY
MSFO

The current AMZY Sharpe Ratio is 1.62, which is higher than the MSFO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of AMZY and MSFO, 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 Ratio1.001.502.00SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
1.62
0.91
AMZY
MSFO

Dividends

AMZY vs. MSFO - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 37.27%, more than MSFO's 36.33% yield.


TTM2023
AMZY
YieldMax AMZN Option Income Strategy ETF
37.27%9.90%
MSFO
YieldMax MSFT Option Income Strategy ETF
36.33%6.44%

Drawdowns

AMZY vs. MSFO - Drawdown Comparison

The maximum AMZY drawdown since its inception was -16.41%, which is greater than MSFO's maximum drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for AMZY and MSFO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.72%
-7.56%
AMZY
MSFO

Volatility

AMZY vs. MSFO - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) has a higher volatility of 9.19% compared to YieldMax MSFT Option Income Strategy ETF (MSFO) at 6.41%. This indicates that AMZY's price experiences larger fluctuations and is considered to be riskier than MSFO 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
9.19%
6.41%
AMZY
MSFO