AMZY vs. O
AMZY (YieldMax AMZN Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while O (Realty Income Corporation) is a stock. Over the past year, AMZY returned 8.54% vs 10.46% for O. At a correlation of -0.13, they often move in opposite directions.
Performance
AMZY vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, AMZY achieves a 1.40% return, which is significantly lower than O's 9.20% return.
AMZY
- 1D
- 1.83%
- 1M
- -6.71%
- YTD
- 1.40%
- 6M
- 2.54%
- 1Y
- 8.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
O
- 1D
- -0.54%
- 1M
- -2.79%
- YTD
- 9.20%
- 6M
- 9.80%
- 1Y
- 10.46%
- 3Y*
- 5.05%
- 5Y*
- 3.72%
- 10Y*
- 4.56%
AMZY vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 1.40% | 10.39% | 35.28% | 18.03% |
O Realty Income Corporation | 9.20% | 12.20% | -2.11% | -6.76% |
Correlation
The correlation between AMZY and O is -0.20, 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 | -0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | -0.13 |
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Return for Risk
AMZY vs. O — Risk / Return Rank
AMZY
O
AMZY vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Realty Income Corporation (O). 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.
| AMZY | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.12 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.95 | -0.51 |
| Martin ratioReturn relative to average drawdown | 1.05 | 2.23 | -1.18 |
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Drawdowns
AMZY vs. O - Drawdown Comparison
The maximum AMZY drawdown since its inception was -23.70%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for AMZY and O.
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Drawdown Indicators
| AMZY | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -48.45% | +24.75% |
Max Drawdown (1Y)Largest decline over 1 year | -19.61% | -11.10% | -8.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.28% | — |
Current DrawdownCurrent decline from peak | -9.46% | -9.66% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -9.20% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 4.70% | +3.43% |
Volatility
AMZY vs. O - Volatility Comparison
YieldMax AMZN Option Income Strategy ETF (AMZY) has a higher volatility of 7.69% compared to Realty Income Corporation (O) at 5.70%. This indicates that AMZY's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZY | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 5.70% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 12.21% | +4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.97% | 16.44% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.07% | 18.92% | +6.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 25.65% | -0.58% |
Dividends
AMZY vs. O - Dividend Comparison
AMZY's dividend yield for the trailing twelve months is around 56.44%, more than O's 5.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
O Realty Income Corporation | 5.37% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
AMZY and O have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZY has higher volatility (7.69%) compared to O (5.70%). In terms of maximum drawdown, AMZY dropped -23.70% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.64 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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