AMZY vs. VLO
AMZY (YieldMax AMZN Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while VLO (Valero Energy Corporation) is a stock. Over the past year, AMZY returned 8.54% vs 73.82% for VLO. At a 0.06 correlation, their price movements are largely independent.
Performance
AMZY vs. VLO - 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 VLO's 46.74% return.
AMZY
- 1D
- 1.83%
- 1M
- -6.71%
- YTD
- 1.40%
- 6M
- 2.54%
- 1Y
- 8.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLO
- 1D
- -1.45%
- 1M
- -6.44%
- YTD
- 46.74%
- 6M
- 46.81%
- 1Y
- 73.82%
- 3Y*
- 31.15%
- 5Y*
- 29.68%
- 10Y*
- 20.94%
AMZY vs. VLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 1.40% | 10.39% | 35.28% | 18.03% |
VLO Valero Energy Corporation | 46.74% | 36.97% | -2.96% | 5.08% |
Correlation
The correlation between AMZY and VLO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.06 |
The correlation between AMZY and VLO shifts across timeframes, from -0.08 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMZY vs. VLO — Risk / Return Rank
AMZY
VLO
AMZY vs. VLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Valero Energy Corporation (VLO). 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 | VLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 5.23 | -4.79 |
| Martin ratioReturn relative to average drawdown | 1.05 | 12.85 | -11.80 |
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Drawdowns
AMZY vs. VLO - Drawdown Comparison
The maximum AMZY drawdown since its inception was -23.70%, smaller than the maximum VLO drawdown of -87.50%. Use the drawdown chart below to compare losses from any high point for AMZY and VLO.
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Drawdown Indicators
| AMZY | VLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -87.50% | +63.80% |
Max Drawdown (1Y)Largest decline over 1 year | -19.61% | -14.19% | -5.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.88% | — |
Current DrawdownCurrent decline from peak | -9.46% | -9.62% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -34.24% | +28.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.13% | 5.76% | +2.37% |
Volatility
AMZY vs. VLO - Volatility Comparison
The current volatility for YieldMax AMZN Option Income Strategy ETF (AMZY) is 7.69%, while Valero Energy Corporation (VLO) has a volatility of 10.17%. This indicates that AMZY experiences smaller price fluctuations and is considered to be less risky than VLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZY | VLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 10.17% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 27.59% | -10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.97% | 35.09% | -11.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.07% | 36.94% | -11.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 40.39% | -15.32% |
Dividends
AMZY vs. VLO - Dividend Comparison
AMZY's dividend yield for the trailing twelve months is around 56.44%, more than VLO's 1.97% 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% |
VLO Valero Energy Corporation | 1.97% | 2.78% | 3.49% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 2.34% | 3.51% | 2.40% |
Frequently Asked Questions
AMZY and VLO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLO has higher volatility (10.17%) compared to AMZY (7.69%). In terms of maximum drawdown, AMZY dropped -23.70% vs VLO's -87.50%.
VLO currently has the higher Sharpe Ratio (2.12 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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