PortfoliosLab logo
AMZY vs. XRMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZY and XRMI is 0.68, 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: 0.7

Performance

AMZY vs. XRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMZN Option Income Strategy ETF (AMZY) and Global X S&P 500 Risk Managed Income ETF (XRMI). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
42.72%
7.36%
AMZY
XRMI

Key characteristics

Sharpe Ratio

AMZY:

0.19

XRMI:

0.92

Sortino Ratio

AMZY:

0.43

XRMI:

1.33

Omega Ratio

AMZY:

1.06

XRMI:

1.19

Calmar Ratio

AMZY:

0.21

XRMI:

0.84

Martin Ratio

AMZY:

0.61

XRMI:

3.36

Ulcer Index

AMZY:

8.29%

XRMI:

2.08%

Daily Std Dev

AMZY:

26.82%

XRMI:

7.65%

Max Drawdown

AMZY:

-23.69%

XRMI:

-15.29%

Current Drawdown

AMZY:

-18.22%

XRMI:

-7.17%

Returns By Period

In the year-to-date period, AMZY achieves a -10.83% return, which is significantly lower than XRMI's -4.72% return.


AMZY

YTD

-10.83%

1M

-6.76%

6M

0.44%

1Y

2.20%

5Y*

N/A

10Y*

N/A

XRMI

YTD

-4.72%

1M

-3.93%

6M

-0.55%

1Y

6.20%

5Y*

N/A

10Y*

N/A

*Annualized

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. XRMI - Expense Ratio Comparison

AMZY has a 0.99% expense ratio, which is higher than XRMI's 0.60% 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 XRMI: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XRMI: 0.60%

Risk-Adjusted Performance

AMZY vs. XRMI — 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

XRMI
The Risk-Adjusted Performance Rank of XRMI is 8080
Overall Rank
The Sharpe Ratio Rank of XRMI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of XRMI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of XRMI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of XRMI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of XRMI is 7979
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. XRMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMZN Option Income Strategy ETF (AMZY) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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
XRMI: 0.92
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
XRMI: 1.33
The chart of Omega ratio for AMZY, currently valued at 1.06, compared to the broader market0.501.001.502.00
AMZY: 1.06
XRMI: 1.19
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
XRMI: 0.84
The chart of Martin ratio for AMZY, currently valued at 0.61, compared to the broader market0.0020.0040.0060.00
AMZY: 0.61
XRMI: 3.36

The current AMZY Sharpe Ratio is 0.19, which is lower than the XRMI Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of AMZY and XRMI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.19
0.92
AMZY
XRMI

Dividends

AMZY vs. XRMI - Dividend Comparison

AMZY's dividend yield for the trailing twelve months is around 56.20%, more than XRMI's 12.89% yield.


TTM2024202320222021
AMZY
YieldMax AMZN Option Income Strategy ETF
56.20%47.91%9.90%0.00%0.00%
XRMI
Global X S&P 500 Risk Managed Income ETF
12.89%11.87%12.61%12.85%2.94%

Drawdowns

AMZY vs. XRMI - Drawdown Comparison

The maximum AMZY drawdown since its inception was -23.69%, which is greater than XRMI's maximum drawdown of -15.29%. Use the drawdown chart below to compare losses from any high point for AMZY and XRMI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.22%
-7.17%
AMZY
XRMI

Volatility

AMZY vs. XRMI - Volatility Comparison

YieldMax AMZN Option Income Strategy ETF (AMZY) has a higher volatility of 14.80% compared to Global X S&P 500 Risk Managed Income ETF (XRMI) at 4.46%. This indicates that AMZY's price experiences larger fluctuations and is considered to be riskier than XRMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.80%
4.46%
AMZY
XRMI