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

Correlation

The correlation between APLY and AMZY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

APLY vs. AMZY - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
2.82%
50.78%
APLY
AMZY

Key characteristics

Sharpe Ratio

APLY:

0.78

AMZY:

0.31

Sortino Ratio

APLY:

1.11

AMZY:

0.57

Omega Ratio

APLY:

1.15

AMZY:

1.07

Calmar Ratio

APLY:

0.85

AMZY:

0.45

Martin Ratio

APLY:

2.63

AMZY:

1.07

Ulcer Index

APLY:

5.65%

AMZY:

6.80%

Daily Std Dev

APLY:

19.12%

AMZY:

23.28%

Max Drawdown

APLY:

-17.41%

AMZY:

-16.41%

Current Drawdown

APLY:

-12.70%

AMZY:

-13.60%

Returns By Period

In the year-to-date period, APLY achieves a -10.48% return, which is significantly lower than AMZY's -5.80% return.


APLY

YTD

-10.48%

1M

-6.65%

6M

-3.42%

1Y

15.56%

5Y*

N/A

10Y*

N/A

AMZY

YTD

-5.80%

1M

-1.87%

6M

6.22%

1Y

6.94%

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.


APLY vs. AMZY - Expense Ratio Comparison

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


APLY
YieldMax AAPL Option Income Strategy ETF
Expense ratio chart for APLY: 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%
APLY: 0.99%
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%

Risk-Adjusted Performance

APLY vs. AMZY — Risk-Adjusted Performance Rank

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

APLY
The Risk-Adjusted Performance Rank of APLY is 6666
Overall Rank
The Sharpe Ratio Rank of APLY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of APLY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of APLY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of APLY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of APLY is 6262
Martin Ratio Rank

AMZY
The Risk-Adjusted Performance Rank of AMZY is 3838
Overall Rank
The Sharpe Ratio Rank of AMZY is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 3737
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 4646
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 3535
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.

APLY vs. AMZY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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 APLY, currently valued at 0.78, compared to the broader market0.002.004.00
APLY: 0.78
AMZY: 0.31
The chart of Sortino ratio for APLY, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.0012.00
APLY: 1.11
AMZY: 0.57
The chart of Omega ratio for APLY, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
APLY: 1.15
AMZY: 1.07
The chart of Calmar ratio for APLY, currently valued at 0.85, compared to the broader market0.005.0010.0015.00
APLY: 0.85
AMZY: 0.45
The chart of Martin ratio for APLY, currently valued at 2.63, compared to the broader market0.0020.0040.0060.0080.00100.00
APLY: 2.63
AMZY: 1.07

The current APLY Sharpe Ratio is 0.78, which is higher than the AMZY Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of APLY and AMZY, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.78
0.31
APLY
AMZY

Dividends

APLY vs. AMZY - Dividend Comparison

APLY's dividend yield for the trailing twelve months is around 28.58%, less than AMZY's 52.82% yield.


TTM20242023
APLY
YieldMax AAPL Option Income Strategy ETF
28.58%24.95%14.36%
AMZY
YieldMax AMZN Option Income Strategy ETF
52.82%47.91%9.90%

Drawdowns

APLY vs. AMZY - Drawdown Comparison

The maximum APLY drawdown since its inception was -17.41%, which is greater than AMZY's maximum drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for APLY and AMZY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.70%
-13.60%
APLY
AMZY

Volatility

APLY vs. AMZY - Volatility Comparison

YieldMax AAPL Option Income Strategy ETF (APLY) and YieldMax AMZN Option Income Strategy ETF (AMZY) have volatilities of 7.65% and 7.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
7.65%
7.34%
APLY
AMZY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab