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BATT vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BATT and TLT is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

BATT vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Lithium & Battery Technology ETF (BATT) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.56%
-12.10%
BATT
TLT

Key characteristics

Sharpe Ratio

BATT:

-0.38

TLT:

-0.54

Sortino Ratio

BATT:

-0.39

TLT:

-0.66

Omega Ratio

BATT:

0.96

TLT:

0.93

Calmar Ratio

BATT:

-0.17

TLT:

-0.17

Martin Ratio

BATT:

-0.67

TLT:

-1.13

Ulcer Index

BATT:

14.57%

TLT:

6.75%

Daily Std Dev

BATT:

25.80%

TLT:

14.28%

Max Drawdown

BATT:

-69.38%

TLT:

-48.35%

Current Drawdown

BATT:

-51.24%

TLT:

-42.06%

Returns By Period

In the year-to-date period, BATT achieves a -13.58% return, which is significantly lower than TLT's -7.02% return.


BATT

YTD

-13.58%

1M

-1.30%

6M

3.88%

1Y

-12.01%

5Y*

-1.10%

10Y*

N/A

TLT

YTD

-7.02%

1M

-1.53%

6M

-3.76%

1Y

-6.64%

5Y*

-5.98%

10Y*

-0.87%

Compare stocks, funds, or ETFs

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


BATT vs. TLT - Expense Ratio Comparison

BATT has a 0.59% expense ratio, which is higher than TLT's 0.15% expense ratio.


BATT
Amplify Lithium & Battery Technology ETF
Expense ratio chart for BATT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

BATT vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Lithium & Battery Technology ETF (BATT) and iShares 20+ Year Treasury Bond ETF (TLT). 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 BATT, currently valued at -0.38, compared to the broader market0.002.004.00-0.38-0.54
The chart of Sortino ratio for BATT, currently valued at -0.39, compared to the broader market-2.000.002.004.006.008.0010.00-0.39-0.66
The chart of Omega ratio for BATT, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.960.93
The chart of Calmar ratio for BATT, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.17-0.17
The chart of Martin ratio for BATT, currently valued at -0.67, compared to the broader market0.0020.0040.0060.0080.00100.00-0.67-1.13
BATT
TLT

The current BATT Sharpe Ratio is -0.38, which is comparable to the TLT Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of BATT and TLT, 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 Ratio-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.38
-0.54
BATT
TLT

Dividends

BATT vs. TLT - Dividend Comparison

BATT's dividend yield for the trailing twelve months is around 3.73%, less than TLT's 4.25% yield.


TTM20232022202120202019201820172016201520142013
BATT
Amplify Lithium & Battery Technology ETF
3.73%3.23%4.14%2.32%0.22%3.22%0.90%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.25%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%

Drawdowns

BATT vs. TLT - Drawdown Comparison

The maximum BATT drawdown since its inception was -69.38%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BATT and TLT. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-51.24%
-42.06%
BATT
TLT

Volatility

BATT vs. TLT - Volatility Comparison

Amplify Lithium & Battery Technology ETF (BATT) has a higher volatility of 7.22% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.47%. This indicates that BATT's price experiences larger fluctuations and is considered to be riskier than TLT 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.22%
4.47%
BATT
TLT
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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.

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