PortfoliosLab logoPortfoliosLab logo
BIGY vs. AMDI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIGY vs. AMDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Target 12™ Big 50 Option Income ETF (BIGY) and IncomeShares AMD Options ETP (AMDI.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BIGY achieves a 6.55% return, which is significantly lower than AMDI.L's 116.03% return.


BIGY

1D
0.29%
1M
0.61%
6M
7.27%
YTD
6.55%
1Y
19.21%
3Y*
5Y*
10Y*

AMDI.L

1D
0.00%
1M
4.13%
6M
109.68%
YTD
116.03%
1Y
141.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIGY vs. AMDI.L - Yearly Performance Comparison


2026 (YTD)2025
BIGY
YieldMax Target 12™ Big 50 Option Income ETF
6.55%12.08%
AMDI.L
IncomeShares AMD Options ETP
116.03%12,701.59%

Correlation

The correlation between BIGY and AMDI.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.36

Compare stocks, funds, or ETFs

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


Return for Risk

BIGY vs. AMDI.L — Risk / Return Rank

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

BIGY
BIGY Risk / Return Rank: 6262
Overall Rank
BIGY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BIGY Sortino Ratio Rank: 6464
Sortino Ratio Rank
BIGY Omega Ratio Rank: 6565
Omega Ratio Rank
BIGY Calmar Ratio Rank: 5757
Calmar Ratio Rank
BIGY Martin Ratio Rank: 6060
Martin Ratio Rank

AMDI.L
AMDI.L Risk / Return Rank: 6868
Overall Rank
AMDI.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AMDI.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
AMDI.L Omega Ratio Rank: 8282
Omega Ratio Rank
AMDI.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
AMDI.L Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIGY vs. AMDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Target 12™ Big 50 Option Income ETF (BIGY) and IncomeShares AMD Options ETP (AMDI.L). 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.


BIGYAMDI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.31

1.39

-0.08

Calmar ratioReturn relative to maximum drawdown

2.31

2.99

-0.67

Martin ratioReturn relative to average drawdown

8.55

5.10

+3.46

BIGY vs. AMDI.L - Sharpe Ratio Comparison

The current BIGY Sharpe Ratio is 1.73, which is comparable to the AMDI.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BIGY and AMDI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BIGY vs. AMDI.L - Drawdown Comparison

The maximum BIGY drawdown since its inception was -18.93%, smaller than the maximum AMDI.L drawdown of -47.34%. Use the drawdown chart below to compare losses from any high point for BIGY and AMDI.L.


Loading charts...

Drawdown Indicators


BIGYAMDI.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-47.34%

+28.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-47.34%

+39.00%

Current Drawdown

Current decline from peak

-0.65%

-1.23%

+0.58%

Average Drawdown

Average peak-to-trough decline

-2.52%

-21.07%

+18.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

27.75%

-25.50%

Volatility

BIGY vs. AMDI.L - Volatility Comparison

The current volatility for YieldMax Target 12™ Big 50 Option Income ETF (BIGY) is 3.12%, while IncomeShares AMD Options ETP (AMDI.L) has a volatility of 23.14%. This indicates that BIGY experiences smaller price fluctuations and is considered to be less risky than AMDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BIGYAMDI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

23.14%

-20.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

45.81%

-37.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

74.61%

-63.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

9,806.47%

-9,789.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

9,806.47%

-9,789.96%

BIGY vs. AMDI.L - Expense Ratio Comparison

BIGY has a 0.99% expense ratio, which is higher than AMDI.L's 0.55% expense ratio.


Dividends

BIGY vs. AMDI.L - Dividend Comparison

BIGY's dividend yield for the trailing twelve months is around 12.36%, less than AMDI.L's 44.56% yield.


Frequently Asked Questions


BIGY and AMDI.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMDI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMDI.L is cheaper with a 0.55% expense ratio, compared with 0.99% for BIGY.

They also come from different issuers: YieldMax and Leverage Shares. Their fees differ too: 0.99% for BIGY and 0.55% for AMDI.L.

Portfolio Optimizer

Find the right allocation for BIGY and AMDI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer