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BITY vs. XOMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BITY vs. XOMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bitcoin 2% Monthly Option Income ETF (BITY) and YieldMax XOM Option Income Strategy ETF (XOMO). The values are adjusted to include any dividend payments, if applicable.

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BITY vs. XOMO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BITY achieves a -18.03% return, which is significantly lower than XOMO's 23.45% return.


BITY

1D
0.63%
1M
0.55%
YTD
-18.03%
6M
-39.60%
1Y
3Y*
5Y*
10Y*

XOMO

1D
-4.29%
1M
2.32%
YTD
23.45%
6M
31.32%
1Y
22.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BITY vs. XOMO - Expense Ratio Comparison

BITY has a 0.65% expense ratio, which is lower than XOMO's 1.01% expense ratio.


Return for Risk

BITY vs. XOMO — Risk / Return Rank

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

BITY

XOMO
XOMO Risk / Return Rank: 4949
Overall Rank
XOMO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XOMO Sortino Ratio Rank: 5050
Sortino Ratio Rank
XOMO Omega Ratio Rank: 5050
Omega Ratio Rank
XOMO Calmar Ratio Rank: 5454
Calmar Ratio Rank
XOMO Martin Ratio Rank: 3535
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.

BITY vs. XOMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bitcoin 2% Monthly Option Income ETF (BITY) and YieldMax XOM Option Income Strategy ETF (XOMO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BITY vs. XOMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BITYXOMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

0.55

-1.21

Correlation

The correlation between BITY and XOMO is 0.01, 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.


Dividends

BITY vs. XOMO - Dividend Comparison

BITY's dividend yield for the trailing twelve months is around 35.19%, more than XOMO's 30.57% yield.


TTM202520242023
BITY
Amplify Bitcoin 2% Monthly Option Income ETF
35.19%21.53%0.00%0.00%
XOMO
YieldMax XOM Option Income Strategy ETF
30.57%31.64%26.94%5.13%

Drawdowns

BITY vs. XOMO - Drawdown Comparison

The maximum BITY drawdown since its inception was -46.36%, which is greater than XOMO's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for BITY and XOMO.


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Drawdown Indicators


BITYXOMODifference

Max Drawdown

Largest peak-to-trough decline

-46.36%

-18.90%

-27.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

Current Drawdown

Current decline from peak

-41.90%

-5.12%

-36.78%

Average Drawdown

Average peak-to-trough decline

-16.65%

-7.05%

-9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

Volatility

BITY vs. XOMO - Volatility Comparison


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Volatility by Period


BITYXOMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

22.02%

+17.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.94%

18.46%

+21.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.94%

18.46%

+21.48%