CALM vs. AMZY
CALM (Cal-Maine Foods, Inc.) is a stock, while AMZY (YieldMax AMZN Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, CALM returned -20.64% vs 8.54% for AMZY. At a 0.06 correlation, their price movements are largely independent.
Performance
CALM vs. AMZY - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a -1.01% return, which is significantly lower than AMZY's 1.40% return.
CALM
- 1D
- -0.73%
- 1M
- -0.68%
- YTD
- -1.01%
- 6M
- -8.09%
- 1Y
- -20.64%
- 3Y*
- 24.07%
- 5Y*
- 22.74%
- 10Y*
- 9.71%
AMZY
- 1D
- 1.83%
- 1M
- -6.71%
- YTD
- 1.40%
- 6M
- 2.54%
- 1Y
- 8.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CALM vs. AMZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -1.01% | -15.61% | 87.00% | 29.24% |
AMZY YieldMax AMZN Option Income Strategy ETF | 1.40% | 10.39% | 35.28% | 18.03% |
Correlation
The correlation between CALM and AMZY is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.06 |
The correlation between CALM and AMZY shifts across timeframes, from -0.06 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CALM vs. AMZY — Risk / Return Rank
CALM
AMZY
CALM vs. AMZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) 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.
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.
| CALM | AMZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.08 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 0.44 | -1.00 |
| Martin ratioReturn relative to average drawdown | -0.85 | 1.05 | -1.90 |
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Drawdowns
CALM vs. AMZY - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than AMZY's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for CALM and AMZY.
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Drawdown Indicators
| CALM | AMZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -23.70% | -50.38% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -19.61% | -17.39% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | — | — |
Current DrawdownCurrent decline from peak | -31.50% | -9.46% | -22.04% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -5.38% | -24.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.26% | 8.13% | +16.13% |
Volatility
CALM vs. AMZY - Volatility Comparison
The current volatility for Cal-Maine Foods, Inc. (CALM) is 6.08%, while YieldMax AMZN Option Income Strategy ETF (AMZY) has a volatility of 7.69%. This indicates that CALM experiences smaller price fluctuations and is considered to be less risky than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CALM | AMZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 7.69% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 20.30% | 16.77% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.73% | 23.97% | +8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.63% | 25.07% | +7.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.13% | 25.07% | +6.06% |
Dividends
CALM vs. AMZY - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.18%, less than AMZY's 56.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 56.44% | 52.59% | 47.91% | 9.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CALM Cal-Maine Foods, Inc. | 6.18% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
Frequently Asked Questions
CALM and AMZY have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZY has higher volatility (7.69%) compared to CALM (6.08%). In terms of maximum drawdown, CALM dropped -74.08% vs AMZY's -23.70%.
AMZY currently has the higher Sharpe Ratio (0.36 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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