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CNBS vs. CONY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CNBS and CONY is 0.32, 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.


Performance

CNBS vs. CONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Seymour Cannabis ETF (CNBS) and YieldMax COIN Option Income Strategy ETF (CONY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CNBS:

-1.15

CONY:

0.03

Sortino Ratio

CNBS:

-2.03

CONY:

0.50

Omega Ratio

CNBS:

0.75

CONY:

1.06

Calmar Ratio

CNBS:

-0.66

CONY:

0.01

Martin Ratio

CNBS:

-1.45

CONY:

0.03

Ulcer Index

CNBS:

43.37%

CONY:

24.36%

Daily Std Dev

CNBS:

54.98%

CONY:

66.61%

Max Drawdown

CNBS:

-95.63%

CONY:

-50.34%

Current Drawdown

CNBS:

-94.77%

CONY:

-26.90%

Returns By Period

In the year-to-date period, CNBS achieves a -30.85% return, which is significantly lower than CONY's -4.94% return.


CNBS

YTD

-30.85%

1M

3.66%

6M

-38.05%

1Y

-62.77%

3Y*

-37.86%

5Y*

-27.79%

10Y*

N/A

CONY

YTD

-4.94%

1M

30.28%

6M

-20.74%

1Y

2.10%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Amplify Seymour Cannabis ETF

CNBS vs. CONY - Expense Ratio Comparison

CNBS has a 0.75% expense ratio, which is lower than CONY's 0.99% expense ratio.


Risk-Adjusted Performance

CNBS vs. CONY — Risk-Adjusted Performance Rank

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

CNBS
The Risk-Adjusted Performance Rank of CNBS is 00
Overall Rank
The Sharpe Ratio Rank of CNBS is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of CNBS is 00
Sortino Ratio Rank
The Omega Ratio Rank of CNBS is 00
Omega Ratio Rank
The Calmar Ratio Rank of CNBS is 11
Calmar Ratio Rank
The Martin Ratio Rank of CNBS is 11
Martin Ratio Rank

CONY
The Risk-Adjusted Performance Rank of CONY is 2020
Overall Rank
The Sharpe Ratio Rank of CONY is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CONY is 2828
Sortino Ratio Rank
The Omega Ratio Rank of CONY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CONY is 1616
Calmar Ratio Rank
The Martin Ratio Rank of CONY is 1515
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.

CNBS vs. CONY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Seymour Cannabis ETF (CNBS) and YieldMax COIN Option Income Strategy ETF (CONY). 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.


The current CNBS Sharpe Ratio is -1.15, which is lower than the CONY Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of CNBS and CONY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CNBS vs. CONY - Dividend Comparison

CNBS's dividend yield for the trailing twelve months is around 62.97%, less than CONY's 152.53% yield.


TTM202420232022202120202019
CNBS
Amplify Seymour Cannabis ETF
62.97%43.54%0.00%0.00%0.00%0.58%0.58%
CONY
YieldMax COIN Option Income Strategy ETF
152.53%155.66%16.43%0.00%0.00%0.00%0.00%

Drawdowns

CNBS vs. CONY - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.63%, which is greater than CONY's maximum drawdown of -50.34%. Use the drawdown chart below to compare losses from any high point for CNBS and CONY. For additional features, visit the drawdowns tool.


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Volatility

CNBS vs. CONY - Volatility Comparison

Amplify Seymour Cannabis ETF (CNBS) has a higher volatility of 22.58% compared to YieldMax COIN Option Income Strategy ETF (CONY) at 15.97%. This indicates that CNBS's price experiences larger fluctuations and is considered to be riskier than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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