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CNBS vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNBS vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Seymour Cannabis ETF (CNBS) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNBS achieves a 4.70% return, which is significantly higher than SHV's 1.43% return.


CNBS

1D
6.54%
1M
0.77%
YTD
4.70%
6M
26.27%
1Y
91.63%
3Y*
-0.72%
5Y*
-32.48%
10Y*

SHV

1D
0.01%
1M
0.28%
YTD
1.43%
6M
1.75%
1Y
3.90%
3Y*
4.65%
5Y*
3.32%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNBS vs. SHV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CNBS
Amplify Seymour Cannabis ETF
4.70%15.33%-29.41%-16.11%-63.98%-19.02%31.94%-44.97%
SHV
iShares 0-1 Year Treasury Bond ETF
1.43%4.21%5.12%5.04%0.94%-0.10%0.81%0.91%

Correlation

The correlation between CNBS and SHV is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

-0.05

The correlation between CNBS and SHV shifts across timeframes, from -0.14 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CNBS vs. SHV — Risk / Return Rank

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

CNBS
CNBS Risk / Return Rank: 3333
Overall Rank
CNBS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CNBS Sortino Ratio Rank: 4040
Sortino Ratio Rank
CNBS Omega Ratio Rank: 3737
Omega Ratio Rank
CNBS Calmar Ratio Rank: 3737
Calmar Ratio Rank
CNBS Martin Ratio Rank: 2525
Martin Ratio Rank

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
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.

CNBS vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Seymour Cannabis ETF (CNBS) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.


CNBSSHVDifference
Sharpe ratioReturn per unit of total volatility

-18.62

Sortino ratioReturn per unit of downside risk

-147.52

Omega ratioGain probability vs. loss probability

1.24

53.77

-52.52

Calmar ratioReturn relative to maximum drawdown

1.80

431.38

-429.58

Martin ratioReturn relative to average drawdown

3.30

2,419.80

-2,416.49

CNBS vs. SHV - Sharpe Ratio Comparison

The current CNBS Sharpe Ratio is 0.88, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of CNBS and SHV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNBSSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

19.49

-18.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

11.56

-12.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

4.50

-4.89

Drawdowns

CNBS vs. SHV - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.71%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for CNBS and SHV.


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Drawdown Indicators


CNBSSHVDifference

Max Drawdown

Largest peak-to-trough decline

-95.71%

-0.45%

-95.26%

Max Drawdown (1Y)

Largest decline over 1 year

-51.25%

-0.01%

-51.24%

Max Drawdown (3Y)

Largest decline over 3 years

-73.41%

-0.03%

-73.38%

Max Drawdown (5Y)

Largest decline over 5 years

-93.58%

-0.40%

-93.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-90.88%

0.00%

-90.88%

Average Drawdown

Average peak-to-trough decline

-71.27%

-0.03%

-71.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.83%

0.00%

+27.83%

Volatility

CNBS vs. SHV - Volatility Comparison

Amplify Seymour Cannabis ETF (CNBS) has a higher volatility of 18.65% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that CNBS's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNBSSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.65%

0.05%

+18.60%

Volatility (6M)

Calculated over the trailing 6-month period

76.84%

0.12%

+76.72%

Volatility (1Y)

Calculated over the trailing 1-year period

105.28%

0.20%

+105.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.80%

0.29%

+64.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.37%

0.28%

+61.09%

CNBS vs. SHV - Expense Ratio Comparison

CNBS has a 0.75% expense ratio, which is higher than SHV's 0.15% expense ratio.


Dividends

CNBS vs. SHV - Dividend Comparison

CNBS has not paid dividends to shareholders, while SHV's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021202020192018201720162015
CNBS
Amplify Seymour Cannabis ETF
0.00%0.00%43.54%0.00%0.00%0.00%0.58%0.58%0.00%0.00%0.00%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Frequently Asked Questions


CNBS and SHV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNBS has higher volatility (18.65%) compared to SHV (0.05%). In terms of maximum drawdown, CNBS dropped -95.71% vs SHV's -0.45%.

On 5-year performance, SHV leads with 3.32% vs -32.48% for CNBS. On fees, SHV is cheaper at 0.15% per year. On volatility, SHV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SHV has performed better with a 3.32% return vs -32.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHV is cheaper with a 0.15% expense ratio, compared with 0.75% for CNBS.

SHV has the higher dividend yield at 3.83%, compared with 0.00% for CNBS.

CNBS is categorized as Cannabis, while SHV is Government Bonds. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.75% for CNBS and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 0.88), 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.

Portfolio Optimizer

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