PortfoliosLab logoPortfoliosLab logo
CNBS vs. SLJY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNBS vs. SLJY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Seymour Cannabis ETF (CNBS) and Amplify SILJ Covered Call ETF (SLJY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CNBS achieves a 4.70% return, which is significantly lower than SLJY's 8.47% return.


CNBS

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

SLJY

1D
0.70%
1M
4.73%
YTD
8.47%
6M
17.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNBS vs. SLJY - Yearly Performance Comparison


2026 (YTD)2025
CNBS
Amplify Seymour Cannabis ETF
4.70%4.73%
SLJY
Amplify SILJ Covered Call ETF
8.47%43.38%

Correlation

The correlation between CNBS and SLJY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.21

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

CNBS vs. SLJY — 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

SLJY
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. SLJY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Seymour Cannabis ETF (CNBS) and Amplify SILJ Covered Call ETF (SLJY). 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.


CNBSSLJYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.80

Martin ratioReturn relative to average drawdown

3.30

CNBS vs. SLJY - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


CNBSSLJYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

1.52

-1.91

Drawdowns

CNBS vs. SLJY - Drawdown Comparison

The maximum CNBS drawdown since its inception was -95.71%, which is greater than SLJY's maximum drawdown of -30.60%. Use the drawdown chart below to compare losses from any high point for CNBS and SLJY.


Loading charts...

Drawdown Indicators


CNBSSLJYDifference

Max Drawdown

Largest peak-to-trough decline

-95.71%

-30.60%

-65.11%

Max Drawdown (1Y)

Largest decline over 1 year

-51.25%

Max Drawdown (3Y)

Largest decline over 3 years

-73.41%

Max Drawdown (5Y)

Largest decline over 5 years

-93.58%

Current Drawdown

Current decline from peak

-90.88%

-21.10%

-69.78%

Average Drawdown

Average peak-to-trough decline

-71.27%

-9.66%

-61.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.83%

Volatility

CNBS vs. SLJY - Volatility Comparison


Loading charts...

Volatility by Period


CNBSSLJYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.65%

Volatility (6M)

Calculated over the trailing 6-month period

76.84%

Volatility (1Y)

Calculated over the trailing 1-year period

105.28%

49.47%

+55.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.80%

49.47%

+15.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.37%

49.47%

+11.90%

CNBS vs. SLJY - Expense Ratio Comparison

Both CNBS and SLJY have an expense ratio of 0.75%.


Dividends

CNBS vs. SLJY - Dividend Comparison

CNBS has not paid dividends to shareholders, while SLJY's dividend yield for the trailing twelve months is around 16.60%.


PositionTTM2025202420232022202120202019
CNBS
Amplify Seymour Cannabis ETF
0.00%0.00%43.54%0.00%0.00%0.00%0.58%0.58%
SLJY
Amplify SILJ Covered Call ETF
16.60%6.26%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CNBS and SLJY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CNBS and SLJY have the same expense ratio: 0.75% per year.

SLJY has the higher dividend yield at 16.60%, compared with 0.00% for CNBS.

CNBS is categorized as Cannabis, while SLJY is Derivative Income.

Portfolio Optimizer

Find the right allocation for CNBS and SLJY

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