CNBS vs. SLJY

Last updated Jun 26, 2026

CNBS (Amplify Seymour Cannabis ETF) and SLJY (Amplify SILJ Covered Call ETF) are both exchange-traded funds - CNBS is a Cannabis fund actively managed by Amplify, while SLJY is a Derivative Income fund actively managed by Amplify. Both are actively managed. At a 0.20 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

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.

Returns By Period

In the year-to-date period, CNBS achieves a -4.24% return, which is significantly higher than SLJY's -7.26% return.

CNBS

• 1D: 4.39%
• 1M: -0.51%
• YTD: -4.24%
• 6M: -5.64%
• 1Y: 82.94%
• 3Y*: -3.50%
• 5Y*: -33.59%
• 10Y*: —

SLJY

• 1D: 1.06%
• 1M: -15.86%
• YTD: -7.26%
• 6M: -9.58%
• 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	-4.24%	-4.69%
SLJY Amplify SILJ Covered Call ETF	-7.26%	42.11%

Correlation

The correlation between CNBS and SLJY is 0.20, 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 19, 2025	0.20

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: 33
CNBS Sharpe Ratio Rank: 24
CNBS Sortino Ratio Rank: 42
CNBS Omega Ratio Rank: 38
CNBS Calmar Ratio Rank: 36
CNBS Martin Ratio Rank: 24

SLJY

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

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.

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.

	CNBS	SLJY	Difference
Sharpe ratio: Return per unit of total volatility	0.79	—	—
Sortino ratio: Return per unit of downside risk	1.93	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.63	—	—
Martin ratio: Return relative to average drawdown	2.91	—	—

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 -33.25%. Use the drawdown chart below to compare losses from any high point for CNBS and SLJY.

Drawdown Indicators

	CNBS	SLJY	Difference
Max Drawdown Largest peak-to-trough decline	-95.71%	-33.25%	-62.46%
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	-93.44%	—	—
Current Drawdown Current decline from peak	-91.66%	-32.54%	-59.12%
Average Drawdown Average peak-to-trough decline	-71.40%	-10.85%	-60.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.58%	—	—

Volatility

Volatility by Period

	CNBS	SLJY	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	52.96%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	106.01%	50.35%	+55.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	65.06%	50.35%	+14.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.34%	50.35%	+10.99%

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 19.41%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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	19.41%	6.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CNBS and SLJY in my portfolio?

CNBS and SLJY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CNBS or SLJY?

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

Which ETF is cheaper, CNBS or SLJY?

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

Which ETF pays a higher dividend yield, CNBS or SLJY?

SLJY has the higher dividend yield at 19.41%, compared with 0.00% for CNBS.

What is the main difference between CNBS and SLJY?

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