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CRF vs. AMDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRF and AMDY is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

CRF vs. AMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cornerstone Total Return Fund, Inc. (CRF) and YieldMax AMD Option Income Strategy ETF (AMDY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CRF:

0.14

AMDY:

-0.56

Sortino Ratio

CRF:

0.38

AMDY:

-0.59

Omega Ratio

CRF:

1.07

AMDY:

0.92

Calmar Ratio

CRF:

0.16

AMDY:

-0.45

Martin Ratio

CRF:

0.43

AMDY:

-1.01

Ulcer Index

CRF:

10.94%

AMDY:

24.16%

Daily Std Dev

CRF:

26.16%

AMDY:

42.90%

Max Drawdown

CRF:

-78.17%

AMDY:

-53.93%

Current Drawdown

CRF:

-24.58%

AMDY:

-41.05%

Returns By Period

In the year-to-date period, CRF achieves a -17.14% return, which is significantly lower than AMDY's -13.19% return.


CRF

YTD

-17.14%

1M

-0.08%

6M

-16.54%

1Y

4.06%

5Y*

13.42%

10Y*

8.11%

AMDY

YTD

-13.19%

1M

16.41%

6M

-25.84%

1Y

-24.16%

5Y*

N/A

10Y*

N/A

*Annualized

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CRF vs. AMDY - Expense Ratio Comparison

CRF has a 1.84% expense ratio, which is higher than AMDY's 0.99% expense ratio.


Risk-Adjusted Performance

CRF vs. AMDY — Risk-Adjusted Performance Rank

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

CRF
The Risk-Adjusted Performance Rank of CRF is 3535
Overall Rank
The Sharpe Ratio Rank of CRF is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 3636
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 3131
Martin Ratio Rank

AMDY
The Risk-Adjusted Performance Rank of AMDY is 44
Overall Rank
The Sharpe Ratio Rank of AMDY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of AMDY is 55
Sortino Ratio Rank
The Omega Ratio Rank of AMDY is 44
Omega Ratio Rank
The Calmar Ratio Rank of AMDY is 33
Calmar Ratio Rank
The Martin Ratio Rank of AMDY is 55
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.

CRF vs. AMDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cornerstone Total Return Fund, Inc. (CRF) and YieldMax AMD Option Income Strategy ETF (AMDY). 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 CRF Sharpe Ratio is 0.14, which is higher than the AMDY Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CRF and AMDY, 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

CRF vs. AMDY - Dividend Comparison

CRF's dividend yield for the trailing twelve months is around 19.10%, less than AMDY's 91.35% yield.


TTM20242023202220212020201920182017201620152014
CRF
Cornerstone Total Return Fund, Inc.
19.10%14.32%19.94%29.39%14.40%20.03%22.97%26.34%19.04%23.56%26.81%22.83%
AMDY
YieldMax AMD Option Income Strategy ETF
91.35%109.97%6.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRF vs. AMDY - Drawdown Comparison

The maximum CRF drawdown since its inception was -78.17%, which is greater than AMDY's maximum drawdown of -53.93%. Use the drawdown chart below to compare losses from any high point for CRF and AMDY. For additional features, visit the drawdowns tool.


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Volatility

CRF vs. AMDY - Volatility Comparison

The current volatility for Cornerstone Total Return Fund, Inc. (CRF) is 8.32%, while YieldMax AMD Option Income Strategy ETF (AMDY) has a volatility of 12.57%. This indicates that CRF experiences smaller price fluctuations and is considered to be less risky than AMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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