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EHY vs. CEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHY vs. CEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Ethereum Max Income Covered Call ETF (EHY) and REX Crypto Equity Premium Income ETF (CEPI). The values are adjusted to include any dividend payments, if applicable.

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EHY vs. CEPI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EHY achieves a -27.04% return, which is significantly lower than CEPI's -5.89% return.


EHY

1D
4.02%
1M
2.24%
YTD
-27.04%
6M
1Y
3Y*
5Y*
10Y*

CEPI

1D
4.15%
1M
-4.68%
YTD
-5.89%
6M
-13.56%
1Y
18.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHY vs. CEPI - Expense Ratio Comparison

EHY has a 0.75% expense ratio, which is lower than CEPI's 0.85% expense ratio.


Return for Risk

EHY vs. CEPI — Risk / Return Rank

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

EHY

CEPI
CEPI Risk / Return Rank: 3333
Overall Rank
CEPI Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CEPI Sortino Ratio Rank: 3737
Sortino Ratio Rank
CEPI Omega Ratio Rank: 3535
Omega Ratio Rank
CEPI Calmar Ratio Rank: 3333
Calmar Ratio Rank
CEPI Martin Ratio Rank: 2626
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.

EHY vs. CEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Ethereum Max Income Covered Call ETF (EHY) and REX Crypto Equity Premium Income ETF (CEPI). 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.


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

EHY vs. CEPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EHYCEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.16

-0.12

-1.04

Correlation

The correlation between EHY and CEPI is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EHY vs. CEPI - Dividend Comparison

EHY's dividend yield for the trailing twelve months is around 28.96%, less than CEPI's 55.46% yield.


Drawdowns

EHY vs. CEPI - Drawdown Comparison

The maximum EHY drawdown since its inception was -51.48%, which is greater than CEPI's maximum drawdown of -29.48%. Use the drawdown chart below to compare losses from any high point for EHY and CEPI.


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Drawdown Indicators


EHYCEPIDifference

Max Drawdown

Largest peak-to-trough decline

-51.48%

-29.48%

-22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-22.47%

Current Drawdown

Current decline from peak

-45.80%

-19.25%

-26.55%

Average Drawdown

Average peak-to-trough decline

-29.89%

-9.10%

-20.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.13%

Volatility

EHY vs. CEPI - Volatility Comparison


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Volatility by Period


EHYCEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.14%

Volatility (6M)

Calculated over the trailing 6-month period

23.12%

Volatility (1Y)

Calculated over the trailing 1-year period

63.24%

31.01%

+32.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.24%

32.66%

+30.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.24%

32.66%

+30.58%