PortfoliosLab logoPortfoliosLab logo
EHY vs. YETH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHY vs. YETH - Performance Comparison

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

Loading graphics...

EHY vs. YETH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EHY achieves a -27.04% return, which is significantly lower than YETH's -23.62% return.


EHY

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

YETH

1D
3.26%
1M
13.40%
YTD
-23.62%
6M
-40.17%
1Y
-16.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EHY vs. YETH - Expense Ratio Comparison

EHY has a 0.75% expense ratio, which is lower than YETH's 0.95% expense ratio.


Return for Risk

EHY vs. YETH — Risk / Return Rank

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

EHY

YETH
YETH Risk / Return Rank: 88
Overall Rank
YETH Sharpe Ratio Rank: 77
Sharpe Ratio Rank
YETH Sortino Ratio Rank: 1010
Sortino Ratio Rank
YETH Omega Ratio Rank: 1010
Omega Ratio Rank
YETH Calmar Ratio Rank: 77
Calmar Ratio Rank
YETH Martin Ratio Rank: 66
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. YETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Ethereum Max Income Covered Call ETF (EHY) and Roundhill Ether Covered Call Strategy ETF (YETH). 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. YETH - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


EHYYETHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.16

-0.43

-0.73

Correlation

The correlation between EHY and YETH is 0.91, 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. YETH - Dividend Comparison

EHY's dividend yield for the trailing twelve months is around 28.96%, less than YETH's 125.11% yield.


Drawdowns

EHY vs. YETH - Drawdown Comparison

The maximum EHY drawdown since its inception was -51.48%, smaller than the maximum YETH drawdown of -61.73%. Use the drawdown chart below to compare losses from any high point for EHY and YETH.


Loading graphics...

Drawdown Indicators


EHYYETHDifference

Max Drawdown

Largest peak-to-trough decline

-51.48%

-61.73%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-55.63%

Current Drawdown

Current decline from peak

-45.80%

-53.34%

+7.54%

Average Drawdown

Average peak-to-trough decline

-29.89%

-28.70%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.43%

Volatility

EHY vs. YETH - Volatility Comparison


Loading graphics...

Volatility by Period


EHYYETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.57%

Volatility (6M)

Calculated over the trailing 6-month period

45.83%

Volatility (1Y)

Calculated over the trailing 1-year period

63.24%

59.74%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.24%

57.13%

+6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.24%

57.13%

+6.11%