PortfoliosLab logoPortfoliosLab logo
ETTY vs. SOFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETTY vs. SOFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Ethereum 3% Monthly Option Income ETF (ETTY) and Amplify Samsung SOFR ETF (SOFR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ETTY achieves a -43.72% return, which is significantly lower than SOFR's 1.68% return.


ETTY

1D
-4.71%
1M
-22.31%
YTD
-43.72%
6M
-41.90%
1Y
3Y*
5Y*
10Y*

SOFR

1D
-0.01%
1M
0.27%
YTD
1.68%
6M
1.79%
1Y
3.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETTY vs. SOFR - Yearly Performance Comparison


2026 (YTD)2025
ETTY
Amplify Ethereum 3% Monthly Option Income ETF
-43.72%-27.75%
SOFR
Amplify Samsung SOFR ETF
1.68%0.95%

Correlation

The correlation between ETTY and SOFR is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

-0.02

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

ETTY vs. SOFR — Risk / Return Rank

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

ETTY

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


SOFR
SOFR Risk / Return Rank: 9898
Overall Rank
SOFR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOFR Sortino Ratio Rank: 9898
Sortino Ratio Rank
SOFR Omega Ratio Rank: 9999
Omega Ratio Rank
SOFR Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOFR Martin Ratio Rank: 9797
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.

ETTY vs. SOFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Ethereum 3% Monthly Option Income ETF (ETTY) and Amplify Samsung SOFR ETF (SOFR). 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.


ETTYSOFRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.41

Calmar ratioReturn relative to maximum drawdown

9.67

Martin ratioReturn relative to average drawdown

39.53

ETTY vs. SOFR - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ETTY vs. SOFR - Drawdown Comparison

The maximum ETTY drawdown since its inception was -61.36%, which is greater than SOFR's maximum drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for ETTY and SOFR.


Loading charts...

Drawdown Indicators


ETTYSOFRDifference

Max Drawdown

Largest peak-to-trough decline

-61.36%

-0.41%

-60.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.41%

Current Drawdown

Current decline from peak

-59.37%

-0.01%

-59.36%

Average Drawdown

Average peak-to-trough decline

-36.31%

-0.03%

-36.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

Volatility

ETTY vs. SOFR - Volatility Comparison


Loading charts...

Volatility by Period


ETTYSOFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

64.27%

0.84%

+63.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.27%

0.83%

+63.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.27%

0.83%

+63.44%

ETTY vs. SOFR - Expense Ratio Comparison

ETTY has a 0.75% expense ratio, which is higher than SOFR's 0.20% expense ratio.


Dividends

ETTY vs. SOFR - Dividend Comparison

ETTY's dividend yield for the trailing twelve months is around 36.18%, more than SOFR's 3.94% yield.


PositionTTM20252024
ETTY
Amplify Ethereum 3% Monthly Option Income ETF
36.18%6.26%0.00%
SOFR
Amplify Samsung SOFR ETF
3.94%4.22%1.60%

Frequently Asked Questions


ETTY and SOFR have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOFR is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOFR is cheaper with a 0.20% expense ratio, compared with 0.75% for ETTY.

ETTY has the higher dividend yield at 36.18%, compared with 3.94% for SOFR.

ETTY is categorized as Cryptocurrency, while SOFR is Multisector Bonds. Their fees differ too: 0.75% for ETTY and 0.20% for SOFR.

Portfolio Optimizer

Find the right allocation for ETTY and SOFR

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