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

Performance

FBY vs. AMDY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.20%
-6.27%
FBY
AMDY

Returns By Period

In the year-to-date period, FBY achieves a 39.18% return, which is significantly higher than AMDY's -8.23% return.


FBY

YTD

39.18%

1M

0.74%

6M

23.20%

1Y

45.92%

5Y (annualized)

N/A

10Y (annualized)

N/A

AMDY

YTD

-8.23%

1M

-6.75%

6M

-6.27%

1Y

5.22%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FBYAMDY
Sharpe Ratio1.850.21
Sortino Ratio2.400.53
Omega Ratio1.361.07
Calmar Ratio3.160.25
Martin Ratio9.210.47
Ulcer Index5.20%16.91%
Daily Std Dev25.94%38.62%
Max Drawdown-15.14%-32.05%
Current Drawdown-3.61%-24.91%

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FBY vs. AMDY - Expense Ratio Comparison

Both FBY and AMDY have an expense ratio of 0.99%.


FBY
YieldMax META Option Income ETF
Expense ratio chart for FBY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for AMDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Correlation

-0.50.00.51.00.4

The correlation between FBY and AMDY is 0.42, 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.

Risk-Adjusted Performance

FBY vs. AMDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) 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.


Sharpe ratio
The chart of Sharpe ratio for FBY, currently valued at 1.85, compared to the broader market0.002.004.001.850.21
The chart of Sortino ratio for FBY, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.400.53
The chart of Omega ratio for FBY, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.07
The chart of Calmar ratio for FBY, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.160.25
The chart of Martin ratio for FBY, currently valued at 9.21, compared to the broader market0.0020.0040.0060.0080.00100.009.210.47
FBY
AMDY

The current FBY Sharpe Ratio is 1.85, which is higher than the AMDY Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FBY 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
1.85
0.21
FBY
AMDY

Dividends

FBY vs. AMDY - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 56.06%, less than AMDY's 97.89% yield.


TTM2023
FBY
YieldMax META Option Income ETF
56.06%8.31%
AMDY
YieldMax AMD Option Income Strategy ETF
97.89%6.68%

Drawdowns

FBY vs. AMDY - Drawdown Comparison

The maximum FBY drawdown since its inception was -15.14%, smaller than the maximum AMDY drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for FBY and AMDY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.61%
-24.91%
FBY
AMDY

Volatility

FBY vs. AMDY - Volatility Comparison

The current volatility for YieldMax META Option Income ETF (FBY) is 6.41%, while YieldMax AMD Option Income Strategy ETF (AMDY) has a volatility of 11.36%. This indicates that FBY 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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.41%
11.36%
FBY
AMDY