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

Performance

FBY vs. AMZY - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.01%
4.22%
FBY
AMZY

Returns By Period

In the year-to-date period, FBY achieves a 39.33% return, which is significantly higher than AMZY's 30.02% return.


FBY

YTD

39.33%

1M

1.53%

6M

23.01%

1Y

48.04%

5Y (annualized)

N/A

10Y (annualized)

N/A

AMZY

YTD

30.02%

1M

6.23%

6M

4.22%

1Y

35.94%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


FBYAMZY
Sharpe Ratio1.871.58
Sortino Ratio2.422.19
Omega Ratio1.371.30
Calmar Ratio3.202.17
Martin Ratio9.327.07
Ulcer Index5.20%5.05%
Daily Std Dev25.94%22.64%
Max Drawdown-15.14%-16.41%
Current Drawdown-3.50%-4.24%

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FBY vs. AMZY - Expense Ratio Comparison

Both FBY and AMZY 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 AMZY: 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

-0.50.00.51.00.6

The correlation between FBY and AMZY is 0.56, 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. AMZY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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 1.87, compared to the broader market0.002.004.006.001.871.58
The chart of Sortino ratio for FBY, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.0012.002.422.19
The chart of Omega ratio for FBY, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.30
The chart of Calmar ratio for FBY, currently valued at 3.20, compared to the broader market0.005.0010.0015.003.202.17
The chart of Martin ratio for FBY, currently valued at 9.32, compared to the broader market0.0020.0040.0060.0080.00100.009.327.07
FBY
AMZY

The current FBY Sharpe Ratio is 1.87, which is comparable to the AMZY Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FBY and AMZY, 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 Ratio1.001.502.002.50Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17
1.87
1.58
FBY
AMZY

Dividends

FBY vs. AMZY - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 56.00%, more than AMZY's 37.08% yield.


TTM2023
FBY
YieldMax META Option Income ETF
56.00%8.31%
AMZY
YieldMax AMZN Option Income Strategy ETF
37.08%9.90%

Drawdowns

FBY vs. AMZY - Drawdown Comparison

The maximum FBY drawdown since its inception was -15.14%, smaller than the maximum AMZY drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for FBY and AMZY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.50%
-4.24%
FBY
AMZY

Volatility

FBY vs. AMZY - Volatility Comparison

The current volatility for YieldMax META Option Income ETF (FBY) is 6.73%, while YieldMax AMZN Option Income Strategy ETF (AMZY) has a volatility of 9.31%. This indicates that FBY experiences smaller price fluctuations and is considered to be less risky than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
6.73%
9.31%
FBY
AMZY