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

Correlation

The correlation between FBY and AMZY is 0.58, 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.

FBY vs. AMZY

Last updated May 25, 2025

Compare and contrast key facts about YieldMax META Option Income ETF (FBY) and YieldMax AMZN Option Income Strategy ETF (AMZY).

FBY and AMZY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FBY is an actively managed fund by YieldMax. It was launched on Jul 27, 2023. AMZY is an actively managed fund by YieldMax. It was launched on Jul 24, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBY or AMZY.

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.

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Key characteristics

Sharpe Ratio

FBY:

0.85

AMZY:

0.25

Sortino Ratio

FBY:

1.32

AMZY:

0.44

Omega Ratio

FBY:

1.18

AMZY:

1.06

Calmar Ratio

FBY:

0.80

AMZY:

0.22

Martin Ratio

FBY:

2.46

AMZY:

0.57

Ulcer Index

FBY:

10.31%

AMZY:

9.13%

Daily Std Dev

FBY:

29.86%

AMZY:

26.90%

Max Drawdown

FBY:

-31.53%

AMZY:

-23.70%

Current Drawdown

FBY:

-16.76%

AMZY:

-11.01%

Returns By Period

In the year-to-date period, FBY achieves a -2.14% return, which is significantly higher than AMZY's -2.98% return.

FBY

YTD

-2.14%

1M

12.45%

6M

2.32%

1Y

21.69%

3Y*

N/A

5Y*

N/A

10Y*

N/A

AMZY

YTD

-2.98%

1M

7.04%

6M

3.44%

1Y

6.55%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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YieldMax META Option Income ETF

YieldMax AMZN Option Income Strategy ETF

FBY vs. AMZY - Expense Ratio Comparison

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

FBY
YieldMax META Option Income ETF
AMZY
YieldMax AMZN Option Income Strategy ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FBY vs. AMZY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FBY
The Risk-Adjusted Performance Rank of FBY is 7676
Overall Rank
The Sharpe Ratio Rank of FBY is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FBY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FBY is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FBY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FBY is 6969
Martin Ratio Rank
AMZY
The Risk-Adjusted Performance Rank of AMZY is 3232
Overall Rank
The Sharpe Ratio Rank of AMZY is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 3232
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 3131
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 3535
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current FBY Sharpe Ratio is 0.85, which is higher than the AMZY Sharpe Ratio of 0.25. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FBY vs. AMZY - Dividend Comparison

FBY's dividend yield for the trailing twelve months is around 52.60%, less than AMZY's 53.26% yield.

TTM20242023
FBY
YieldMax META Option Income ETF		52.60%53.90%8.31%
AMZY
YieldMax AMZN Option Income Strategy ETF		53.26%47.91%9.90%

Drawdowns

FBY vs. AMZY - Drawdown Comparison

The maximum FBY drawdown since its inception was -31.53%, which is greater than AMZY's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for FBY and AMZY.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FBY vs. AMZY - Volatility Comparison

YieldMax META Option Income ETF (FBY) has a higher volatility of 8.74% compared to YieldMax AMZN Option Income Strategy ETF (AMZY) at 6.81%. This indicates that FBY's price experiences larger fluctuations and is considered to be riskier than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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