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GOOY vs. AMZY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOY vs. AMZY - Performance Comparison

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

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GOOY vs. AMZY - Yearly Performance Comparison


2026 (YTD)202520242023
GOOY
YieldMax GOOGL Option Income Strategy ETF
-2.52%53.95%12.58%-3.73%
AMZY
YieldMax AMZN Option Income Strategy ETF
-9.33%10.39%35.28%15.94%

Returns By Period

In the year-to-date period, GOOY achieves a -2.52% return, which is significantly higher than AMZY's -9.33% return.


GOOY

1D
2.68%
1M
-1.83%
YTD
-2.52%
6M
18.19%
1Y
71.38%
3Y*
5Y*
10Y*

AMZY

1D
0.27%
1M
1.35%
YTD
-9.33%
6M
-5.92%
1Y
7.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOY vs. AMZY - Expense Ratio Comparison

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


Return for Risk

GOOY vs. AMZY — Risk / Return Rank

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

GOOY
GOOY Risk / Return Rank: 9696
Overall Rank
GOOY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9696
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9696
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9696
Martin Ratio Rank

AMZY
AMZY Risk / Return Rank: 2020
Overall Rank
AMZY Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AMZY Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMZY Omega Ratio Rank: 2020
Omega Ratio Rank
AMZY Calmar Ratio Rank: 2222
Calmar Ratio Rank
AMZY Martin Ratio Rank: 2020
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.

GOOY vs. AMZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) 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.


GOOYAMZYDifference

Sharpe ratio

Return per unit of total volatility

2.91

0.29

+2.62

Sortino ratio

Return per unit of downside risk

3.77

0.58

+3.19

Omega ratio

Gain probability vs. loss probability

1.50

1.08

+0.42

Calmar ratio

Return relative to maximum drawdown

4.62

0.45

+4.17

Martin ratio

Return relative to average drawdown

18.18

1.13

+17.04

GOOY vs. AMZY - Sharpe Ratio Comparison

The current GOOY Sharpe Ratio is 2.91, which is higher than the AMZY Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of GOOY 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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Sharpe Ratios by Period


GOOYAMZYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

0.29

+2.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.76

+0.11

Correlation

The correlation between GOOY 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.


Dividends

GOOY vs. AMZY - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 47.95%, less than AMZY's 60.16% yield.


TTM202520242023
GOOY
YieldMax GOOGL Option Income Strategy ETF
47.95%41.50%36.74%7.90%
AMZY
YieldMax AMZN Option Income Strategy ETF
60.16%52.59%47.91%9.90%

Drawdowns

GOOY vs. AMZY - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, roughly equal to the maximum AMZY drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for GOOY and AMZY.


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Drawdown Indicators


GOOYAMZYDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-23.70%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

-19.61%

+3.46%

Current Drawdown

Current decline from peak

-10.22%

-15.49%

+5.27%

Average Drawdown

Average peak-to-trough decline

-6.50%

-5.45%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

7.86%

-3.76%

Volatility

GOOY vs. AMZY - Volatility Comparison

YieldMax GOOGL Option Income Strategy ETF (GOOY) has a higher volatility of 8.04% compared to YieldMax AMZN Option Income Strategy ETF (AMZY) at 7.28%. This indicates that GOOY'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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Volatility by Period


GOOYAMZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

7.28%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

17.85%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

24.71%

26.93%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.90%

25.24%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

25.24%

-2.34%