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HACK vs. YYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HACK vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Cybersecurity ETF (HACK) and Amplify CEF High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HACK achieves a 19.40% return, which is significantly higher than YYY's 4.69% return. Over the past 10 years, HACK has outperformed YYY with an annualized return of 15.64%, while YYY has yielded a comparatively lower 5.72% annualized return.


HACK

1D
1.24%
1M
1.17%
YTD
19.40%
6M
17.34%
1Y
14.12%
3Y*
25.16%
5Y*
9.42%
10Y*
15.64%

YYY

1D
-0.16%
1M
-0.13%
YTD
4.69%
6M
4.24%
1Y
11.80%
3Y*
12.32%
5Y*
3.00%
10Y*
5.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HACK vs. YYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HACK
Amplify Cybersecurity ETF
19.40%7.97%23.49%37.44%-28.16%7.03%41.51%23.39%6.61%19.68%
YYY
Amplify CEF High Income ETF
4.69%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%

Correlation

The correlation between HACK and YYY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2014

0.54

The correlation between HACK and YYY shifts across timeframes, from 0.40 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HACK vs. YYY — Risk / Return Rank

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

HACK
HACK Risk / Return Rank: 1717
Overall Rank
HACK Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HACK Sortino Ratio Rank: 1717
Sortino Ratio Rank
HACK Omega Ratio Rank: 1717
Omega Ratio Rank
HACK Calmar Ratio Rank: 1717
Calmar Ratio Rank
HACK Martin Ratio Rank: 1616
Martin Ratio Rank

YYY
YYY Risk / Return Rank: 3939
Overall Rank
YYY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4040
Sortino Ratio Rank
YYY Omega Ratio Rank: 4242
Omega Ratio Rank
YYY Calmar Ratio Rank: 3131
Calmar Ratio Rank
YYY Martin Ratio Rank: 4141
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.

HACK vs. YYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Cybersecurity ETF (HACK) and Amplify CEF High Income ETF (YYY). 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.


HACKYYYDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.15

Calmar ratioReturn relative to maximum drawdown

0.69

1.47

-0.78

Martin ratioReturn relative to average drawdown

1.61

6.33

-4.72

HACK vs. YYY - Sharpe Ratio Comparison

The current HACK Sharpe Ratio is 0.55, which is lower than the YYY Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HACK and YYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HACK vs. YYY - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, roughly equal to the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for HACK and YYY.


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Drawdown Indicators


HACKYYYDifference

Max Drawdown

Largest peak-to-trough decline

-42.68%

-42.52%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

-8.07%

-12.60%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-13.47%

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-38.68%

-27.92%

-10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-42.52%

+3.84%

Current Drawdown

Current decline from peak

-8.93%

-1.08%

-7.85%

Average Drawdown

Average peak-to-trough decline

-11.62%

-6.82%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.80%

1.87%

+6.93%

Volatility

HACK vs. YYY - Volatility Comparison

Amplify Cybersecurity ETF (HACK) has a higher volatility of 11.83% compared to Amplify CEF High Income ETF (YYY) at 2.53%. This indicates that HACK's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HACKYYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.83%

2.53%

+9.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.94%

7.22%

+14.72%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

8.70%

+17.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

11.37%

+12.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

13.89%

+9.36%

HACK vs. YYY - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is lower than YYY's 3.23% expense ratio.


Dividends

HACK vs. YYY - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.06%, less than YYY's 12.59% yield.


PositionTTM20252024202320222021202020192018201720162015
HACK
Amplify Cybersecurity ETF
0.06%0.07%0.14%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%
YYY
Amplify CEF High Income ETF
12.59%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Frequently Asked Questions


HACK and YYY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HACK has higher volatility (11.83%) compared to YYY (2.53%). In terms of maximum drawdown, HACK dropped -42.68% vs YYY's -42.52%.

On 10-year performance, HACK leads with 15.64% vs 5.72% for YYY. On fees, HACK is cheaper at 0.60% per year. On volatility, YYY has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HACK has performed better with a 15.64% return vs 5.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HACK is cheaper with a 0.60% expense ratio, compared with 3.23% for YYY.

YYY has the higher dividend yield at 12.59%, compared with 0.06% for HACK.

HACK is categorized as Technology Equities, while YYY is Diversified Portfolio. HACK tracks Nasdaq ISE Cyber Security Select Index, while YYY tracks Nasdaq CEF High Income™ Index. Their fees differ too: 0.60% for HACK and 3.23% for YYY.

YYY currently has the higher Sharpe Ratio (1.36 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HACK and YYY

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