HYSA vs. AMZN
Compare and contrast key facts about Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and Amazon.com, Inc. (AMZN).
HYSA is an actively managed fund by BondBloxx. It was launched on Sep 18, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYSA or AMZN.
Performance
HYSA vs. AMZN - Performance Comparison
Returns By Period
In the year-to-date period, HYSA achieves a 7.77% return, which is significantly lower than AMZN's 36.80% return. Over the past 10 years, HYSA has underperformed AMZN with an annualized return of 2.00%, while AMZN has yielded a comparatively higher 28.57% annualized return.
HYSA
7.77%
1.18%
7.01%
12.33%
1.81%
2.00%
AMZN
36.80%
10.66%
14.11%
40.70%
18.03%
28.57%
Key characteristics
HYSA | AMZN | |
---|---|---|
Sharpe Ratio | 2.16 | 1.48 |
Sortino Ratio | 3.50 | 2.10 |
Omega Ratio | 1.39 | 1.27 |
Calmar Ratio | 3.01 | 1.81 |
Martin Ratio | 16.21 | 6.83 |
Ulcer Index | 0.76% | 5.96% |
Daily Std Dev | 5.70% | 27.41% |
Max Drawdown | -19.57% | -94.40% |
Current Drawdown | -0.81% | -2.91% |
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Correlation
The correlation between HYSA and AMZN is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
HYSA vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and Amazon.com, Inc. (AMZN). 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.
Dividends
HYSA vs. AMZN - Dividend Comparison
HYSA's dividend yield for the trailing twelve months is around 7.09%, while AMZN has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Bondbloxx USD High Yield Bond Sector Rotation ETF | 7.09% | 8.00% | 3.30% | 2.83% | 1.39% | 4.72% | 5.03% | 4.75% | 4.36% | 4.36% | 4.41% | 5.30% |
Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HYSA vs. AMZN - Drawdown Comparison
The maximum HYSA drawdown since its inception was -19.57%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for HYSA and AMZN. For additional features, visit the drawdowns tool.
Volatility
HYSA vs. AMZN - Volatility Comparison
The current volatility for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is 2.01%, while Amazon.com, Inc. (AMZN) has a volatility of 11.08%. This indicates that HYSA experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.