PortfoliosLab logoPortfoliosLab logo
OAMZ.DE vs. SY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OAMZ.DE vs. SY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Amazon (AMZN) Options ETP (OAMZ.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OAMZ.DE vs. SY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, OAMZ.DE achieves a -18.28% return, which is significantly lower than SY7D.DE's -2.55% return.


OAMZ.DE

1D
-0.30%
1M
1.09%
YTD
-18.28%
6M
-15.42%
1Y
-12.51%
3Y*
5Y*
10Y*

SY7D.DE

1D
1.59%
1M
-4.02%
YTD
-2.55%
6M
2.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


OAMZ.DE vs. SY7D.DE - Expense Ratio Comparison

OAMZ.DE has a 0.55% expense ratio, which is higher than SY7D.DE's 0.45% expense ratio.


Return for Risk

OAMZ.DE vs. SY7D.DE — Risk / Return Rank

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

OAMZ.DE
OAMZ.DE Risk / Return Rank: 88
Overall Rank
OAMZ.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OAMZ.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
OAMZ.DE Omega Ratio Rank: 77
Omega Ratio Rank
OAMZ.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
OAMZ.DE Martin Ratio Rank: 99
Martin Ratio Rank

SY7D.DE
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.

OAMZ.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Amazon (AMZN) Options ETP (OAMZ.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). 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.


OAMZ.DESY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.32

Sortino ratio

Return per unit of downside risk

-0.21

Omega ratio

Gain probability vs. loss probability

0.97

Calmar ratio

Return relative to maximum drawdown

-0.16

Martin ratio

Return relative to average drawdown

-0.36

OAMZ.DE vs. SY7D.DE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


OAMZ.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.67

-1.08

Correlation

The correlation between OAMZ.DE and SY7D.DE 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.


Dividends

OAMZ.DE vs. SY7D.DE - Dividend Comparison

OAMZ.DE's dividend yield for the trailing twelve months is around 13.88%, more than SY7D.DE's 9.09% yield.


Drawdowns

OAMZ.DE vs. SY7D.DE - Drawdown Comparison

The maximum OAMZ.DE drawdown since its inception was -32.63%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for OAMZ.DE and SY7D.DE.


Loading graphics...

Drawdown Indicators


OAMZ.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-9.48%

-23.15%

Max Drawdown (1Y)

Largest decline over 1 year

-32.09%

Current Drawdown

Current decline from peak

-30.79%

-5.32%

-25.47%

Average Drawdown

Average peak-to-trough decline

-15.45%

-1.23%

-14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.31%

Volatility

OAMZ.DE vs. SY7D.DE - Volatility Comparison


Loading graphics...

Volatility by Period


OAMZ.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

Volatility (6M)

Calculated over the trailing 6-month period

31.81%

Volatility (1Y)

Calculated over the trailing 1-year period

38.54%

11.14%

+27.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

11.14%

+24.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.85%

11.14%

+24.71%