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PCEF vs. YYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PCEF and YYY is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

PCEF vs. YYY - Performance Comparison

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

90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
113.61%
97.16%
PCEF
YYY

Key characteristics

Sharpe Ratio

PCEF:

0.93

YYY:

0.68

Sortino Ratio

PCEF:

1.26

YYY:

0.93

Omega Ratio

PCEF:

1.18

YYY:

1.13

Calmar Ratio

PCEF:

0.83

YYY:

0.51

Martin Ratio

PCEF:

4.87

YYY:

3.23

Ulcer Index

PCEF:

1.70%

YYY:

1.82%

Daily Std Dev

PCEF:

8.86%

YYY:

8.67%

Max Drawdown

PCEF:

-38.64%

YYY:

-42.52%

Current Drawdown

PCEF:

-5.67%

YYY:

-4.72%

Returns By Period

In the year-to-date period, PCEF achieves a -1.40% return, which is significantly lower than YYY's 0.34% return. Over the past 10 years, PCEF has outperformed YYY with an annualized return of 5.65%, while YYY has yielded a comparatively lower 3.91% annualized return.


PCEF

YTD

-1.40%

1M

-3.36%

6M

-1.10%

1Y

8.26%

5Y*

11.24%

10Y*

5.65%

YYY

YTD

0.34%

1M

-2.35%

6M

-2.59%

1Y

5.88%

5Y*

9.99%

10Y*

3.91%

*Annualized

Compare stocks, funds, or ETFs

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


PCEF vs. YYY - Expense Ratio Comparison

PCEF has a 2.34% expense ratio, which is lower than YYY's 2.45% expense ratio.


YYY
Amplify High Income ETF
Expense ratio chart for YYY: current value is 2.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YYY: 2.45%
Expense ratio chart for PCEF: current value is 2.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PCEF: 2.34%

Risk-Adjusted Performance

PCEF vs. YYY — Risk-Adjusted Performance Rank

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

PCEF
The Risk-Adjusted Performance Rank of PCEF is 7878
Overall Rank
The Sharpe Ratio Rank of PCEF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PCEF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of PCEF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PCEF is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PCEF is 8282
Martin Ratio Rank

YYY
The Risk-Adjusted Performance Rank of YYY is 6969
Overall Rank
The Sharpe Ratio Rank of YYY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 7474
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.

PCEF vs. YYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CEF Income Composite ETF (PCEF) and Amplify 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.


Sharpe ratio
The chart of Sharpe ratio for PCEF, currently valued at 0.93, compared to the broader market0.002.004.00
PCEF: 0.93
YYY: 0.68
The chart of Sortino ratio for PCEF, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.0012.00
PCEF: 1.26
YYY: 0.93
The chart of Omega ratio for PCEF, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
PCEF: 1.18
YYY: 1.13
The chart of Calmar ratio for PCEF, currently valued at 0.83, compared to the broader market0.005.0010.0015.00
PCEF: 0.83
YYY: 0.51
The chart of Martin ratio for PCEF, currently valued at 4.87, compared to the broader market0.0020.0040.0060.0080.00100.00
PCEF: 4.87
YYY: 3.23

The current PCEF Sharpe Ratio is 0.93, which is higher than the YYY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PCEF and YYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
0.93
0.68
PCEF
YYY

Dividends

PCEF vs. YYY - Dividend Comparison

PCEF's dividend yield for the trailing twelve months is around 9.00%, less than YYY's 12.85% yield.


TTM20242023202220212020201920182017201620152014
PCEF
Invesco CEF Income Composite ETF
9.00%8.79%9.86%8.93%6.67%7.54%7.12%8.21%6.96%7.72%9.18%8.02%
YYY
Amplify High Income ETF
12.85%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%

Drawdowns

PCEF vs. YYY - Drawdown Comparison

The maximum PCEF drawdown since its inception was -38.64%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for PCEF and YYY. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.67%
-4.72%
PCEF
YYY

Volatility

PCEF vs. YYY - Volatility Comparison

Invesco CEF Income Composite ETF (PCEF) has a higher volatility of 3.61% compared to Amplify High Income ETF (YYY) at 2.99%. This indicates that PCEF'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.


1.50%2.00%2.50%3.00%3.50%NovemberDecember2025FebruaryMarchApril
3.61%
2.99%
PCEF
YYY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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