PSTR vs. AMDY

Last updated Jun 24, 2026

PSTR (PeakShares Sector Rotation ETF) and AMDY (YieldMax AMD Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PSTR returned 16.15% vs 203.83% for AMDY. A 0.52 correlation means they provide meaningful diversification when combined. PSTR charges 1.07%/yr vs 1.23%/yr for AMDY.

Performance

PSTR vs. AMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares Sector Rotation ETF (PSTR) and YieldMax AMD Option Income Strategy ETF (AMDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTR achieves a 7.21% return, which is significantly lower than AMDY's 101.34% return.

PSTR

• 1D: -0.54%
• 1M: -0.68%
• YTD: 7.21%
• 6M: 6.96%
• 1Y: 16.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMDY

• 1D: -4.73%
• 1M: 8.37%
• YTD: 101.34%
• 6M: 101.99%
• 1Y: 203.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSTR vs. AMDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PSTR PeakShares Sector Rotation ETF	7.21%	10.31%	12.04%
AMDY YieldMax AMD Option Income Strategy ETF	101.34%	53.93%	-15.20%

Correlation

The correlation between PSTR and AMDY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024	0.52

The correlation between PSTR and AMDY has been stable across timeframes, ranging from 0.47 to 0.52 - a consistent structural relationship.

Return for Risk

PSTR vs. AMDY — Risk / Return Rank

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

PSTR

PSTR Risk / Return Rank: 62
PSTR Sharpe Ratio Rank: 61
PSTR Sortino Ratio Rank: 62
PSTR Omega Ratio Rank: 61
PSTR Calmar Ratio Rank: 54
PSTR Martin Ratio Rank: 74

AMDY

AMDY Risk / Return Rank: 90
AMDY Sharpe Ratio Rank: 95
AMDY Sortino Ratio Rank: 88
AMDY Omega Ratio Rank: 88
AMDY Calmar Ratio Rank: 95
AMDY Martin Ratio Rank: 84

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.

PSTR vs. AMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) and YieldMax AMD Option Income Strategy ETF (AMDY). 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.

	PSTR	AMDY	Difference
Sharpe ratio: Return per unit of total volatility	1.81	3.65	-1.84
Sortino ratio: Return per unit of downside risk	2.60	3.82	-1.23
Omega ratio: Gain probability vs. loss probability	1.34	1.53	-0.19
Calmar ratio: Return relative to maximum drawdown	2.43	7.44	-5.01
Martin ratio: Return relative to average drawdown	12.58	16.58	-4.00

PSTR vs. AMDY - Sharpe Ratio Comparison

The current PSTR Sharpe Ratio is 1.81, which is lower than the AMDY Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of PSTR and AMDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTR vs. AMDY - Drawdown Comparison

The maximum PSTR drawdown since its inception was -14.73%, smaller than the maximum AMDY drawdown of -53.92%. Use the drawdown chart below to compare losses from any high point for PSTR and AMDY.

Drawdown Indicators

	PSTR	AMDY	Difference
Max Drawdown Largest peak-to-trough decline	-14.73%	-53.92%	+39.19%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-27.59%	+20.91%
Current Drawdown Current decline from peak	-2.39%	-4.73%	+2.34%
Average Drawdown Average peak-to-trough decline	-1.57%	-17.78%	+16.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	12.35%	-11.06%

Volatility

PSTR vs. AMDY - Volatility Comparison

The current volatility for PeakShares Sector Rotation ETF (PSTR) is 3.45%, while YieldMax AMD Option Income Strategy ETF (AMDY) has a volatility of 21.35%. This indicates that PSTR experiences smaller price fluctuations and is considered to be less risky than AMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSTR	AMDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	21.35%	-17.90%
Volatility (6M) Calculated over the trailing 6-month period	7.76%	43.63%	-35.87%
Volatility (1Y) Calculated over the trailing 1-year period	8.95%	56.19%	-47.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.55%	46.93%	-34.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.55%	46.93%	-34.38%

PSTR vs. AMDY - Expense Ratio Comparison

PSTR has a 1.07% expense ratio, which is lower than AMDY's 1.23% expense ratio.

Dividends

PSTR vs. AMDY - Dividend Comparison

PSTR's dividend yield for the trailing twelve months is around 4.94%, less than AMDY's 65.88% yield.

Position	TTM	2025	2024	2023
AMDY YieldMax AMD Option Income Strategy ETF	65.88%	80.68%	109.98%	6.68%
PSTR PeakShares Sector Rotation ETF	4.94%	4.96%	1.57%	0.00%

Frequently Asked Questions

Can I hold both PSTR and AMDY in my portfolio?

PSTR and AMDY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSTR or AMDY?

AMDY has higher volatility (21.35%) compared to PSTR (3.45%). In terms of maximum drawdown, PSTR dropped -14.73% vs AMDY's -53.92%.

Which ETF is better, PSTR or AMDY?

On 1-year performance, AMDY leads with 203.83% vs 16.15% for PSTR. On fees, PSTR is cheaper at 1.07% per year. On volatility, PSTR has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSTR or AMDY?

Over the 1-year period, AMDY has performed better with a 203.83% return vs 16.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSTR or AMDY?

PSTR is cheaper with a 1.07% expense ratio, compared with 1.23% for AMDY.

Which ETF pays a higher dividend yield, PSTR or AMDY?

AMDY has the higher dividend yield at 65.88%, compared with 4.94% for PSTR.

What is the main difference between PSTR and AMDY?

They also come from different issuers: PeakShares and YieldMax ETFs. Their fees differ too: 1.07% for PSTR and 1.23% for AMDY.

Which has better risk-adjusted returns?

AMDY currently has the higher Sharpe Ratio (3.65 vs 1.81), 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.