SAN vs. AMZY
SAN (Banco Santander, S.A.) is a stock, while AMZY (YieldMax AMZN Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, SAN returned 72.42% vs 8.54% for AMZY. At a 0.23 correlation, their price movements are largely independent.
Performance
SAN vs. AMZY - Performance Comparison
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Returns By Period
In the year-to-date period, SAN achieves a 16.51% return, which is significantly higher than AMZY's 1.40% return.
SAN
- 1D
- 1.28%
- 1M
- 9.05%
- YTD
- 16.51%
- 6M
- 16.81%
- 1Y
- 72.42%
- 3Y*
- 62.67%
- 5Y*
- 32.61%
- 10Y*
- 16.53%
AMZY
- 1D
- 1.83%
- 1M
- -6.71%
- YTD
- 1.40%
- 6M
- 2.54%
- 1Y
- 8.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SAN vs. AMZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SAN Banco Santander, S.A. | 16.51% | 164.72% | 14.96% | 9.75% |
AMZY YieldMax AMZN Option Income Strategy ETF | 1.40% | 10.39% | 35.28% | 18.03% |
Correlation
The correlation between SAN and AMZY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.23 |
The correlation between SAN and AMZY shifts across timeframes, from 0.23 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAN vs. AMZY — Risk / Return Rank
SAN
AMZY
SAN vs. AMZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.
| SAN | AMZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.08 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 0.44 | +3.15 |
| Martin ratioReturn relative to average drawdown | 11.07 | 1.05 | +10.02 |
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Drawdowns
SAN vs. AMZY - Drawdown Comparison
The maximum SAN drawdown since its inception was -82.94%, which is greater than AMZY's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for SAN and AMZY.
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Drawdown Indicators
| SAN | AMZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.94% | -23.70% | -59.24% |
Max Drawdown (1Y)Largest decline over 1 year | -20.29% | -19.61% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -73.84% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.46% | +9.46% |
Average DrawdownAverage peak-to-trough decline | -30.64% | -5.38% | -25.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 8.13% | -1.57% |
Volatility
SAN vs. AMZY - Volatility Comparison
Banco Santander, S.A. (SAN) has a higher volatility of 10.69% compared to YieldMax AMZN Option Income Strategy ETF (AMZY) at 7.69%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAN | AMZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 7.69% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 27.47% | 16.77% | +10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.98% | 23.97% | +9.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 25.07% | +8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.83% | 25.07% | +10.76% |
Dividends
SAN vs. AMZY - Dividend Comparison
SAN's dividend yield for the trailing twelve months is around 2.07%, less than AMZY's 56.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZY YieldMax AMZN Option Income Strategy ETF | 56.44% | 52.59% | 47.91% | 9.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAN Banco Santander, S.A. | 2.07% | 2.11% | 4.63% | 3.58% | 3.83% | 2.71% | 0.00% | 6.20% | 5.83% | 4.60% | 3.29% | 7.06% |
Frequently Asked Questions
SAN and AMZY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAN has higher volatility (10.69%) compared to AMZY (7.69%). In terms of maximum drawdown, SAN dropped -82.94% vs AMZY's -23.70%.
SAN currently has the higher Sharpe Ratio (2.21 vs 0.36), 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.
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