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

Correlation

The correlation between SBLK and YYY is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SBLK vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Star Bulk Carriers Corp. (SBLK) and Amplify High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SBLK:

-0.81

YYY:

0.59

Sortino Ratio

SBLK:

-0.98

YYY:

0.91

Omega Ratio

SBLK:

0.88

YYY:

1.16

Calmar Ratio

SBLK:

-0.30

YYY:

0.64

Martin Ratio

SBLK:

-1.01

YYY:

2.95

Ulcer Index

SBLK:

28.44%

YYY:

2.95%

Daily Std Dev

SBLK:

36.88%

YYY:

13.09%

Max Drawdown

SBLK:

-99.74%

YYY:

-42.52%

Current Drawdown

SBLK:

-95.86%

YYY:

-1.20%

Returns By Period

In the year-to-date period, SBLK achieves a 10.35% return, which is significantly higher than YYY's 4.05% return. Over the past 10 years, SBLK has outperformed YYY with an annualized return of 6.08%, while YYY has yielded a comparatively lower 4.13% annualized return.


SBLK

YTD

10.35%

1M

21.03%

6M

-15.69%

1Y

-29.69%

5Y*

45.27%

10Y*

6.08%

YYY

YTD

4.05%

1M

8.04%

6M

2.53%

1Y

7.69%

5Y*

8.55%

10Y*

4.13%

*Annualized

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Risk-Adjusted Performance

SBLK vs. YYY — Risk-Adjusted Performance Rank

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

SBLK
The Risk-Adjusted Performance Rank of SBLK is 1818
Overall Rank
The Sharpe Ratio Rank of SBLK is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SBLK is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SBLK is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SBLK is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SBLK is 2525
Martin Ratio Rank

YYY
The Risk-Adjusted Performance Rank of YYY is 6363
Overall Rank
The Sharpe Ratio Rank of YYY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 7070
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.

SBLK vs. YYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Star Bulk Carriers Corp. (SBLK) 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.


The current SBLK Sharpe Ratio is -0.81, which is lower than the YYY Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of SBLK 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.


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Dividends

SBLK vs. YYY - Dividend Comparison

SBLK's dividend yield for the trailing twelve months is around 13.05%, more than YYY's 12.52% yield.


TTM20242023202220212020201920182017201620152014
SBLK
Star Bulk Carriers Corp.
13.05%16.72%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify High Income ETF
12.52%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%

Drawdowns

SBLK vs. YYY - Drawdown Comparison

The maximum SBLK drawdown since its inception was -99.74%, which is greater than YYY's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SBLK and YYY. For additional features, visit the drawdowns tool.


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Volatility

SBLK vs. YYY - Volatility Comparison

Star Bulk Carriers Corp. (SBLK) has a higher volatility of 7.35% compared to Amplify High Income ETF (YYY) at 2.95%. This indicates that SBLK'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.


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