SHYL vs. AMC
Compare and contrast key facts about Xtrackers Short Duration High Yield Bond ETF (SHYL) and AMC Entertainment Holdings, Inc. (AMC).
SHYL is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market 0-5 Year Index. It was launched on Jan 10, 2018.
Performance
SHYL vs. AMC - Performance Comparison
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SHYL vs. AMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SHYL Xtrackers Short Duration High Yield Bond ETF | -0.22% | 7.78% | 8.52% | 11.39% | -5.21% | 4.60% | 3.64% | 10.16% | -0.67% |
AMC AMC Entertainment Holdings, Inc. | -37.18% | -60.80% | -34.97% | -84.96% | -85.03% | 1,183.02% | -70.54% | -36.60% | -0.15% |
Returns By Period
In the year-to-date period, SHYL achieves a -0.22% return, which is significantly higher than AMC's -37.18% return.
SHYL
- 1D
- 0.84%
- 1M
- -0.49%
- YTD
- -0.22%
- 6M
- 1.08%
- 1Y
- 6.69%
- 3Y*
- 7.94%
- 5Y*
- 4.83%
- 10Y*
- —
AMC
- 1D
- 0.00%
- 1M
- -15.52%
- YTD
- -37.18%
- 6M
- -66.21%
- 1Y
- -65.85%
- 3Y*
- -73.06%
- 5Y*
- -59.82%
- 10Y*
- -41.78%
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Return for Risk
SHYL vs. AMC — Risk / Return Rank
SHYL
AMC
SHYL vs. AMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Short Duration High Yield Bond ETF (SHYL) and AMC Entertainment Holdings, Inc. (AMC). 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.
| SHYL | AMC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | -1.14 | +2.41 |
Sortino ratioReturn per unit of downside risk | 1.87 | -2.34 | +4.21 |
Omega ratioGain probability vs. loss probability | 1.33 | 0.75 | +0.58 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | -0.86 | +2.62 |
Martin ratioReturn relative to average drawdown | 10.23 | -1.56 | +11.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHYL | AMC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | -1.14 | +2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | -0.53 | +1.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | -0.26 | +0.96 |
Correlation
The correlation between SHYL and AMC is 0.27, 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
SHYL vs. AMC - Dividend Comparison
SHYL's dividend yield for the trailing twelve months is around 7.04%, while AMC has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHYL Xtrackers Short Duration High Yield Bond ETF | 7.04% | 7.02% | 7.26% | 6.60% | 5.52% | 4.65% | 6.16% | 5.93% | 5.54% | 0.00% | 0.00% | 0.00% |
AMC AMC Entertainment Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.00% | 1.42% | 11.05% | 19.14% | 5.30% | 2.38% | 3.33% |
Drawdowns
SHYL vs. AMC - Drawdown Comparison
The maximum SHYL drawdown since its inception was -19.26%, smaller than the maximum AMC drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for SHYL and AMC.
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Drawdown Indicators
| SHYL | AMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.26% | -99.85% | +80.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.80% | -76.35% | +72.55% |
Max Drawdown (5Y)Largest decline over 5 years | -9.60% | -99.85% | +90.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.85% | — |
Current DrawdownCurrent decline from peak | -0.72% | -99.84% | +99.12% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -57.92% | +56.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 42.29% | -41.64% |
Volatility
SHYL vs. AMC - Volatility Comparison
The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 1.85%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 12.99%. This indicates that SHYL experiences smaller price fluctuations and is considered to be less risky than AMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHYL | AMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 12.99% | -11.14% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 37.65% | -35.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.31% | 57.66% | -52.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 113.82% | -108.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.75% | 140.40% | -133.65% |