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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHYL or AMC.
Key characteristics
| SHYL | AMC | |
|---|---|---|
| YTD Return | 7.60% | -25.49% |
| 1Y Return | 14.69% | -57.30% |
| 3Y Return (Ann) | 4.57% | -71.34% |
| 5Y Return (Ann) | 4.59% | -37.97% |
| Sharpe Ratio | 3.70 | -0.47 |
| Sortino Ratio | 6.16 | -0.38 |
| Omega Ratio | 1.79 | 0.95 |
| Calmar Ratio | 8.31 | -0.55 |
| Martin Ratio | 33.60 | -0.97 |
| Ulcer Index | 0.44% | 56.11% |
| Daily Std Dev | 4.02% | 114.57% |
| Max Drawdown | -19.26% | -99.27% |
| Current Drawdown | -0.34% | -98.65% |
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.
Performance
SHYL vs. AMC - Performance Comparison
In the year-to-date period, SHYL achieves a 7.60% return, which is significantly higher than AMC's -25.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SHYL vs. AMC - Risk-Adjusted Performance 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.
Dividends
SHYL vs. AMC - Dividend Comparison
SHYL's dividend yield for the trailing twelve months is around 7.16%, while AMC has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SHYL Xtrackers Short Duration High Yield Bond ETF | 7.16% | 6.60% | 5.52% | 4.65% | 6.16% | 5.93% | 5.54% | 0.00% | 0.00% | 0.00% | 0.00% |
AMC AMC Entertainment Holdings, Inc. | 0.00% | 0.00% | 0.03% | 0.00% | 2.61% | 20.39% | 35.30% | 9.77% | 4.39% | 6.15% | 4.23% |
Drawdowns
SHYL vs. AMC - Drawdown Comparison
The maximum SHYL drawdown since its inception was -19.26%, smaller than the maximum AMC drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for SHYL and AMC. For additional features, visit the drawdowns tool.
Volatility
SHYL vs. AMC - Volatility Comparison
The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 0.68%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 9.83%. 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.