SHYL vs. AMC

Last updated Jun 23, 2026

SHYL (Xtrackers Short Duration High Yield Bond ETF) is High Yield Bonds fund tracking the Solactive USD High Yield Corporates Total Market 0-5 Year Index, while AMC (AMC Entertainment Holdings, Inc.) is a stock. Over the past 5 years, SHYL returned 4.88%/yr vs -65.72%/yr for AMC. At a 0.28 correlation, their price movements are largely independent.

Performance

SHYL vs. AMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Short Duration High Yield Bond ETF (SHYL) and AMC Entertainment Holdings, Inc. (AMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHYL achieves a 1.44% return, which is significantly lower than AMC's 76.92% return.

SHYL

• 1D: -0.10%
• 1M: 0.45%
• YTD: 1.44%
• 6M: 1.62%
• 1Y: 5.69%
• 3Y*: 8.46%
• 5Y*: 4.88%
• 10Y*: —

AMC

• 1D: -2.47%
• 1M: 82.78%
• YTD: 76.92%
• 6M: 62.35%
• 1Y: -8.31%
• 3Y*: -59.02%
• 5Y*: -65.72%
• 10Y*: -35.07%

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

SHYL vs. AMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SHYL Xtrackers Short Duration High Yield Bond ETF	1.44%	7.78%	8.52%	11.39%	-5.21%	4.60%	3.64%	10.16%	-0.67%
AMC AMC Entertainment Holdings, Inc.	76.92%	-60.80%	-34.97%	-84.96%	-85.03%	1,183.02%	-70.54%	-36.60%	0.21%

Correlation

The correlation between SHYL and AMC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jan 10, 2018	0.28

Return for Risk

SHYL vs. AMC — Risk / Return Rank

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

SHYL

SHYL Risk / Return Rank: 64
SHYL Sharpe Ratio Rank: 54
SHYL Sortino Ratio Rank: 59
SHYL Omega Ratio Rank: 60
SHYL Calmar Ratio Rank: 73
SHYL Martin Ratio Rank: 76

AMC

AMC Risk / Return Rank: 38
AMC Sharpe Ratio Rank: 37
AMC Sortino Ratio Rank: 39
AMC Omega Ratio Rank: 38
AMC Calmar Ratio Rank: 38
AMC Martin Ratio Rank: 39

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.

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.

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.

	SHYL	AMC	Difference
Sharpe ratio: Return per unit of total volatility	1.78	-0.12	+1.90
Sortino ratio: Return per unit of downside risk	2.71	0.35	+2.36
Omega ratio: Gain probability vs. loss probability	1.36	1.04	+0.32
Calmar ratio: Return relative to maximum drawdown	3.59	-0.11	+3.70
Martin ratio: Return relative to average drawdown	14.05	-0.19	+14.24

SHYL vs. AMC - Sharpe Ratio Comparison

The current SHYL Sharpe Ratio is 1.78, which is higher than the AMC Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of SHYL and AMC, 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

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.

Drawdown Indicators

	SHYL	AMC	Difference
Max Drawdown Largest peak-to-trough decline	-19.26%	-99.85%	+80.59%
Max Drawdown (1Y) Largest decline over 1 year	-1.59%	-73.21%	+71.62%
Max Drawdown (3Y) Largest decline over 3 years	-4.73%	-98.38%	+93.65%
Max Drawdown (5Y) Largest decline over 5 years	-9.60%	-99.84%	+90.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-99.85%	—
Current Drawdown Current decline from peak	-0.10%	-99.56%	+99.46%
Average Drawdown Average peak-to-trough decline	-1.53%	-58.65%	+57.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.41%	44.65%	-44.24%

Volatility

SHYL vs. AMC - Volatility Comparison

The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 0.73%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 32.82%. 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.

Volatility by Period

	SHYL	AMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.73%	32.82%	-32.09%
Volatility (6M) Calculated over the trailing 6-month period	2.51%	57.46%	-54.95%
Volatility (1Y) Calculated over the trailing 1-year period	3.22%	68.83%	-65.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.84%	102.31%	-96.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.68%	141.32%	-134.64%

Dividends

SHYL vs. AMC - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 6.92%, while AMC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SHYL Xtrackers Short Duration High Yield Bond ETF	6.92%	7.02%	7.26%	6.60%	5.52%	4.65%	6.16%	5.93%	5.54%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SHYL and AMC in my portfolio?

SHYL and AMC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHYL or AMC?

AMC has higher volatility (32.82%) compared to SHYL (0.73%). In terms of maximum drawdown, SHYL dropped -19.26% vs AMC's -99.85%.

Which has better risk-adjusted returns?

SHYL currently has the higher Sharpe Ratio (1.78 vs -0.12), 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.