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SHYL vs. AMC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SHYL vs. AMC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 7878
Overall Rank
SHYL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SHYL Sortino Ratio Rank: 7575
Sortino Ratio Rank
SHYL Omega Ratio Rank: 8484
Omega Ratio Rank
SHYL Calmar Ratio Rank: 7171
Calmar Ratio Rank
SHYL Martin Ratio Rank: 8787
Martin Ratio Rank

AMC
AMC Risk / Return Rank: 55
Overall Rank
AMC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AMC Sortino Ratio Rank: 11
Sortino Ratio Rank
AMC Omega Ratio Rank: 33
Omega Ratio Rank
AMC Calmar Ratio Rank: 1010
Calmar Ratio Rank
AMC Martin Ratio Rank: 99
Martin Ratio Rank
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.


SHYLAMCDifference

Sharpe ratio

Return per unit of total volatility

1.27

-1.14

+2.41

Sortino ratio

Return per unit of downside risk

1.87

-2.34

+4.21

Omega ratio

Gain probability vs. loss probability

1.33

0.75

+0.58

Calmar ratio

Return relative to maximum drawdown

1.76

-0.86

+2.62

Martin ratio

Return relative to average drawdown

10.23

-1.56

+11.79

SHYL vs. AMC - Sharpe Ratio Comparison

The current SHYL Sharpe Ratio is 1.27, which is higher than the AMC Sharpe Ratio of -1.14. The chart below compares the historical Sharpe Ratios of SHYL and AMC, 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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Sharpe Ratios by Period


SHYLAMCDifference

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.


TTM20252024202320222021202020192018201720162015
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


SHYLAMCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.72%

-99.84%

+99.12%

Average Drawdown

Average peak-to-trough decline

-1.57%

-57.92%

+56.35%

Ulcer Index

Depth 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


SHYLAMCDifference

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%