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SHYL vs. AMC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
-14.99%
SHYL
AMC

Key characteristics

Sharpe Ratio

SHYL:

2.41

AMC:

-0.35

Sortino Ratio

SHYL:

3.54

AMC:

0.05

Omega Ratio

SHYL:

1.45

AMC:

1.01

Calmar Ratio

SHYL:

4.76

AMC:

-0.40

Martin Ratio

SHYL:

18.84

AMC:

-1.18

Ulcer Index

SHYL:

0.45%

AMC:

33.21%

Daily Std Dev

SHYL:

3.54%

AMC:

112.67%

Max Drawdown

SHYL:

-19.26%

AMC:

-99.27%

Current Drawdown

SHYL:

-1.24%

AMC:

-98.79%

Returns By Period

In the year-to-date period, SHYL achieves a 7.80% return, which is significantly higher than AMC's -33.17% return.


SHYL

YTD

7.80%

1M

-0.26%

6M

4.94%

1Y

8.24%

5Y*

4.37%

10Y*

N/A

AMC

YTD

-33.17%

1M

-5.76%

6M

-14.97%

1Y

-33.71%

5Y*

-37.13%

10Y*

-25.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for SHYL, currently valued at 2.33, compared to the broader market0.002.004.002.34-0.35
The chart of Sortino ratio for SHYL, currently valued at 3.43, compared to the broader market-2.000.002.004.006.008.0010.003.430.05
The chart of Omega ratio for SHYL, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.01
The chart of Calmar ratio for SHYL, currently valued at 4.60, compared to the broader market0.005.0010.0015.004.60-0.40
The chart of Martin ratio for SHYL, currently valued at 17.94, compared to the broader market0.0020.0040.0060.0080.00100.0017.94-1.18
SHYL
AMC

The current SHYL Sharpe Ratio is 2.41, which is higher than the AMC Sharpe Ratio of -0.35. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.34
-0.35
SHYL
AMC

Dividends

SHYL vs. AMC - Dividend Comparison

SHYL's dividend yield for the trailing twelve months is around 7.26%, while AMC has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
SHYL
Xtrackers Short Duration High Yield Bond ETF
7.26%6.60%5.52%4.66%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.24%
-98.79%
SHYL
AMC

Volatility

SHYL vs. AMC - Volatility Comparison

The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 1.12%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 17.67%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
1.12%
17.67%
SHYL
AMC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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