SHYL vs. AMC
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 4.84%/yr vs -62.30%/yr for AMC. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
SHYL vs. AMC - Performance Comparison
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Returns By Period
In the year-to-date period, SHYL achieves a 1.40% return, which is significantly lower than AMC's 80.77% return.
SHYL
- 1D
- 0.00%
- 1M
- -0.36%
- 6M
- 1.08%
- YTD
- 1.40%
- 1Y
- 4.67%
- 3Y*
- 7.88%
- 5Y*
- 4.84%
- 10Y*
- —
- ALL TIME*
- 4.74%
AMC
- 1D
- 1.81%
- 1M
- 49.21%
- 6M
- 102.88%
- YTD
- 80.77%
- 1Y
- -1.05%
- 3Y*
- -61.47%
- 5Y*
- -62.30%
- 10Y*
- -35.14%
- ALL TIME*
- -26.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $154.66M | $117.35M | $92.84M | |
| $4.01M | $2.77M | $1.73M |
SHYL vs. AMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SHYL Xtrackers Short Duration High Yield Bond ETF | 1.40% | 7.78% | 8.52% | 11.39% | -5.21% | 4.60% | 3.64% | 10.16% | -0.67% |
AMC AMC Entertainment Holdings, Inc. | 80.77% | -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 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2018 | 0.28 |
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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.
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 ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.07 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | -0.04 | +2.89 |
| Martin ratioReturn relative to average drawdown | 10.87 | -0.07 | +10.93 |
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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 | -1.59% | -69.90% | +68.31% |
Max Drawdown (3Y)Largest decline over 3 years | -4.73% | -98.20% | +93.47% |
Max Drawdown (5Y)Largest decline over 5 years | -9.60% | -99.82% | +90.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.85% | — |
Current DrawdownCurrent decline from peak | -0.41% | -99.55% | +99.14% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -59.01% | +57.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 41.16% | -40.74% |
Volatility
SHYL vs. AMC - Volatility Comparison
The current volatility for Xtrackers Short Duration High Yield Bond ETF (SHYL) is 0.71%, while AMC Entertainment Holdings, Inc. (AMC) has a volatility of 33.34%. 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 | 0.71% | 33.34% | -32.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 71.19% | -68.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.17% | 80.67% | -77.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.84% | 102.96% | -97.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.64% | 142.01% | -135.37% |
Dividends
SHYL vs. AMC - Dividend Comparison
SHYL's dividend yield for the trailing twelve months is around 6.94%, 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 | 6.40% | 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
SHYL and AMC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMC has higher volatility (33.34%) compared to SHYL (0.71%). In terms of maximum drawdown, SHYL dropped -19.26% vs AMC's -99.85%.
SHYL currently has the higher Sharpe Ratio (1.43 vs -0.03), 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.
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