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SILJ vs. YYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SILJ vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Junior Silver Miners ETF (SILJ) and Amplify CEF High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SILJ achieves a 6.61% return, which is significantly higher than YYY's 3.82% return. Over the past 10 years, SILJ has outperformed YYY with an annualized return of 10.08%, while YYY has yielded a comparatively lower 5.57% annualized return.


SILJ

1D
-5.24%
1M
2.57%
YTD
6.61%
6M
16.40%
1Y
111.95%
3Y*
47.77%
5Y*
13.13%
10Y*
10.08%

YYY

1D
-1.31%
1M
-0.45%
YTD
3.82%
6M
3.82%
1Y
11.25%
3Y*
12.56%
5Y*
2.92%
10Y*
5.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SILJ vs. YYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SILJ
Amplify Junior Silver Miners ETF
6.61%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-27.95%-5.65%
YYY
Amplify CEF High Income ETF
3.82%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%

Correlation

The correlation between SILJ and YYY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.30

SILJ vs. YYY - Sectors Allocation Comparison


Sectors
SILJ
YYY

Basic Materials

99.8%
1.3%

Financial Services

0.3%
24.6%

Consumer Defensive

0.2%
1.8%

Communication Services

0.0%
3.3%

Consumer Cyclical

-

3.2%

Energy

-

13.1%

Healthcare

-

17.1%

Industrials

-

5.1%

Real Estate

-

12.5%

Technology

-

10.2%

Utilities

-

7.8%

Basic Materials

SILJ
99.8%
YYY
1.3%

Financial Services

SILJ
0.3%
YYY
24.6%

Consumer Defensive

SILJ
0.2%
YYY
1.8%

Communication Services

SILJ
0.0%
YYY
3.3%

Consumer Cyclical

SILJ

-

YYY
3.2%

Energy

SILJ

-

YYY
13.1%

Healthcare

SILJ

-

YYY
17.1%

Industrials

SILJ

-

YYY
5.1%

Real Estate

SILJ

-

YYY
12.5%

Technology

SILJ

-

YYY
10.2%

Utilities

SILJ

-

YYY
7.8%

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Return for Risk

SILJ vs. YYY — Risk / Return Rank

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

SILJ
SILJ Risk / Return Rank: 5454
Overall Rank
SILJ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 4646
Sortino Ratio Rank
SILJ Omega Ratio Rank: 5151
Omega Ratio Rank
SILJ Calmar Ratio Rank: 6464
Calmar Ratio Rank
SILJ Martin Ratio Rank: 4747
Martin Ratio Rank

YYY
YYY Risk / Return Rank: 3535
Overall Rank
YYY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3535
Sortino Ratio Rank
YYY Omega Ratio Rank: 3838
Omega Ratio Rank
YYY Calmar Ratio Rank: 2828
Calmar Ratio Rank
YYY Martin Ratio Rank: 3838
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.

SILJ vs. YYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Junior Silver Miners ETF (SILJ) and Amplify CEF High Income ETF (YYY). 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.


SILJYYYDifference

Sharpe ratio

Return per unit of total volatility

2.05

1.32

+0.73

Sortino ratio

Return per unit of downside risk

2.35

1.91

+0.45

Omega ratio

Gain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratio

Return relative to maximum drawdown

3.24

1.40

+1.84

Martin ratio

Return relative to average drawdown

7.99

6.19

+1.80

SILJ vs. YYY - Sharpe Ratio Comparison

The current SILJ Sharpe Ratio is 2.05, which is higher than the YYY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SILJ and YYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SILJYYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.32

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.26

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.40

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.43

-0.34

Drawdowns

SILJ vs. YYY - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.04%, which is greater than YYY's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SILJ and YYY.


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Drawdown Indicators


SILJYYYDifference

Max Drawdown

Largest peak-to-trough decline

-79.04%

-42.52%

-36.52%

Max Drawdown (1Y)

Largest decline over 1 year

-34.71%

-8.07%

-26.64%

Max Drawdown (3Y)

Largest decline over 3 years

-34.71%

-13.47%

-21.24%

Max Drawdown (5Y)

Largest decline over 5 years

-55.47%

-27.92%

-27.55%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

-42.52%

-27.54%

Current Drawdown

Current decline from peak

-26.80%

-1.90%

-24.90%

Average Drawdown

Average peak-to-trough decline

-41.43%

-6.84%

-34.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.06%

1.82%

+12.24%

Volatility

SILJ vs. YYY - Volatility Comparison

Amplify Junior Silver Miners ETF (SILJ) has a higher volatility of 18.69% compared to Amplify CEF High Income ETF (YYY) at 2.46%. This indicates that SILJ's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SILJYYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.69%

2.46%

+16.23%

Volatility (6M)

Calculated over the trailing 6-month period

45.24%

7.08%

+38.16%

Volatility (1Y)

Calculated over the trailing 1-year period

54.90%

8.56%

+46.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.35%

11.36%

+32.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.24%

13.90%

+32.34%

SILJ vs. YYY - Expense Ratio Comparison

SILJ has a 0.69% expense ratio, which is lower than YYY's 3.23% expense ratio.


Dividends

SILJ vs. YYY - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 1.88%, less than YYY's 12.70% yield.


PositionTTM20252024202320222021202020192018201720162015
SILJ
Amplify Junior Silver Miners ETF
1.88%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%
YYY
Amplify CEF High Income ETF
12.70%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Frequently Asked Questions


SILJ and YYY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SILJ has higher volatility (18.69%) compared to YYY (2.46%). In terms of maximum drawdown, SILJ dropped -79.04% vs YYY's -42.52%.

On 10-year performance, SILJ leads with 10.08% vs 5.57% for YYY. On fees, SILJ is cheaper at 0.69% per year. On volatility, YYY has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SILJ has performed better with a 10.08% return vs 5.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SILJ is cheaper with a 0.69% expense ratio, compared with 3.23% for YYY.

YYY has the higher dividend yield at 12.70%, compared with 1.88% for SILJ.

SILJ is categorized as Silver, while YYY is Diversified Portfolio. SILJ tracks Nasdaq Junior Silver Miners Index, while YYY tracks Nasdaq CEF High Income™ Index. Their fees differ too: 0.69% for SILJ and 3.23% for YYY.

SILJ currently has the higher Sharpe Ratio (2.05 vs 1.32), 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.

Portfolio Optimizer

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