SLJY vs. BAGY
SLJY (Amplify SILJ Covered Call ETF) and BAGY (Amplify Bitcoin Max Income Covered Call ETF) are both Derivative Income funds from Amplify. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. SLJY charges 0.75%/yr vs 0.65%/yr for BAGY.
Performance
SLJY vs. BAGY - Performance Comparison
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Returns By Period
In the year-to-date period, SLJY achieves a -4.62% return, which is significantly higher than BAGY's -25.28% return.
SLJY
- 1D
- -4.03%
- 1M
- -10.47%
- YTD
- -4.62%
- 6M
- -7.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BAGY
- 1D
- -3.61%
- 1M
- -18.40%
- YTD
- -25.28%
- 6M
- -25.26%
- 1Y
- -38.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SLJY vs. BAGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SLJY Amplify SILJ Covered Call ETF | -4.62% | 42.11% |
BAGY Amplify Bitcoin Max Income Covered Call ETF | -25.28% | -27.04% |
Correlation
The correlation between SLJY and BAGY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025 | 0.28 |
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Return for Risk
SLJY vs. BAGY — Risk / Return Rank
SLJY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BAGY
SLJY vs. BAGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) and Amplify Bitcoin Max Income Covered Call ETF (BAGY). 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.
| SLJY | BAGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.86 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.78 | — |
| Martin ratioReturn relative to average drawdown | — | -1.37 | — |
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Drawdowns
SLJY vs. BAGY - Drawdown Comparison
The maximum SLJY drawdown since its inception was -32.40%, smaller than the maximum BAGY drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for SLJY and BAGY.
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Drawdown Indicators
| SLJY | BAGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.40% | -49.84% | +17.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -49.84% | — |
Current DrawdownCurrent decline from peak | -30.62% | -47.43% | +16.81% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -20.76% | +10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 28.33% | — |
Volatility
SLJY vs. BAGY - Volatility Comparison
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Volatility by Period
| SLJY | BAGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 14.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.99% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 50.39% | 42.91% | +7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.39% | 41.30% | +9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.39% | 41.30% | +9.09% |
SLJY vs. BAGY - Expense Ratio Comparison
SLJY has a 0.75% expense ratio, which is higher than BAGY's 0.65% expense ratio.
Dividends
SLJY vs. BAGY - Dividend Comparison
SLJY's dividend yield for the trailing twelve months is around 18.88%, less than BAGY's 60.88% yield.
| Position | TTM | 2025 |
|---|---|---|
BAGY Amplify Bitcoin Max Income Covered Call ETF | 60.88% | 30.16% |
SLJY Amplify SILJ Covered Call ETF | 18.88% | 6.26% |
Frequently Asked Questions
SLJY and BAGY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BAGY is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BAGY is cheaper with a 0.65% expense ratio, compared with 0.75% for SLJY.
BAGY has the higher dividend yield at 60.88%, compared with 18.88% for SLJY.
Their fees differ too: 0.75% for SLJY and 0.65% for BAGY.
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