SOFR vs. CARY

Last updated Apr 1, 2026

Compare and contrast key facts about Amplify Samsung SOFR ETF (SOFR) and Angel Oak Income ETF (CARY).

SOFR and CARY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOFR is a passively managed fund by Amplify that tracks the performance of the Secured Overnight Financing Rate. It was launched on Nov 14, 2023. CARY is an actively managed fund by Angel Oak. It was launched on Nov 7, 2022.

Performance

SOFR vs. CARY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Samsung SOFR ETF (SOFR) and Angel Oak Income ETF (CARY). The values are adjusted to include any dividend payments, if applicable.

SOFR vs. CARY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SOFR Amplify Samsung SOFR ETF	0.87%	4.27%	0.51%
CARY Angel Oak Income ETF	0.97%	7.54%	-0.74%

Returns By Period

In the year-to-date period, SOFR achieves a 0.87% return, which is significantly lower than CARY's 0.97% return.

SOFR

• 1D: 0.01%
• 1M: -0.01%
• YTD: 0.87%
• 6M: 1.90%
• 1Y: 4.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CARY

• 1D: 0.36%
• 1M: -0.81%
• YTD: 0.97%
• 6M: 2.36%
• 1Y: 6.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SOFR vs. CARY - Expense Ratio Comparison

SOFR has a 0.20% expense ratio, which is lower than CARY's 0.80% expense ratio.

CARY

Angel Oak Income ETF

SOFR

Amplify Samsung SOFR ETF

Return for Risk

SOFR vs. CARY — Risk / Return Rank

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

SOFR

SOFR Risk / Return Rank: 99
SOFR Sharpe Ratio Rank: 99
SOFR Sortino Ratio Rank: 99
SOFR Omega Ratio Rank: 99
SOFR Calmar Ratio Rank: 99
SOFR Martin Ratio Rank: 99

CARY

CARY Risk / Return Rank: 97
CARY Sharpe Ratio Rank: 98
CARY Sortino Ratio Rank: 98
CARY Omega Ratio Rank: 98
CARY Calmar Ratio Rank: 97
CARY Martin Ratio Rank: 97

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.

SOFR vs. CARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung SOFR ETF (SOFR) and Angel Oak Income ETF (CARY). 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.

	SOFR	CARY	Difference
Sharpe ratio Return per unit of total volatility	5.07	3.09	+1.99
Sortino ratio Return per unit of downside risk	7.43	4.52	+2.91
Omega ratio Gain probability vs. loss probability	3.76	1.67	+2.09
Calmar ratio Return relative to maximum drawdown	10.09	5.08	+5.01
Martin ratio Return relative to average drawdown	42.82	19.05	+23.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOFR vs. CARY - Sharpe Ratio Comparison

The current SOFR Sharpe Ratio is 5.07, which is higher than the CARY Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of SOFR and CARY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOFR	CARY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.07	3.09	+1.99
Sharpe Ratio (All Time) Calculated using the full available price history	4.99	2.83	+2.17

Correlation

The correlation between SOFR and CARY is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SOFR vs. CARY - Dividend Comparison

SOFR's dividend yield for the trailing twelve months is around 4.07%, less than CARY's 6.07% yield.

	TTM	2025	2024
SOFR Amplify Samsung SOFR ETF	4.07%	4.22%	1.60%
CARY Angel Oak Income ETF	6.07%	6.13%	0.42%

Drawdowns

SOFR vs. CARY - Drawdown Comparison

The maximum SOFR drawdown since its inception was -0.41%, smaller than the maximum CARY drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for SOFR and CARY.

Drawdown Indicators

	SOFR	CARY	Difference
Max Drawdown Largest peak-to-trough decline	-0.41%	-1.28%	+0.87%
Max Drawdown (1Y) Largest decline over 1 year	-0.41%	-1.28%	+0.87%
Current Drawdown Current decline from peak	-0.01%	-0.83%	+0.82%
Average Drawdown Average peak-to-trough decline	-0.03%	-0.22%	+0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.10%	0.34%	-0.24%

Volatility

SOFR vs. CARY - Volatility Comparison

The current volatility for Amplify Samsung SOFR ETF (SOFR) is 0.08%, while Angel Oak Income ETF (CARY) has a volatility of 0.89%. This indicates that SOFR experiences smaller price fluctuations and is considered to be less risky than CARY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOFR	CARY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.08%	0.89%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	0.76%	1.27%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	0.81%	2.05%	-1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.85%	2.18%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.85%	2.18%	-1.33%