SOFR vs. YYY
Compare and contrast key facts about Amplify Samsung SOFR ETF (SOFR) and Amplify CEF High Income ETF (YYY).
SOFR and YYY 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. YYY is a passively managed fund by Amplify that tracks the performance of the Nasdaq CEF High Income™ Index. It was launched on Jun 12, 2012. Both SOFR and YYY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SOFR vs. YYY - Performance Comparison
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SOFR vs. YYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SOFR Amplify Samsung SOFR ETF | 0.90% | 4.27% | 1.20% |
YYY Amplify CEF High Income ETF | -0.92% | 13.08% | -2.84% |
Returns By Period
In the year-to-date period, SOFR achieves a 0.90% return, which is significantly higher than YYY's -0.92% return.
SOFR
- 1D
- 0.03%
- 1M
- 0.35%
- YTD
- 0.90%
- 6M
- 1.93%
- 1Y
- 4.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYY
- 1D
- 0.18%
- 1M
- -4.58%
- YTD
- -0.92%
- 6M
- -0.83%
- 1Y
- 9.89%
- 3Y*
- 11.15%
- 5Y*
- 3.21%
- 10Y*
- 5.60%
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SOFR vs. YYY - Expense Ratio Comparison
SOFR has a 0.20% expense ratio, which is lower than YYY's 3.23% expense ratio.
Return for Risk
SOFR vs. YYY — Risk / Return Rank
SOFR
YYY
SOFR vs. YYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung SOFR ETF (SOFR) 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.
| SOFR | YYY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.09 | 0.76 | +4.33 |
Sortino ratioReturn per unit of downside risk | 7.46 | 1.05 | +6.41 |
Omega ratioGain probability vs. loss probability | 3.77 | 1.18 | +2.59 |
Calmar ratioReturn relative to maximum drawdown | 10.15 | 0.91 | +9.24 |
Martin ratioReturn relative to average drawdown | 43.07 | 4.18 | +38.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOFR | YYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.09 | 0.76 | +4.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 5.01 | 0.40 | +4.61 |
Correlation
The correlation between SOFR and YYY is -0.02. 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. YYY - Dividend Comparison
SOFR's dividend yield for the trailing twelve months is around 4.06%, less than YYY's 13.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOFR Amplify Samsung SOFR ETF | 4.06% | 4.22% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
YYY Amplify CEF High Income ETF | 13.03% | 12.51% | 12.50% | 12.39% | 12.36% | 9.08% | 9.79% | 9.10% | 9.73% | 8.16% | 10.34% | 10.77% |
Drawdowns
SOFR vs. YYY - Drawdown Comparison
The maximum SOFR drawdown since its inception was -0.41%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SOFR and YYY.
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Drawdown Indicators
| SOFR | YYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.41% | -42.52% | +42.11% |
Max Drawdown (1Y)Largest decline over 1 year | -0.41% | -10.70% | +10.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.92% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.52% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.07% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -6.91% | +6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | 2.32% | -2.22% |
Volatility
SOFR vs. YYY - Volatility Comparison
The current volatility for Amplify Samsung SOFR ETF (SOFR) is 0.08%, while Amplify CEF High Income ETF (YYY) has a volatility of 5.18%. This indicates that SOFR experiences smaller price fluctuations and is considered to be less risky 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
| SOFR | YYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 5.18% | -5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 0.76% | 7.16% | -6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.81% | 13.10% | -12.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.85% | 11.33% | -10.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.85% | 13.89% | -13.04% |