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SOLM vs. BUYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLM vs. BUYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Solana 3% Monthly Option Income ETF (SOLM) and Main Buywrite ETF (BUYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOLM achieves a -47.34% return, which is significantly lower than BUYW's 4.80% return.


SOLM

1D
-2.17%
1M
-9.44%
6M
-42.83%
YTD
-47.34%
1Y
3Y*
5Y*
10Y*
ALL TIME*

BUYW

1D
-0.21%
1M
0.36%
6M
4.27%
YTD
4.80%
1Y
9.05%
3Y*
8.70%
5Y*
10Y*
ALL TIME*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.69M$5.12M$4.85M
$16.02K$24.88K$53.88K

SOLM vs. BUYW - Yearly Performance Comparison


2026 (YTD)2025
SOLM
Amplify Solana 3% Monthly Option Income ETF
-47.34%-19.93%
BUYW
Main Buywrite ETF
4.80%1.79%

Correlation

The correlation between SOLM and BUYW is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

0.34

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Return for Risk

SOLM vs. BUYW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SOLM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BUYW
BUYW Risk / Return Rank: 8585
Overall Rank
BUYW Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BUYW Sortino Ratio Rank: 8383
Sortino Ratio Rank
BUYW Omega Ratio Rank: 8282
Omega Ratio Rank
BUYW Calmar Ratio Rank: 8787
Calmar Ratio Rank
BUYW Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SOLM vs. BUYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Solana 3% Monthly Option Income ETF (SOLM) and Main Buywrite ETF (BUYW). 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.


SOLMBUYWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.42

Martin ratioReturn relative to average drawdown

18.22

SOLM vs. BUYW - Sharpe Ratio Comparison


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Drawdowns

SOLM vs. BUYW - Drawdown Comparison

The maximum SOLM drawdown since its inception was -63.44%, which is greater than BUYW's maximum drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for SOLM and BUYW.


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Drawdown Indicators


SOLMBUYWDifference

Max Drawdown

Largest peak-to-trough decline

-63.44%

-9.36%

-54.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-9.36%

Current Drawdown

Current decline from peak

-59.27%

-0.21%

-59.06%

Average Drawdown

Average peak-to-trough decline

-40.22%

-0.59%

-39.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

SOLM vs. BUYW - Volatility Comparison


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Volatility by Period


SOLMBUYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

65.83%

4.86%

+60.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.83%

8.34%

+57.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.83%

8.34%

+57.49%

SOLM vs. BUYW - Expense Ratio Comparison

SOLM has a 0.75% expense ratio, which is lower than BUYW's 1.29% expense ratio.


Dividends

SOLM vs. BUYW - Dividend Comparison

SOLM's dividend yield for the trailing twelve months is around 45.29%, more than BUYW's 5.92% yield.


PositionTTM2025202420232022
BUYW
Main Buywrite ETF
5.92%5.89%5.93%5.95%0.50%
SOLM
Amplify Solana 3% Monthly Option Income ETF
45.29%6.44%0.00%0.00%0.00%

Frequently Asked Questions


SOLM and BUYW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOLM is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOLM is cheaper with a 0.75% expense ratio, compared with 1.29% for BUYW.

SOLM has the higher dividend yield at 45.29%, compared with 5.92% for BUYW.

They also come from different issuers: Amplify and Main. Their fees differ too: 0.75% for SOLM and 1.29% for BUYW.

Portfolio Optimizer

Find the right allocation for SOLM and BUYW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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