SOLM vs. YYY

Last updated Jun 4, 2026

SOLM (Amplify Solana 3% Monthly Option Income ETF) and YYY (Amplify CEF High Income ETF) are both exchange-traded funds - SOLM is a Derivative Income fund actively managed by Amplify, while YYY is a Diversified Portfolio fund tracking the Nasdaq CEF High Income™ Index. SOLM is actively managed, while YYY is passively managed. At a 0.33 correlation, their price movements are largely independent. SOLM charges 0.75%/yr vs 3.23%/yr for YYY.

Performance

SOLM vs. YYY - Performance Comparison

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

Returns By Period

In the year-to-date period, SOLM achieves a -45.35% return, which is significantly lower than YYY's 3.82% return.

SOLM

• 1D: -5.48%
• 1M: -17.98%
• YTD: -45.35%
• 6M: -51.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

SOLM vs. YYY - Yearly Performance Comparison

	2026 (YTD)	2025
SOLM Amplify Solana 3% Monthly Option Income ETF	-45.35%	-15.50%
YYY Amplify CEF High Income ETF	3.82%	1.12%

Correlation

The correlation between SOLM and YYY is 0.33, 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 Nov 5, 2025	0.33

Return for Risk

SOLM vs. YYY — Risk / Return Rank

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

YYY

YYY Risk / Return Rank: 35
YYY Sharpe Ratio Rank: 36
YYY Sortino Ratio Rank: 35
YYY Omega Ratio Rank: 38
YYY Calmar Ratio Rank: 28
YYY Martin Ratio Rank: 38

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.

SOLM vs. YYY - Risk-Adjusted Trends Comparison

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

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

Sharpe Ratios by Period

	SOLM	YYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.32	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.14	0.43	-1.56

Drawdowns

SOLM vs. YYY - Drawdown Comparison

The maximum SOLM drawdown since its inception was -57.72%, which is greater than YYY's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SOLM and YYY.

Drawdown Indicators

	SOLM	YYY	Difference
Max Drawdown Largest peak-to-trough decline	-57.72%	-42.52%	-15.20%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.47%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.92%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.52%	—
Current Drawdown Current decline from peak	-57.72%	-1.90%	-55.82%
Average Drawdown Average peak-to-trough decline	-35.34%	-6.84%	-28.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.82%	—

Volatility

Volatility by Period

	SOLM	YYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.46%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	65.43%	8.56%	+56.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	65.43%	11.36%	+54.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.43%	13.90%	+51.53%

SOLM vs. YYY - Expense Ratio Comparison

SOLM has a 0.75% expense ratio, which is lower than YYY's 3.23% expense ratio.

Dividends

SOLM vs. YYY - Dividend Comparison

SOLM's dividend yield for the trailing twelve months is around 35.68%, more than YYY's 12.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SOLM Amplify Solana 3% Monthly Option Income ETF	35.68%	6.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both SOLM and YYY in my portfolio?

SOLM and YYY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SOLM or YYY?

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.

Which ETF is cheaper, SOLM or YYY?

SOLM is cheaper with a 0.75% expense ratio, compared with 3.23% for YYY.

Which ETF pays a higher dividend yield, SOLM or YYY?

SOLM has the higher dividend yield at 35.68%, compared with 12.70% for YYY.

What is the main difference between SOLM and YYY?

SOLM is categorized as Derivative Income, while YYY is Diversified Portfolio. Their fees differ too: 0.75% for SOLM and 3.23% for YYY.