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SQY vs. AMZY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SQY vs. AMZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax SQ Option Income Strategy ETF (SQY) and YieldMax AMZN Option Income Strategy ETF (AMZY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SQY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

AMZY

1D
0.38%
1M
-9.95%
YTD
-1.46%
6M
-1.69%
1Y
5.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SQY vs. AMZY — Risk / Return Rank

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

SQY

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


AMZY
AMZY Risk / Return Rank: 1212
Overall Rank
AMZY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AMZY Sortino Ratio Rank: 1111
Sortino Ratio Rank
AMZY Omega Ratio Rank: 1212
Omega Ratio Rank
AMZY Calmar Ratio Rank: 1212
Calmar Ratio Rank
AMZY Martin Ratio Rank: 1212
Martin Ratio Rank
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.

SQY vs. AMZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.


SQYAMZYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.27

Martin ratioReturn relative to average drawdown

0.65

SQY vs. AMZY - Sharpe Ratio Comparison


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Drawdowns

SQY vs. AMZY - Drawdown Comparison


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Drawdown Indicators


SQYAMZYDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

Max Drawdown (1Y)

Largest decline over 1 year

-19.61%

Current Drawdown

Current decline from peak

-12.01%

Average Drawdown

Average peak-to-trough decline

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.24%

Volatility

SQY vs. AMZY - Volatility Comparison


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Volatility by Period


SQYAMZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

Volatility (6M)

Calculated over the trailing 6-month period

17.06%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.12%

SQY vs. AMZY - Expense Ratio Comparison

SQY has a 1.01% expense ratio, which is lower than AMZY's 1.09% expense ratio.


Dividends

SQY vs. AMZY - Dividend Comparison

SQY has not paid dividends to shareholders, while AMZY's dividend yield for the trailing twelve months is around 58.08%.


PositionTTM202520242023
AMZY
YieldMax AMZN Option Income Strategy ETF
58.08%52.59%47.91%9.90%
SQY
YieldMax SQ Option Income Strategy ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, SQY is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SQY is cheaper with a 1.01% expense ratio, compared with 1.09% for AMZY.

AMZY has the higher dividend yield at 58.08%, compared with 0.00% for SQY.

Their fees differ too: 1.01% for SQY and 1.09% for AMZY.

Portfolio Optimizer

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