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SWAN vs. MAMTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWAN vs. MAMTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Blackrock Strategic Municipal Opportunities Fund Of Blackrock Municipal Series Trust (MAMTX). The values are adjusted to include any dividend payments, if applicable.

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SWAN vs. MAMTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
-3.58%13.93%13.44%12.07%-27.77%10.55%16.17%22.03%-2.23%
MAMTX
Blackrock Strategic Municipal Opportunities Fund Of Blackrock Municipal Series Trust
-0.66%3.97%3.90%4.89%-12.11%5.84%0.58%6.81%1.10%

Returns By Period

In the year-to-date period, SWAN achieves a -3.58% return, which is significantly lower than MAMTX's -0.66% return.


SWAN

1D
1.86%
1M
-5.08%
YTD
-3.58%
6M
-2.03%
1Y
11.49%
3Y*
9.86%
5Y*
2.53%
10Y*

MAMTX

1D
0.20%
1M
-2.66%
YTD
-0.66%
6M
0.03%
1Y
2.68%
3Y*
3.35%
5Y*
0.44%
10Y*
2.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWAN vs. MAMTX - Expense Ratio Comparison

SWAN has a 0.49% expense ratio, which is lower than MAMTX's 0.55% expense ratio.


Return for Risk

SWAN vs. MAMTX — Risk / Return Rank

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

SWAN
SWAN Risk / Return Rank: 6666
Overall Rank
SWAN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWAN Sortino Ratio Rank: 6969
Sortino Ratio Rank
SWAN Omega Ratio Rank: 5858
Omega Ratio Rank
SWAN Calmar Ratio Rank: 6969
Calmar Ratio Rank
SWAN Martin Ratio Rank: 6767
Martin Ratio Rank

MAMTX
MAMTX Risk / Return Rank: 2525
Overall Rank
MAMTX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MAMTX Sortino Ratio Rank: 2020
Sortino Ratio Rank
MAMTX Omega Ratio Rank: 4040
Omega Ratio Rank
MAMTX Calmar Ratio Rank: 2323
Calmar Ratio Rank
MAMTX Martin Ratio Rank: 1919
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.

SWAN vs. MAMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and Blackrock Strategic Municipal Opportunities Fund Of Blackrock Municipal Series Trust (MAMTX). 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.


SWANMAMTXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.61

+0.58

Sortino ratio

Return per unit of downside risk

1.70

0.84

+0.86

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.68

0.68

+1.00

Martin ratio

Return relative to average drawdown

6.45

1.95

+4.50

SWAN vs. MAMTX - Sharpe Ratio Comparison

The current SWAN Sharpe Ratio is 1.18, which is higher than the MAMTX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SWAN and MAMTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWANMAMTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.61

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.09

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.18

-0.69

Correlation

The correlation between SWAN and MAMTX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SWAN vs. MAMTX - Dividend Comparison

SWAN's dividend yield for the trailing twelve months is around 3.04%, less than MAMTX's 3.91% yield.


TTM20252024202320222021202020192018201720162015
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
3.04%2.86%2.54%2.98%2.12%5.04%1.64%3.69%0.29%0.00%0.00%0.00%
MAMTX
Blackrock Strategic Municipal Opportunities Fund Of Blackrock Municipal Series Trust
3.91%5.00%4.23%2.70%1.96%2.00%2.39%2.83%4.74%2.89%3.91%2.84%

Drawdowns

SWAN vs. MAMTX - Drawdown Comparison

The maximum SWAN drawdown since its inception was -31.04%, which is greater than MAMTX's maximum drawdown of -16.83%. Use the drawdown chart below to compare losses from any high point for SWAN and MAMTX.


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Drawdown Indicators


SWANMAMTXDifference

Max Drawdown

Largest peak-to-trough decline

-31.04%

-16.83%

-14.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-5.70%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-31.04%

-16.83%

-14.21%

Max Drawdown (10Y)

Largest decline over 10 years

-16.83%

Current Drawdown

Current decline from peak

-5.18%

-2.66%

-2.52%

Average Drawdown

Average peak-to-trough decline

-9.07%

-2.06%

-7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.97%

-0.14%

Volatility

SWAN vs. MAMTX - Volatility Comparison

Amplify BlackSwan Growth & Treasury Core ETF (SWAN) has a higher volatility of 4.11% compared to Blackrock Strategic Municipal Opportunities Fund Of Blackrock Municipal Series Trust (MAMTX) at 1.11%. This indicates that SWAN's price experiences larger fluctuations and is considered to be riskier than MAMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWANMAMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

1.11%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.86%

1.85%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

6.23%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.27%

4.74%

+6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.50%

4.82%

+7.68%