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SWAN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SWAN and SPY is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

SWAN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
37.78%
121.92%
SWAN
SPY

Key characteristics

Sharpe Ratio

SWAN:

0.89

SPY:

0.51

Sortino Ratio

SWAN:

1.31

SPY:

0.86

Omega Ratio

SWAN:

1.16

SPY:

1.13

Calmar Ratio

SWAN:

0.52

SPY:

0.55

Martin Ratio

SWAN:

2.95

SPY:

2.26

Ulcer Index

SWAN:

3.53%

SPY:

4.55%

Daily Std Dev

SWAN:

11.74%

SPY:

20.08%

Max Drawdown

SWAN:

-31.04%

SPY:

-55.19%

Current Drawdown

SWAN:

-10.75%

SPY:

-9.89%

Returns By Period

In the year-to-date period, SWAN achieves a -2.06% return, which is significantly higher than SPY's -5.76% return.


SWAN

YTD

-2.06%

1M

-0.84%

6M

-3.13%

1Y

10.33%

5Y*

2.13%

10Y*

N/A

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

Compare stocks, funds, or ETFs

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SWAN vs. SPY - Expense Ratio Comparison

SWAN has a 0.49% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for SWAN: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWAN: 0.49%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

SWAN vs. SPY — Risk-Adjusted Performance Rank

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

SWAN
The Risk-Adjusted Performance Rank of SWAN is 7373
Overall Rank
The Sharpe Ratio Rank of SWAN is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SWAN is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SWAN is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SWAN is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SWAN is 7373
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SWAN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for SWAN, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
SWAN: 0.89
SPY: 0.51
The chart of Sortino ratio for SWAN, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.00
SWAN: 1.31
SPY: 0.86
The chart of Omega ratio for SWAN, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
SWAN: 1.16
SPY: 1.13
The chart of Calmar ratio for SWAN, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
SWAN: 0.52
SPY: 0.55
The chart of Martin ratio for SWAN, currently valued at 2.95, compared to the broader market0.0020.0040.0060.00
SWAN: 2.95
SPY: 2.26

The current SWAN Sharpe Ratio is 0.89, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SWAN and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.51
SWAN
SPY

Dividends

SWAN vs. SPY - Dividend Comparison

SWAN's dividend yield for the trailing twelve months is around 2.72%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
2.72%2.54%2.97%2.11%5.04%1.64%3.69%0.29%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SWAN vs. SPY - Drawdown Comparison

The maximum SWAN drawdown since its inception was -31.04%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SWAN and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.75%
-9.89%
SWAN
SPY

Volatility

SWAN vs. SPY - Volatility Comparison

The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 4.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.57%
15.12%
SWAN
SPY