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THNR vs. YYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THNR vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Weight Loss Drug & Treatment ETF (THNR) and Amplify CEF High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, THNR achieves a -2.16% return, which is significantly lower than YYY's 4.69% return.


THNR

1D
0.96%
1M
-0.39%
YTD
-2.16%
6M
-3.36%
1Y
12.04%
3Y*
5Y*
10Y*

YYY

1D
-0.16%
1M
-0.13%
YTD
4.69%
6M
4.24%
1Y
11.80%
3Y*
12.32%
5Y*
3.00%
10Y*
5.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THNR vs. YYY - Yearly Performance Comparison


2026 (YTD)20252024
THNR
Amplify Weight Loss Drug & Treatment ETF
-2.16%13.65%-10.47%
YYY
Amplify CEF High Income ETF
4.69%13.08%3.06%

Correlation

The correlation between THNR and YYY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since May 21, 2024

0.51

The correlation between THNR and YYY has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.

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Return for Risk

THNR vs. YYY — Risk / Return Rank

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

THNR
THNR Risk / Return Rank: 2020
Overall Rank
THNR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
THNR Sortino Ratio Rank: 2020
Sortino Ratio Rank
THNR Omega Ratio Rank: 1919
Omega Ratio Rank
THNR Calmar Ratio Rank: 2323
Calmar Ratio Rank
THNR Martin Ratio Rank: 2020
Martin Ratio Rank

YYY
YYY Risk / Return Rank: 3939
Overall Rank
YYY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4040
Sortino Ratio Rank
YYY Omega Ratio Rank: 4242
Omega Ratio Rank
YYY Calmar Ratio Rank: 3131
Calmar Ratio Rank
YYY Martin Ratio Rank: 4141
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.

THNR vs. YYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Weight Loss Drug & Treatment ETF (THNR) 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.

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.


THNRYYYDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

1.00

1.47

-0.47

Martin ratioReturn relative to average drawdown

2.20

6.33

-4.12

THNR vs. YYY - Sharpe Ratio Comparison

The current THNR Sharpe Ratio is 0.64, which is lower than the YYY Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of THNR and YYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

THNR vs. YYY - Drawdown Comparison

The maximum THNR drawdown since its inception was -32.51%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for THNR and YYY.


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Drawdown Indicators


THNRYYYDifference

Max Drawdown

Largest peak-to-trough decline

-32.51%

-42.52%

+10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-8.07%

-3.99%

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

-10.21%

-1.08%

-9.13%

Average Drawdown

Average peak-to-trough decline

-12.21%

-6.82%

-5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

1.87%

+3.61%

Volatility

THNR vs. YYY - Volatility Comparison

Amplify Weight Loss Drug & Treatment ETF (THNR) has a higher volatility of 5.73% compared to Amplify CEF High Income ETF (YYY) at 2.53%. This indicates that THNR's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THNRYYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

2.53%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

7.22%

+6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

8.70%

+10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

11.37%

+7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

13.89%

+5.45%

THNR vs. YYY - Expense Ratio Comparison

THNR has a 0.59% expense ratio, which is lower than YYY's 3.23% expense ratio.


Dividends

THNR vs. YYY - Dividend Comparison

THNR's dividend yield for the trailing twelve months is around 1.67%, less than YYY's 12.59% yield.


PositionTTM20252024202320222021202020192018201720162015
THNR
Amplify Weight Loss Drug & Treatment ETF
1.67%1.64%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify CEF High Income ETF
12.59%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


THNR and YYY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THNR has higher volatility (5.73%) compared to YYY (2.53%). In terms of maximum drawdown, THNR dropped -32.51% vs YYY's -42.52%.

On 1-year performance, THNR leads with 12.04% vs 11.80% for YYY. On fees, THNR is cheaper at 0.59% per year. On volatility, YYY has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, THNR has performed better with a 12.04% return vs 11.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

THNR is cheaper with a 0.59% expense ratio, compared with 3.23% for YYY.

YYY has the higher dividend yield at 12.59%, compared with 1.67% for THNR.

THNR is categorized as Health & Biotech Equities, while YYY is Diversified Portfolio. THNR tracks VettaFi Weight Loss Drug & Treatment Index, while YYY tracks Nasdaq CEF High Income™ Index. Their fees differ too: 0.59% for THNR and 3.23% for YYY.

YYY currently has the higher Sharpe Ratio (1.36 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for THNR and YYY

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