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USNG vs. BITY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USNG vs. BITY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) and Amplify Bitcoin 2% Monthly Option Income ETF (BITY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USNG achieves a 25.43% return, which is significantly higher than BITY's -26.11% return.


USNG

1D
0.41%
1M
-3.22%
6M
12.87%
YTD
25.43%
1Y
32.07%
3Y*
5Y*
10Y*
ALL TIME*
31.38%

BITY

1D
-2.83%
1M
2.10%
6M
-23.81%
YTD
-26.11%
1Y
-43.57%
3Y*
5Y*
10Y*
ALL TIME*
-26.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$100.16K$157.87K$174.55K
$437.77K$274.58K$158.86K

USNG vs. BITY - Yearly Performance Comparison


Correlation

The correlation between USNG and BITY is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (All Time)
Calculated using the full available price history since May 20, 2025

0.26

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Return for Risk

USNG vs. BITY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USNG
USNG Risk / Return Rank: 7676
Overall Rank
USNG Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
USNG Sortino Ratio Rank: 7777
Sortino Ratio Rank
USNG Omega Ratio Rank: 7272
Omega Ratio Rank
USNG Calmar Ratio Rank: 7474
Calmar Ratio Rank
USNG Martin Ratio Rank: 8181
Martin Ratio Rank

BITY
BITY Risk / Return Rank: 11
Overall Rank
BITY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITY Sortino Ratio Rank: 11
Sortino Ratio Rank
BITY Omega Ratio Rank: 11
Omega Ratio Rank
BITY Calmar Ratio Rank: 11
Calmar Ratio Rank
BITY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USNG vs. BITY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) and Amplify Bitcoin 2% Monthly Option Income ETF (BITY). 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.


USNGBITYDifference
Sharpe ratioReturn per unit of total volatility

+2.89

Sortino ratioReturn per unit of downside risk

+4.17

Omega ratioGain probability vs. loss probability

1.30

0.82

+0.49

Calmar ratioReturn relative to maximum drawdown

2.62

-0.90

+3.52

Martin ratioReturn relative to average drawdown

10.67

-1.40

+12.07

USNG vs. BITY - Sharpe Ratio Comparison

The current USNG Sharpe Ratio is 1.79, which is higher than the BITY Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of USNG and BITY, 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

USNG vs. BITY - Drawdown Comparison

The maximum USNG drawdown since its inception was -11.93%, smaller than the maximum BITY drawdown of -50.87%. Use the drawdown chart below to compare losses from any high point for USNG and BITY.


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Drawdown Indicators


USNGBITYDifference

Max Drawdown

Largest peak-to-trough decline

-11.93%

-50.87%

+38.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-50.87%

+38.94%

Current Drawdown

Current decline from peak

-8.47%

-47.63%

+39.16%

Average Drawdown

Average peak-to-trough decline

-1.85%

-23.13%

+21.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

32.54%

-29.61%

Volatility

USNG vs. BITY - Volatility Comparison

The current volatility for Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) is 6.49%, while Amplify Bitcoin 2% Monthly Option Income ETF (BITY) has a volatility of 9.22%. This indicates that USNG experiences smaller price fluctuations and is considered to be less risky than BITY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USNGBITYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

9.22%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.82%

31.63%

-17.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

41.58%

-24.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

39.00%

-21.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

39.00%

-21.71%

USNG vs. BITY - Expense Ratio Comparison

USNG has a 0.59% expense ratio, which is lower than BITY's 0.65% expense ratio.


Dividends

USNG vs. BITY - Dividend Comparison

USNG's dividend yield for the trailing twelve months is around 1.54%, less than BITY's 37.67% yield.


Frequently Asked Questions


USNG and BITY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITY has higher volatility (9.22%) compared to USNG (6.49%). In terms of maximum drawdown, USNG dropped -11.93% vs BITY's -50.87%.

On 1-year performance, USNG leads with 32.07% vs -43.57% for BITY. On fees, USNG is cheaper at 0.59% per year. On volatility, USNG has been the lower-risk option at 6.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USNG has performed better with a 32.07% return vs -43.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USNG is cheaper with a 0.59% expense ratio, compared with 0.65% for BITY.

BITY has the higher dividend yield at 37.67%, compared with 1.54% for USNG.

USNG is categorized as Infrastructure Equities, while BITY is Derivative Income. Their fees differ too: 0.59% for USNG and 0.65% for BITY.

USNG currently has the higher Sharpe Ratio (1.79 vs -1.10), 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 USNG and BITY

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