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XRPM vs. YYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRPM vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify XRP 3% Monthly Option Income ETF (XRPM) 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, XRPM achieves a -37.18% return, which is significantly lower than YYY's 4.37% return.


XRPM

1D
-2.28%
1M
-16.11%
YTD
-37.18%
6M
-43.26%
1Y
3Y*
5Y*
10Y*

YYY

1D
0.53%
1M
-0.18%
YTD
4.37%
6M
4.10%
1Y
12.04%
3Y*
12.73%
5Y*
3.03%
10Y*
5.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRPM vs. YYY - Yearly Performance Comparison


2026 (YTD)2025
XRPM
Amplify XRP 3% Monthly Option Income ETF
-37.18%-13.48%
YYY
Amplify CEF High Income ETF
4.37%2.54%

Correlation

The correlation between XRPM and YYY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.33

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Return for Risk

XRPM vs. YYY — Risk / Return Rank

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

XRPM

YYY
YYY Risk / Return Rank: 3939
Overall Rank
YYY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4040
Sortino Ratio Rank
YYY Omega Ratio Rank: 4343
Omega Ratio Rank
YYY Calmar Ratio Rank: 3131
Calmar Ratio Rank
YYY Martin Ratio Rank: 4242
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.

XRPM vs. YYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify XRP 3% Monthly Option Income ETF (XRPM) 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.


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

XRPM vs. YYY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XRPMYYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.04

0.43

-1.47

Drawdowns

XRPM vs. YYY - Drawdown Comparison

The maximum XRPM drawdown since its inception was -46.50%, which is greater than YYY's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for XRPM and YYY.


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Drawdown Indicators


XRPMYYYDifference

Max Drawdown

Largest peak-to-trough decline

-46.50%

-42.52%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

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

-46.50%

-1.38%

-45.12%

Average Drawdown

Average peak-to-trough decline

-26.98%

-6.84%

-20.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

Volatility

XRPM vs. YYY - Volatility Comparison


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Volatility by Period


XRPMYYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

65.44%

8.56%

+56.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.44%

11.36%

+54.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.44%

13.90%

+51.54%

XRPM vs. YYY - Expense Ratio Comparison

XRPM has a 0.75% expense ratio, which is lower than YYY's 3.23% expense ratio.


Dividends

XRPM vs. YYY - Dividend Comparison

XRPM's dividend yield for the trailing twelve months is around 26.17%, more than YYY's 12.63% yield.


PositionTTM20252024202320222021202020192018201720162015
XRPM
Amplify XRP 3% Monthly Option Income ETF
26.17%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify CEF High Income ETF
12.63%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


XRPM and YYY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XRPM is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRPM is cheaper with a 0.75% expense ratio, compared with 3.23% for YYY.

XRPM has the higher dividend yield at 26.17%, compared with 12.63% for YYY.

XRPM is categorized as Derivative Income, while YYY is Diversified Portfolio. Their fees differ too: 0.75% for XRPM and 3.23% for YYY.

Portfolio Optimizer

Find the right allocation for XRPM and YYY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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