YAMZ.NEO vs. YCST.NEO
YAMZ.NEO (Amazon (AMZN) Yield Shares Purpose ETF) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both Derivative Income funds from Purpose Investments. Both are actively managed. Over the past year, YAMZ.NEO returned 22.62% vs -6.73% for YCST.NEO. At a 0.03 correlation, their price movements are largely independent. YAMZ.NEO charges 1.72%/yr vs 0.40%/yr for YCST.NEO.
Performance
YAMZ.NEO vs. YCST.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, YAMZ.NEO achieves a 5.68% return, which is significantly lower than YCST.NEO's 13.86% return.
YAMZ.NEO
- 1D
- 2.01%
- 1M
- -7.96%
- YTD
- 5.68%
- 6M
- 10.29%
- 1Y
- 22.62%
- 3Y*
- 29.37%
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- 1.02%
- 1M
- -5.18%
- YTD
- 13.86%
- 6M
- 9.28%
- 1Y
- -6.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YAMZ.NEO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAMZ.NEO Amazon (AMZN) Yield Shares Purpose ETF | 5.68% | 5.91% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 13.86% | -16.43% |
Correlation
The correlation between YAMZ.NEO and YCST.NEO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.03 |
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Return for Risk
YAMZ.NEO vs. YCST.NEO — Risk / Return Rank
YAMZ.NEO
YCST.NEO
YAMZ.NEO vs. YCST.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) and Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.
| YAMZ.NEO | YCST.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.96 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | -0.41 | +1.45 |
| Martin ratioReturn relative to average drawdown | 2.59 | -0.92 | +3.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YAMZ.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | -0.33 | +1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | -0.15 | +1.37 |
Drawdowns
YAMZ.NEO vs. YCST.NEO - Drawdown Comparison
The maximum YAMZ.NEO drawdown since its inception was -34.37%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for YAMZ.NEO and YCST.NEO.
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Drawdown Indicators
| YAMZ.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.37% | -19.70% | -14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -21.79% | -16.62% | -5.17% |
Max Drawdown (3Y)Largest decline over 3 years | -34.37% | — | — |
Current DrawdownCurrent decline from peak | -8.54% | -11.73% | +3.19% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -8.56% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.75% | 9.78% | -1.03% |
Volatility
YAMZ.NEO vs. YCST.NEO - Volatility Comparison
The current volatility for Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) is 9.66%, while Costco (COST) Yield Shares Purpose ETF (YCST.NEO) has a volatility of 10.38%. This indicates that YAMZ.NEO experiences smaller price fluctuations and is considered to be less risky than YCST.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YAMZ.NEO | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 10.38% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 22.71% | 16.64% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.46% | 20.57% | +11.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.24% | 25.20% | +9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.24% | 25.20% | +9.04% |
YAMZ.NEO vs. YCST.NEO - Expense Ratio Comparison
YAMZ.NEO has a 1.72% expense ratio, which is higher than YCST.NEO's 0.40% expense ratio.
Dividends
YAMZ.NEO vs. YCST.NEO - Dividend Comparison
YAMZ.NEO's dividend yield for the trailing twelve months is around 14.64%, more than YCST.NEO's 13.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
YAMZ.NEO Amazon (AMZN) Yield Shares Purpose ETF | 14.64% | 14.12% | 8.07% | 7.89% | 1.02% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 13.87% | 10.21% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YAMZ.NEO and YCST.NEO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YCST.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YCST.NEO is cheaper with a 0.40% expense ratio, compared with 1.72% for YAMZ.NEO.
Their fees differ too: 1.72% for YAMZ.NEO and 0.40% for YCST.NEO.
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