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YAMZ.NEO vs. YGOG.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

YAMZ.NEO vs. YGOG.NEO

Last updated Jun 5, 2026

YAMZ.NEO (Amazon (AMZN) Yield Shares Purpose ETF) and YGOG.NEO (Alphabet (GOOGL) Yield Shares Purpose ETF) are both Derivative Income funds. Both are actively managed. Over the past 3 years, YAMZ.NEO returned 29.37%/yr vs 47.06%/yr for YGOG.NEO. A 0.57 correlation means they provide meaningful diversification when combined. YAMZ.NEO charges 1.72%/yr vs 0.40%/yr for YGOG.NEO.

Performance

YAMZ.NEO vs. YGOG.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) and Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO). The values are adjusted to include any dividend payments, if applicable.

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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 YGOG.NEO's 16.00% return.

YAMZ.NEO

1D
2.01%
1M
-7.96%
YTD
5.68%
6M
10.29%
1Y
22.62%
3Y*
29.37%
5Y*
—
10Y*
—

YGOG.NEO

1D
4.73%
1M
-4.80%
YTD
16.00%
6M
14.93%
1Y
127.62%
3Y*
47.06%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

YAMZ.NEO vs. YGOG.NEO - Yearly Performance Comparison

2026 (YTD)2025202420232022
YAMZ.NEO
Amazon (AMZN) Yield Shares Purpose ETF		5.68%9.09%48.13%96.20%-1.05%
YGOG.NEO
Alphabet (GOOGL) Yield Shares Purpose ETF		16.00%69.45%46.37%56.07%1.18%

Correlation

The correlation between YAMZ.NEO and YGOG.NEO 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 (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2022

0.57

The correlation between YAMZ.NEO and YGOG.NEO has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

YAMZ.NEO vs. YGOG.NEO - Sectors Allocation Comparison

Sectors
YAMZ.NEO
YGOG.NEO

Consumer Cyclical

100.0%

-

Basic Materials

-

-

Communication Services

-

100.0%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Cyclical

YAMZ.NEO
100.0%
YGOG.NEO

-

Basic Materials

YAMZ.NEO

-

YGOG.NEO

-

Communication Services

YAMZ.NEO

-

YGOG.NEO
100.0%

Consumer Defensive

YAMZ.NEO

-

YGOG.NEO

-

Energy

YAMZ.NEO

-

YGOG.NEO

-

Financial Services

YAMZ.NEO

-

YGOG.NEO

-

Healthcare

YAMZ.NEO

-

YGOG.NEO

-

Industrials

YAMZ.NEO

-

YGOG.NEO

-

Real Estate

YAMZ.NEO

-

YGOG.NEO

-

Technology

YAMZ.NEO

-

YGOG.NEO

-

Utilities

YAMZ.NEO

-

YGOG.NEO

-

Compare stocks, funds, or ETFs

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Amazon (AMZN) Yield Shares Purpose ETF

Alphabet (GOOGL) Yield Shares Purpose ETF

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Often compared with YGOG.NEO:
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Return for Risk

YAMZ.NEO vs. YGOG.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
YAMZ.NEO
YAMZ.NEO Risk / Return Rank: 2222
Overall Rank
YAMZ.NEO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
YAMZ.NEO Sortino Ratio Rank: 2222
Sortino Ratio Rank
YAMZ.NEO Omega Ratio Rank: 2323
Omega Ratio Rank
YAMZ.NEO Calmar Ratio Rank: 2323
Calmar Ratio Rank
YAMZ.NEO Martin Ratio Rank: 2222
Martin Ratio Rank
YGOG.NEO
YGOG.NEO Risk / Return Rank: 9393
Overall Rank
YGOG.NEO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
YGOG.NEO Sortino Ratio Rank: 9595
Sortino Ratio Rank
YGOG.NEO Omega Ratio Rank: 9393
Omega Ratio Rank
YGOG.NEO Calmar Ratio Rank: 9191
Calmar Ratio Rank
YGOG.NEO Martin Ratio Rank: 9191
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.

YAMZ.NEO vs. YGOG.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 Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.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.NEOYGOG.NEODifference
Sharpe ratioReturn per unit of total volatility
0.70
3.98

-3.28

Sortino ratioReturn per unit of downside risk
1.14
4.97

-3.84

Omega ratioGain probability vs. loss probability

1.15

1.63

-0.49

Calmar ratioReturn relative to maximum drawdown

1.04

5.88

-4.84

Martin ratioReturn relative to average drawdown

2.59

21.90

-19.31

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YAMZ.NEO vs. YGOG.NEO - Sharpe Ratio Comparison

The current YAMZ.NEO Sharpe Ratio is 0.70, which is lower than the YGOG.NEO Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of YAMZ.NEO and YGOG.NEO, 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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Sharpe Ratios by Period

YAMZ.NEOYGOG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

3.98

-3.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

1.68

-0.46

Drawdowns

YAMZ.NEO vs. YGOG.NEO - Drawdown Comparison

The maximum YAMZ.NEO drawdown since its inception was -34.37%, roughly equal to the maximum YGOG.NEO drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for YAMZ.NEO and YGOG.NEO.

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Drawdown Indicators

YAMZ.NEOYGOG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-33.45%

-0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-21.79%

-21.82%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-34.37%

-33.45%

-0.92%

Current Drawdown

Current decline from peak

-8.54%

-7.69%

-0.85%

Average Drawdown

Average peak-to-trough decline

-7.20%

-7.59%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.75%

5.85%

+2.90%

Volatility

YAMZ.NEO vs. YGOG.NEO - Volatility Comparison

The current volatility for Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) is 9.66%, while Alphabet (GOOGL) Yield Shares Purpose ETF (YGOG.NEO) has a volatility of 12.06%. This indicates that YAMZ.NEO experiences smaller price fluctuations and is considered to be less risky than YGOG.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.NEOYGOG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

12.06%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

22.71%

23.20%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

32.46%

32.25%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.24%

33.01%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.24%

33.01%

+1.23%

YAMZ.NEO vs. YGOG.NEO - Expense Ratio Comparison

YAMZ.NEO has a 1.72% expense ratio, which is higher than YGOG.NEO's 0.40% expense ratio.

Dividends

YAMZ.NEO vs. YGOG.NEO - Dividend Comparison

YAMZ.NEO's dividend yield for the trailing twelve months is around 14.64%, more than YGOG.NEO's 7.78% yield.

PositionTTM2025202420232022
YAMZ.NEO
Amazon (AMZN) Yield Shares Purpose ETF		14.64%14.12%8.07%7.89%1.02%
YGOG.NEO
Alphabet (GOOGL) Yield Shares Purpose ETF		7.78%5.84%14.19%7.22%0.91%

Frequently Asked Questions

YAMZ.NEO and YGOG.NEO 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.

On fees, YGOG.NEO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

YGOG.NEO is cheaper with a 0.40% expense ratio, compared with 1.72% for YAMZ.NEO.

They also come from different issuers: Purpose Investments and Purpose. Their fees differ too: 1.72% for YAMZ.NEO and 0.40% for YGOG.NEO.

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