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

Performance

YAMZ.NEO vs. YTSL.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 Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
YAMZ.NEO
Amazon (AMZN) Yield Shares Purpose ETF
-10.15%9.09%48.13%96.20%-1.05%
YTSL.NEO
Tesla (TSLA) Yield Shares Purpose ETF
-15.65%27.43%46.11%106.56%-20.20%

Returns By Period

In the year-to-date period, YAMZ.NEO achieves a -10.15% return, which is significantly higher than YTSL.NEO's -15.65% return.


YAMZ.NEO

1D
5.33%
1M
1.54%
YTD
-10.15%
6M
-2.65%
1Y
13.81%
3Y*
31.51%
5Y*
10Y*

YTSL.NEO

1D
7.76%
1M
-6.01%
YTD
-15.65%
6M
-4.28%
1Y
71.44%
3Y*
26.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

YAMZ.NEO has a 1.72% expense ratio, which is higher than YTSL.NEO's 1.65% expense ratio.


Return for Risk

YAMZ.NEO vs. YTSL.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: 2323
Overall Rank
YAMZ.NEO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
YAMZ.NEO Sortino Ratio Rank: 2424
Sortino Ratio Rank
YAMZ.NEO Omega Ratio Rank: 2323
Omega Ratio Rank
YAMZ.NEO Calmar Ratio Rank: 2525
Calmar Ratio Rank
YAMZ.NEO Martin Ratio Rank: 2121
Martin Ratio Rank

YTSL.NEO
YTSL.NEO Risk / Return Rank: 7676
Overall Rank
YTSL.NEO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
YTSL.NEO Sortino Ratio Rank: 7272
Sortino Ratio Rank
YTSL.NEO Omega Ratio Rank: 6666
Omega Ratio Rank
YTSL.NEO Calmar Ratio Rank: 9191
Calmar Ratio Rank
YTSL.NEO Martin Ratio Rank: 7777
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. YTSL.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 Tesla (TSLA) Yield Shares Purpose ETF (YTSL.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.NEOYTSL.NEODifference

Sharpe ratio

Return per unit of total volatility

0.37

1.33

-0.96

Sortino ratio

Return per unit of downside risk

0.77

1.88

-1.10

Omega ratio

Gain probability vs. loss probability

1.10

1.25

-0.15

Calmar ratio

Return relative to maximum drawdown

0.69

3.25

-2.56

Martin ratio

Return relative to average drawdown

1.69

8.75

-7.06

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

The current YAMZ.NEO Sharpe Ratio is 0.37, which is lower than the YTSL.NEO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of YAMZ.NEO and YTSL.NEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YAMZ.NEOYTSL.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.33

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.54

+0.55

Correlation

The correlation between YAMZ.NEO and YTSL.NEO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

YAMZ.NEO vs. YTSL.NEO - Dividend Comparison

YAMZ.NEO's dividend yield for the trailing twelve months is around 16.63%, less than YTSL.NEO's 47.25% yield.


TTM2025202420232022
YAMZ.NEO
Amazon (AMZN) Yield Shares Purpose ETF
16.63%14.12%8.07%7.89%1.02%
YTSL.NEO
Tesla (TSLA) Yield Shares Purpose ETF
47.25%36.11%12.80%24.07%1.96%

Drawdowns

YAMZ.NEO vs. YTSL.NEO - Drawdown Comparison

The maximum YAMZ.NEO drawdown since its inception was -34.37%, smaller than the maximum YTSL.NEO drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for YAMZ.NEO and YTSL.NEO.


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Drawdown Indicators


YAMZ.NEOYTSL.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-58.40%

+24.03%

Max Drawdown (1Y)

Largest decline over 1 year

-21.79%

-23.95%

+2.16%

Current Drawdown

Current decline from peak

-16.05%

-16.60%

+0.55%

Average Drawdown

Average peak-to-trough decline

-7.38%

-20.85%

+13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.92%

8.89%

+0.03%

Volatility

YAMZ.NEO vs. YTSL.NEO - Volatility Comparison

The current volatility for Amazon (AMZN) Yield Shares Purpose ETF (YAMZ.NEO) is 11.57%, while Tesla (TSLA) Yield Shares Purpose ETF (YTSL.NEO) has a volatility of 14.81%. This indicates that YAMZ.NEO experiences smaller price fluctuations and is considered to be less risky than YTSL.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.NEOYTSL.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.57%

14.81%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

24.93%

32.59%

-7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

37.22%

53.99%

-16.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.46%

62.89%

-28.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.46%

62.89%

-28.43%