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YBIT vs. AMZY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YBIT and AMZY is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

YBIT vs. AMZY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Bitcoin Option Income Strategy ETF (YBIT) and YieldMax AMZN Option Income Strategy ETF (AMZY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
3.81%
4.98%
YBIT
AMZY

Key characteristics

Sortino Ratio

YBIT:

0.41

AMZY:

0.43

Omega Ratio

YBIT:

1.05

AMZY:

1.06

Ulcer Index

YBIT:

13.75%

AMZY:

8.42%

Daily Std Dev

YBIT:

42.12%

AMZY:

26.83%

Max Drawdown

YBIT:

-29.01%

AMZY:

-23.69%

Current Drawdown

YBIT:

-6.73%

AMZY:

-15.99%

Returns By Period

In the year-to-date period, YBIT achieves a 3.89% return, which is significantly higher than AMZY's -8.41% return.


YBIT

YTD

3.89%

1M

9.27%

6M

18.15%

1Y

6.58%

5Y*

N/A

10Y*

N/A

AMZY

YTD

-8.41%

1M

-3.94%

6M

1.95%

1Y

7.98%

5Y*

N/A

10Y*

N/A

*Annualized

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YBIT vs. AMZY - Expense Ratio Comparison

Both YBIT and AMZY have an expense ratio of 0.99%.


Expense ratio chart for YBIT: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YBIT: 0.99%
Expense ratio chart for AMZY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMZY: 0.99%

Risk-Adjusted Performance

YBIT vs. AMZY — Risk-Adjusted Performance Rank

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

YBIT

AMZY
The Risk-Adjusted Performance Rank of AMZY is 3434
Overall Rank
The Sharpe Ratio Rank of AMZY is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZY is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AMZY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AMZY is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AMZY is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YBIT vs. AMZY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Bitcoin Option Income Strategy ETF (YBIT) and YieldMax AMZN Option Income Strategy ETF (AMZY). 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.


The chart of Sortino ratio for YBIT, currently valued at 0.41, compared to the broader market-2.000.002.004.006.008.00
YBIT: 0.41
AMZY: 0.43
The chart of Omega ratio for YBIT, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
YBIT: 1.05
AMZY: 1.06


Chart placeholderNot enough data

Dividends

YBIT vs. AMZY - Dividend Comparison

YBIT's dividend yield for the trailing twelve months is around 90.49%, more than AMZY's 54.71% yield.


Drawdowns

YBIT vs. AMZY - Drawdown Comparison

The maximum YBIT drawdown since its inception was -29.01%, which is greater than AMZY's maximum drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for YBIT and AMZY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.73%
-15.99%
YBIT
AMZY

Volatility

YBIT vs. AMZY - Volatility Comparison

The current volatility for YieldMax Bitcoin Option Income Strategy ETF (YBIT) is 12.48%, while YieldMax AMZN Option Income Strategy ETF (AMZY) has a volatility of 14.89%. This indicates that YBIT experiences smaller price fluctuations and is considered to be less risky than AMZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.48%
14.89%
YBIT
AMZY