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YBTC vs. AMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YBTC vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YBTC achieves a -23.08% return, which is significantly lower than AMLP's 21.95% return.


YBTC

1D
1.15%
1M
4.67%
6M
-14.64%
YTD
-23.08%
1Y
-39.52%
3Y*
5Y*
10Y*
ALL TIME*
5.44%

AMLP

1D
-0.33%
1M
5.92%
6M
15.63%
YTD
21.95%
1Y
20.87%
3Y*
19.72%
5Y*
20.29%
10Y*
7.06%
ALL TIME*
5.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$68.05M$61.93M$74.57M
$1.48M$1.24M$1.57M

YBTC vs. AMLP - Yearly Performance Comparison


2026 (YTD)20252024
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
-23.08%-4.23%55.31%
AMLP
Alerian MLP ETF
21.95%5.78%22.19%

Correlation

The correlation between YBTC and AMLP is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2024

0.12

The correlation between YBTC and AMLP shifts across timeframes, from -0.07 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YBTC vs. AMLP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YBTC
YBTC Risk / Return Rank: 22
Overall Rank
YBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
YBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
YBTC Omega Ratio Rank: 22
Omega Ratio Rank
YBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
YBTC Martin Ratio Rank: 33
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 6767
Overall Rank
AMLP Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 7171
Sortino Ratio Rank
AMLP Omega Ratio Rank: 6868
Omega Ratio Rank
AMLP Calmar Ratio Rank: 7070
Calmar Ratio Rank
AMLP Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YBTC vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Alerian MLP ETF (AMLP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YBTCAMLPDifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.73

Omega ratioGain probability vs. loss probability

0.83

1.29

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.81

2.48

-3.29

Martin ratioReturn relative to average drawdown

-1.26

6.92

-8.18

YBTC vs. AMLP - Sharpe Ratio Comparison

The current YBTC Sharpe Ratio is -0.99, which is lower than the AMLP Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of YBTC and AMLP, 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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Drawdowns

YBTC vs. AMLP - Drawdown Comparison

The maximum YBTC drawdown since its inception was -48.84%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for YBTC and AMLP.


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Drawdown Indicators


YBTCAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-48.84%

-77.19%

+28.35%

Max Drawdown (1Y)

Largest decline over 1 year

-48.84%

-8.47%

-40.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

Current Drawdown

Current decline from peak

-43.83%

-0.33%

-43.50%

Average Drawdown

Average peak-to-trough decline

-14.95%

-17.26%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.47%

3.02%

+28.45%

Volatility

YBTC vs. AMLP - Volatility Comparison

Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 7.36% compared to Alerian MLP ETF (AMLP) at 3.99%. This indicates that YBTC's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YBTCAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

3.99%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

31.73%

9.79%

+21.94%

Volatility (1Y)

Calculated over the trailing 1-year period

40.20%

12.50%

+27.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.43%

19.37%

+21.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.43%

27.65%

+12.78%

YBTC vs. AMLP - Expense Ratio Comparison

YBTC has a 0.95% expense ratio, which is higher than AMLP's 0.90% expense ratio.


Dividends

YBTC vs. AMLP - Dividend Comparison

YBTC's dividend yield for the trailing twelve months is around 80.06%, more than AMLP's 7.29% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.29%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
80.06%76.04%44.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YBTC and AMLP have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YBTC has higher volatility (7.36%) compared to AMLP (3.99%). In terms of maximum drawdown, YBTC dropped -48.84% vs AMLP's -77.19%.

On 1-year performance, AMLP leads with 20.87% vs -39.52% for YBTC. On fees, AMLP is cheaper at 0.90% per year. On volatility, AMLP has been the lower-risk option at 3.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AMLP has performed better with a 20.87% return vs -39.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AMLP is cheaper with a 0.90% expense ratio, compared with 0.95% for YBTC.

YBTC has the higher dividend yield at 80.06%, compared with 7.29% for AMLP.

YBTC is categorized as Cryptocurrency, while AMLP is MLPs. They also come from different issuers: Roundhill and SS&C. Their fees differ too: 0.95% for YBTC and 0.90% for AMLP.

AMLP currently has the higher Sharpe Ratio (1.68 vs -0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for YBTC and AMLP

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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