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YYY vs. AOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YYY vs. AOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and iShares Core 30/70 Conservative Allocation ETF (AOK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YYY achieves a 5.01% return, which is significantly higher than AOK's 4.66% return. Over the past 10 years, YYY has outperformed AOK with an annualized return of 5.66%, while AOK has yielded a comparatively lower 5.19% annualized return.


YYY

1D
0.55%
1M
0.43%
YTD
5.01%
6M
5.28%
1Y
12.43%
3Y*
12.44%
5Y*
3.38%
10Y*
5.66%

AOK

1D
0.61%
1M
1.23%
YTD
4.66%
6M
4.56%
1Y
12.01%
3Y*
9.11%
5Y*
3.86%
10Y*
5.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YYY vs. AOK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YYY
Amplify CEF High Income ETF
5.01%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%
AOK
iShares Core 30/70 Conservative Allocation ETF
4.66%11.26%6.58%10.85%-14.16%4.87%9.33%13.90%-3.09%9.70%

Correlation

The correlation between YYY and AOK is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2012

0.64

The correlation between YYY and AOK has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.

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Return for Risk

YYY vs. AOK — Risk / Return Rank

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

YYY
YYY Risk / Return Rank: 4040
Overall Rank
YYY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4242
Sortino Ratio Rank
YYY Omega Ratio Rank: 4444
Omega Ratio Rank
YYY Calmar Ratio Rank: 3232
Calmar Ratio Rank
YYY Martin Ratio Rank: 4343
Martin Ratio Rank

AOK
AOK Risk / Return Rank: 6565
Overall Rank
AOK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AOK Sortino Ratio Rank: 6666
Sortino Ratio Rank
AOK Omega Ratio Rank: 7070
Omega Ratio Rank
AOK Calmar Ratio Rank: 5757
Calmar Ratio Rank
AOK Martin Ratio Rank: 6565
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.

YYY vs. AOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.


YYYAOKDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.12

Calmar ratioReturn relative to maximum drawdown

1.53

2.69

-1.15

Martin ratioReturn relative to average drawdown

6.62

11.34

-4.71

YYY vs. AOK - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 1.42, which is comparable to the AOK Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of YYY and AOK, 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

YYY vs. AOK - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for YYY and AOK.


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Drawdown Indicators


YYYAOKDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-18.94%

-23.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-4.50%

-3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

-6.37%

-7.10%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-18.94%

-8.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

-18.94%

-23.58%

Current Drawdown

Current decline from peak

-0.78%

-0.02%

-0.76%

Average Drawdown

Average peak-to-trough decline

-6.82%

-2.36%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.06%

+0.81%

Volatility

YYY vs. AOK - Volatility Comparison

Amplify CEF High Income ETF (YYY) has a higher volatility of 2.73% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 2.26%. This indicates that YYY's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYAOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.26%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

4.83%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.70%

5.97%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.37%

7.15%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

6.73%

+7.17%

YYY vs. AOK - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than AOK's 0.15% expense ratio.


Dividends

YYY vs. AOK - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.55%, more than AOK's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
AOK
iShares Core 30/70 Conservative Allocation ETF
3.27%3.28%3.23%2.93%2.25%1.55%2.10%2.71%2.68%2.91%2.14%2.02%
YYY
Amplify CEF High Income ETF
12.55%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Frequently Asked Questions


YYY and AOK have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YYY has higher volatility (2.73%) compared to AOK (2.26%). In terms of maximum drawdown, YYY dropped -42.52% vs AOK's -18.94%.

On 10-year performance, YYY leads with 5.66% vs 5.19% for AOK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YYY has performed better with a 5.66% return vs 5.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOK is cheaper with a 0.15% expense ratio, compared with 3.23% for YYY.

YYY has the higher dividend yield at 12.55%, compared with 3.27% for AOK.

YYY tracks Nasdaq CEF High Income™ Index, while AOK tracks S&P Target Risk Conservative Index. They also come from different issuers: Amplify and iShares. Their fees differ too: 3.23% for YYY and 0.15% for AOK.

AOK currently has the higher Sharpe Ratio (2.03 vs 1.42), 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 YYY and AOK

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