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YYY vs. BITY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YYY vs. BITY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and Amplify Bitcoin 2% Monthly Option Income ETF (BITY). 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 3.82% return, which is significantly higher than BITY's -23.09% return.


YYY

1D
-1.31%
1M
-0.45%
YTD
3.82%
6M
3.82%
1Y
11.25%
3Y*
12.56%
5Y*
2.92%
10Y*
5.57%

BITY

1D
-2.61%
1M
-19.63%
YTD
-23.09%
6M
-26.69%
1Y
-37.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YYY vs. BITY - Yearly Performance Comparison


Correlation

The correlation between YYY and BITY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2025

0.39

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Return for Risk

YYY vs. BITY — Risk / Return Rank

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

YYY
YYY Risk / Return Rank: 3535
Overall Rank
YYY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3535
Sortino Ratio Rank
YYY Omega Ratio Rank: 3838
Omega Ratio Rank
YYY Calmar Ratio Rank: 2828
Calmar Ratio Rank
YYY Martin Ratio Rank: 3838
Martin Ratio Rank

BITY
BITY Risk / Return Rank: 22
Overall Rank
BITY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITY Sortino Ratio Rank: 22
Sortino Ratio Rank
BITY Omega Ratio Rank: 22
Omega Ratio Rank
BITY Calmar Ratio Rank: 22
Calmar Ratio Rank
BITY Martin Ratio Rank: 22
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. BITY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and Amplify Bitcoin 2% Monthly Option Income ETF (BITY). 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.


YYYBITYDifference
Sharpe ratioReturn per unit of total volatility

+2.26

Sortino ratioReturn per unit of downside risk

+3.21

Omega ratioGain probability vs. loss probability

1.25

0.85

+0.40

Calmar ratioReturn relative to maximum drawdown

1.40

-0.81

+2.21

Martin ratioReturn relative to average drawdown

6.19

-1.41

+7.60

YYY vs. BITY - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 1.32, which is higher than the BITY Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of YYY and BITY, 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


YYYBITYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

-0.94

+2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.70

+1.13

Drawdowns

YYY vs. BITY - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, smaller than the maximum BITY drawdown of -46.36%. Use the drawdown chart below to compare losses from any high point for YYY and BITY.


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Drawdown Indicators


YYYBITYDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-46.36%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-46.36%

+38.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

Current Drawdown

Current decline from peak

-1.90%

-45.49%

+43.59%

Average Drawdown

Average peak-to-trough decline

-6.84%

-19.67%

+12.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

26.48%

-24.66%

Volatility

YYY vs. BITY - Volatility Comparison

The current volatility for Amplify CEF High Income ETF (YYY) is 2.46%, while Amplify Bitcoin 2% Monthly Option Income ETF (BITY) has a volatility of 9.68%. This indicates that YYY experiences smaller price fluctuations and is considered to be less risky than BITY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYBITYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

9.68%

-7.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

31.24%

-24.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.56%

39.94%

-31.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

39.02%

-27.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

39.02%

-25.12%

YYY vs. BITY - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than BITY's 0.65% expense ratio.


Dividends

YYY vs. BITY - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.70%, less than BITY's 39.66% yield.


PositionTTM20252024202320222021202020192018201720162015
BITY
Amplify Bitcoin 2% Monthly Option Income ETF
39.66%21.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify CEF High Income ETF
12.70%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 BITY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITY has higher volatility (9.68%) compared to YYY (2.46%). In terms of maximum drawdown, YYY dropped -42.52% vs BITY's -46.36%.

On 1-year performance, YYY leads with 11.25% vs -37.35% for BITY. On fees, BITY is cheaper at 0.65% per year. On volatility, YYY has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, YYY has performed better with a 11.25% return vs -37.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITY is cheaper with a 0.65% expense ratio, compared with 3.23% for YYY.

BITY has the higher dividend yield at 39.66%, compared with 12.70% for YYY.

YYY is categorized as Diversified Portfolio, while BITY is Derivative Income. Their fees differ too: 3.23% for YYY and 0.65% for BITY.

YYY currently has the higher Sharpe Ratio (1.32 vs -0.94), 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.

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