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YYY vs. CEFD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YYY and CEFD is 0.70, 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: 0.7

Performance

YYY vs. CEFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify High Income ETF (YYY) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
28.45%
30.21%
YYY
CEFD

Key characteristics

Sharpe Ratio

YYY:

0.58

CEFD:

0.51

Sortino Ratio

YYY:

0.81

CEFD:

0.81

Omega Ratio

YYY:

1.14

CEFD:

1.13

Calmar Ratio

YYY:

0.56

CEFD:

0.48

Martin Ratio

YYY:

2.69

CEFD:

2.29

Ulcer Index

YYY:

2.81%

CEFD:

4.78%

Daily Std Dev

YYY:

13.05%

CEFD:

21.61%

Max Drawdown

YYY:

-42.52%

CEFD:

-36.95%

Current Drawdown

YYY:

-5.48%

CEFD:

-13.32%

Returns By Period

In the year-to-date period, YYY achieves a -0.46% return, which is significantly higher than CEFD's -5.32% return.


YYY

YTD

-0.46%

1M

-3.80%

6M

-3.05%

1Y

6.73%

5Y*

7.42%

10Y*

3.66%

CEFD

YTD

-5.32%

1M

-7.51%

6M

-6.10%

1Y

9.87%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YYY vs. CEFD - Expense Ratio Comparison

YYY has a 2.45% expense ratio, which is higher than CEFD's 0.95% expense ratio.


Expense ratio chart for YYY: current value is 2.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YYY: 2.45%
Expense ratio chart for CEFD: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CEFD: 0.95%

Risk-Adjusted Performance

YYY vs. CEFD — Risk-Adjusted Performance Rank

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

YYY
The Risk-Adjusted Performance Rank of YYY is 6666
Overall Rank
The Sharpe Ratio Rank of YYY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 7070
Martin Ratio Rank

CEFD
The Risk-Adjusted Performance Rank of CEFD is 6262
Overall Rank
The Sharpe Ratio Rank of CEFD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of CEFD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CEFD is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CEFD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of CEFD is 6565
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.

YYY vs. CEFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify High Income ETF (YYY) and ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD). 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 Sharpe ratio for YYY, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
YYY: 0.58
CEFD: 0.51
The chart of Sortino ratio for YYY, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.00
YYY: 0.81
CEFD: 0.81
The chart of Omega ratio for YYY, currently valued at 1.14, compared to the broader market0.501.001.502.00
YYY: 1.14
CEFD: 1.13
The chart of Calmar ratio for YYY, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
YYY: 0.56
CEFD: 0.48
The chart of Martin ratio for YYY, currently valued at 2.69, compared to the broader market0.0020.0040.0060.00
YYY: 2.69
CEFD: 2.29

The current YYY Sharpe Ratio is 0.58, which is comparable to the CEFD Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of YYY and CEFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.58
0.51
YYY
CEFD

Dividends

YYY vs. CEFD - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.95%, less than CEFD's 16.49% yield.


TTM20242023202220212020201920182017201620152014
YYY
Amplify High Income ETF
12.95%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%
CEFD
ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN
16.49%13.90%14.76%16.57%10.31%5.37%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YYY vs. CEFD - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than CEFD's maximum drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for YYY and CEFD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.48%
-13.32%
YYY
CEFD

Volatility

YYY vs. CEFD - Volatility Comparison

The current volatility for Amplify High Income ETF (YYY) is 10.51%, while ETRACS Monthly Pay 1.5x Leveraged Closed-End Fund Index ETN (CEFD) has a volatility of 17.18%. This indicates that YYY experiences smaller price fluctuations and is considered to be less risky than CEFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.51%
17.18%
YYY
CEFD