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YYY vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YYY vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and FS Credit Opportunities Corp. (FSCO). 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 4.19% return, which is significantly higher than FSCO's -19.22% return.


YYY

1D
0.62%
1M
-0.53%
YTD
4.19%
6M
5.00%
1Y
10.50%
3Y*
12.43%
5Y*
2.81%
10Y*
5.68%

FSCO

1D
-1.64%
1M
-5.14%
YTD
-19.22%
6M
-17.27%
1Y
-24.79%
3Y*
13.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YYY vs. FSCO - Yearly Performance Comparison


2026 (YTD)2025202420232022
YYY
Amplify CEF High Income ETF
4.19%13.08%11.86%12.98%-1.45%
FSCO
FS Credit Opportunities Corp.
-19.22%3.68%34.88%36.98%-3.98%

Correlation

The correlation between YYY and FSCO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2022

0.34

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Return for Risk

YYY vs. FSCO — Risk / Return Rank

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

YYY
YYY Risk / Return Rank: 3737
Overall Rank
YYY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3737
Sortino Ratio Rank
YYY Omega Ratio Rank: 3939
Omega Ratio Rank
YYY Calmar Ratio Rank: 3030
Calmar Ratio Rank
YYY Martin Ratio Rank: 4040
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1010
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1010
Sortino Ratio Rank
FSCO Omega Ratio Rank: 99
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1717
Calmar Ratio Rank
FSCO Martin Ratio Rank: 99
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. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and FS Credit Opportunities Corp. (FSCO). 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.


YYYFSCODifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.23

0.84

+0.39

Calmar ratioReturn relative to maximum drawdown

1.31

-0.70

+2.01

Martin ratioReturn relative to average drawdown

5.65

-1.41

+7.06

YYY vs. FSCO - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 1.21, which is higher than the FSCO Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of YYY and FSCO, 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. FSCO - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for YYY and FSCO.


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Drawdown Indicators


YYYFSCODifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-35.53%

-6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-35.53%

+27.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

-35.53%

+22.06%

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

-1.56%

-29.47%

+27.91%

Average Drawdown

Average peak-to-trough decline

-6.83%

-8.02%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

17.59%

-15.72%

Volatility

YYY vs. FSCO - Volatility Comparison

The current volatility for Amplify CEF High Income ETF (YYY) is 2.92%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 5.86%. This indicates that YYY experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

5.86%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

22.49%

-15.23%

Volatility (1Y)

Calculated over the trailing 1-year period

8.71%

27.31%

-18.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.38%

28.22%

-16.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

28.22%

-14.32%

Dividends

YYY vs. FSCO - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.65%, less than FSCO's 16.32% yield.


PositionTTM20252024202320222021202020192018201720162015
FSCO
FS Credit Opportunities Corp.
16.32%12.65%10.47%11.26%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify CEF High Income ETF
12.65%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 FSCO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (5.86%) compared to YYY (2.92%). In terms of maximum drawdown, YYY dropped -42.52% vs FSCO's -35.53%.

YYY currently has the higher Sharpe Ratio (1.21 vs -0.91), 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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