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YYY vs. PCEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YYY vs. PCEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and Invesco CEF Income Composite ETF (PCEF). The values are adjusted to include any dividend payments, if applicable.

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YYY vs. PCEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YYY
Amplify CEF High Income ETF
-1.10%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%
PCEF
Invesco CEF Income Composite ETF
-3.43%12.59%16.70%9.39%-18.66%15.38%4.61%24.08%-8.88%14.48%

Returns By Period

In the year-to-date period, YYY achieves a -1.10% return, which is significantly higher than PCEF's -3.43% return. Over the past 10 years, YYY has underperformed PCEF with an annualized return of 5.58%, while PCEF has yielded a comparatively higher 6.84% annualized return.


YYY

1D
3.08%
1M
-4.67%
YTD
-1.10%
6M
-0.59%
1Y
9.50%
3Y*
11.08%
5Y*
3.17%
10Y*
5.58%

PCEF

1D
2.51%
1M
-5.48%
YTD
-3.43%
6M
-1.94%
1Y
8.22%
3Y*
10.45%
5Y*
4.22%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YYY vs. PCEF - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than PCEF's 2.71% expense ratio.


Return for Risk

YYY vs. PCEF — Risk / Return Rank

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

YYY
YYY Risk / Return Rank: 4242
Overall Rank
YYY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3737
Sortino Ratio Rank
YYY Omega Ratio Rank: 4848
Omega Ratio Rank
YYY Calmar Ratio Rank: 3737
Calmar Ratio Rank
YYY Martin Ratio Rank: 4646
Martin Ratio Rank

PCEF
PCEF Risk / Return Rank: 3737
Overall Rank
PCEF Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PCEF Sortino Ratio Rank: 3232
Sortino Ratio Rank
PCEF Omega Ratio Rank: 4242
Omega Ratio Rank
PCEF Calmar Ratio Rank: 3333
Calmar Ratio Rank
PCEF Martin Ratio Rank: 4141
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. PCEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and Invesco CEF Income Composite ETF (PCEF). 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.


YYYPCEFDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.61

+0.12

Sortino ratio

Return per unit of downside risk

1.01

0.89

+0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

0.88

0.77

+0.11

Martin ratio

Return relative to average drawdown

4.11

3.65

+0.45

YYY vs. PCEF - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 0.73, which is comparable to the PCEF Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of YYY and PCEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YYYPCEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.61

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.37

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.52

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.53

-0.13

Correlation

The correlation between YYY and PCEF is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

YYY vs. PCEF - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 13.06%, more than PCEF's 8.32% yield.


TTM20252024202320222021202020192018201720162015
YYY
Amplify CEF High Income ETF
13.06%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%
PCEF
Invesco CEF Income Composite ETF
8.32%7.96%8.79%9.86%8.93%6.67%7.54%7.12%8.21%6.96%7.72%9.18%

Drawdowns

YYY vs. PCEF - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than PCEF's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for YYY and PCEF.


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Drawdown Indicators


YYYPCEFDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-38.64%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-10.94%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-24.25%

-3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

-38.64%

-3.88%

Current Drawdown

Current decline from peak

-5.24%

-6.00%

+0.76%

Average Drawdown

Average peak-to-trough decline

-6.91%

-4.51%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.30%

+0.01%

Volatility

YYY vs. PCEF - Volatility Comparison

Amplify CEF High Income ETF (YYY) has a higher volatility of 5.29% compared to Invesco CEF Income Composite ETF (PCEF) at 5.03%. This indicates that YYY's price experiences larger fluctuations and is considered to be riskier than PCEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYPCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.03%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

7.05%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

13.49%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.33%

11.42%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

13.25%

+0.64%