PortfoliosLab logoPortfoliosLab logo
YYY vs. QYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YYY vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

YYY vs. QYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YYY
Amplify CEF High Income ETF
-0.92%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%
QYLD
Global X NASDAQ 100 Covered Call ETF
0.61%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%

Returns By Period

In the year-to-date period, YYY achieves a -0.92% return, which is significantly lower than QYLD's 0.61% return. Over the past 10 years, YYY has underperformed QYLD with an annualized return of 5.60%, while QYLD has yielded a comparatively higher 8.96% annualized return.


YYY

1D
0.18%
1M
-4.58%
YTD
-0.92%
6M
-0.83%
1Y
9.89%
3Y*
11.15%
5Y*
3.21%
10Y*
5.60%

QYLD

1D
0.58%
1M
-1.11%
YTD
0.61%
6M
7.46%
1Y
16.36%
3Y*
13.19%
5Y*
7.01%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. QYLD - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than QYLD's 0.60% expense ratio.


Return for Risk

YYY vs. QYLD — Risk / Return Rank

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

YYY
YYY Risk / Return Rank: 3939
Overall Rank
YYY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3434
Sortino Ratio Rank
YYY Omega Ratio Rank: 4545
Omega Ratio Rank
YYY Calmar Ratio Rank: 3434
Calmar Ratio Rank
YYY Martin Ratio Rank: 4343
Martin Ratio Rank

QYLD
QYLD Risk / Return Rank: 6868
Overall Rank
QYLD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
QYLD Omega Ratio Rank: 7979
Omega Ratio Rank
QYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8585
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. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.


YYYQYLDDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.00

-0.24

Sortino ratio

Return per unit of downside risk

1.05

1.61

-0.57

Omega ratio

Gain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratio

Return relative to maximum drawdown

0.91

1.57

-0.66

Martin ratio

Return relative to average drawdown

4.18

10.32

-6.15

YYY vs. QYLD - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 0.76, which is comparable to the QYLD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of YYY and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


YYYQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.00

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.47

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.58

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.56

-0.15

Correlation

The correlation between YYY and QYLD is 0.55, 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.


Dividends

YYY vs. QYLD - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 13.03%, more than QYLD's 11.85% yield.


TTM20252024202320222021202020192018201720162015
YYY
Amplify CEF High Income ETF
13.03%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.85%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Drawdowns

YYY vs. QYLD - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for YYY and QYLD.


Loading graphics...

Drawdown Indicators


YYYQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-24.75%

-17.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-10.84%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-24.61%

-3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

-24.75%

-17.77%

Current Drawdown

Current decline from peak

-5.07%

-1.84%

-3.23%

Average Drawdown

Average peak-to-trough decline

-6.91%

-3.89%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.65%

+0.67%

Volatility

YYY vs. QYLD - Volatility Comparison

Amplify CEF High Income ETF (YYY) has a higher volatility of 5.18% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that YYY's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


YYYQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.90%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

7.50%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

16.43%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.33%

14.84%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

15.51%

-1.62%