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

Correlation

The correlation between YYY and QYLD is 0.68, 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. QYLD - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
54.66%
121.84%
YYY
QYLD

Key characteristics

Sharpe Ratio

YYY:

0.58

QYLD:

0.35

Sortino Ratio

YYY:

0.81

QYLD:

0.64

Omega Ratio

YYY:

1.14

QYLD:

1.11

Calmar Ratio

YYY:

0.56

QYLD:

0.35

Martin Ratio

YYY:

2.69

QYLD:

1.47

Ulcer Index

YYY:

2.81%

QYLD:

4.54%

Daily Std Dev

YYY:

13.05%

QYLD:

19.11%

Max Drawdown

YYY:

-42.52%

QYLD:

-24.75%

Current Drawdown

YYY:

-5.48%

QYLD:

-11.61%

Returns By Period

In the year-to-date period, YYY achieves a -0.46% return, which is significantly higher than QYLD's -7.62% return. Over the past 10 years, YYY has underperformed QYLD with an annualized return of 3.66%, while QYLD has yielded a comparatively higher 7.46% annualized return.


YYY

YTD

-0.46%

1M

-3.80%

6M

-3.05%

1Y

6.73%

5Y*

7.42%

10Y*

3.66%

QYLD

YTD

-7.62%

1M

-3.67%

6M

-4.45%

1Y

5.61%

5Y*

8.63%

10Y*

7.46%

*Annualized

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YYY vs. QYLD - Expense Ratio Comparison

YYY has a 2.45% expense ratio, which is higher than QYLD's 0.60% 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 QYLD: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QYLD: 0.60%

Risk-Adjusted Performance

YYY vs. QYLD — 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

QYLD
The Risk-Adjusted Performance Rank of QYLD is 5252
Overall Rank
The Sharpe Ratio Rank of QYLD is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 5252
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. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify 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.


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
QYLD: 0.35
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
QYLD: 0.64
The chart of Omega ratio for YYY, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
YYY: 1.14
QYLD: 1.11
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
QYLD: 0.35
The chart of Martin ratio for YYY, currently valued at 2.69, compared to the broader market0.0020.0040.0060.00
YYY: 2.69
QYLD: 1.47

The current YYY Sharpe Ratio is 0.58, which is higher than the QYLD Sharpe Ratio of 0.35. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.58
0.35
YYY
QYLD

Dividends

YYY vs. QYLD - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.95%, less than QYLD's 13.93% 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%
QYLD
Global X NASDAQ 100 Covered Call ETF
13.93%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.48%
-11.61%
YYY
QYLD

Volatility

YYY vs. QYLD - Volatility Comparison

The current volatility for Amplify High Income ETF (YYY) is 10.51%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 14.23%. This indicates that YYY experiences smaller price fluctuations and is considered to be less risky than QYLD 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%
14.23%
YYY
QYLD