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YYY vs. SBLK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YYY vs. SBLK - Performance Comparison

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

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YYY vs. SBLK - 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%
SBLK
Star Bulk Carriers Corp.
25.00%30.76%-21.04%19.24%8.50%185.15%-24.77%29.82%-18.83%120.35%

Returns By Period

In the year-to-date period, YYY achieves a -0.92% return, which is significantly lower than SBLK's 25.00% return. Over the past 10 years, YYY has underperformed SBLK with an annualized return of 5.60%, while SBLK has yielded a comparatively higher 27.31% 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%

SBLK

1D
2.96%
1M
-10.65%
YTD
25.00%
6M
29.03%
1Y
54.54%
3Y*
10.98%
5Y*
23.74%
10Y*
27.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

YYY vs. SBLK — 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

SBLK
SBLK Risk / Return Rank: 8282
Overall Rank
SBLK Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SBLK Sortino Ratio Rank: 7878
Sortino Ratio Rank
SBLK Omega Ratio Rank: 7878
Omega Ratio Rank
SBLK Calmar Ratio Rank: 8484
Calmar Ratio Rank
SBLK 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. SBLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and Star Bulk Carriers Corp. (SBLK). 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.


YYYSBLKDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.57

-0.81

Sortino ratio

Return per unit of downside risk

1.05

2.04

-1.00

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

0.91

2.88

-1.98

Martin ratio

Return relative to average drawdown

4.18

8.24

-4.06

YYY vs. SBLK - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 0.76, which is lower than the SBLK Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of YYY and SBLK, 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


YYYSBLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.57

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.53

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

-0.20

+0.60

Correlation

The correlation between YYY and SBLK is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

YYY vs. SBLK - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 13.03%, more than SBLK's 2.45% 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%
SBLK
Star Bulk Carriers Corp.
2.45%1.56%16.72%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%

Drawdowns

YYY vs. SBLK - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, smaller than the maximum SBLK drawdown of -99.76%. Use the drawdown chart below to compare losses from any high point for YYY and SBLK.


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Drawdown Indicators


YYYSBLKDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-99.76%

+57.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-19.11%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-48.44%

+20.52%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

-73.77%

+31.25%

Current Drawdown

Current decline from peak

-5.07%

-94.36%

+89.29%

Average Drawdown

Average peak-to-trough decline

-6.91%

-82.59%

+75.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

6.81%

-4.49%

Volatility

YYY vs. SBLK - Volatility Comparison

The current volatility for Amplify CEF High Income ETF (YYY) is 5.18%, while Star Bulk Carriers Corp. (SBLK) has a volatility of 11.72%. This indicates that YYY experiences smaller price fluctuations and is considered to be less risky than SBLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYSBLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

11.72%

-6.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

22.65%

-15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

34.90%

-21.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.33%

45.05%

-33.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

53.71%

-39.82%