YYY vs. SBLK
Compare and contrast key facts about Amplify High Income ETF (YYY) and Star Bulk Carriers Corp. (SBLK).
YYY is a passively managed fund by Amplify Investments that tracks the performance of the ISE High Income Index. It was launched on Jun 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YYY or SBLK.
Key characteristics
| YYY | SBLK | |
|---|---|---|
| YTD Return | 16.19% | 2.38% |
| 1Y Return | 24.87% | 18.65% |
| 3Y Return (Ann) | 0.40% | 17.86% |
| 5Y Return (Ann) | 3.54% | 27.47% |
| 10Y Return (Ann) | 3.87% | -2.70% |
| Sharpe Ratio | 2.95 | 0.76 |
| Sortino Ratio | 4.01 | 1.24 |
| Omega Ratio | 1.61 | 1.15 |
| Calmar Ratio | 1.22 | 0.23 |
| Martin Ratio | 19.64 | 2.01 |
| Ulcer Index | 1.20% | 11.14% |
| Daily Std Dev | 7.98% | 29.49% |
| Max Drawdown | -42.52% | -99.74% |
| Current Drawdown | 0.00% | -95.14% |
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.
Performance
YYY vs. SBLK - Performance Comparison
In the year-to-date period, YYY achieves a 16.19% return, which is significantly higher than SBLK's 2.38% return. Over the past 10 years, YYY has outperformed SBLK with an annualized return of 3.87%, while SBLK has yielded a comparatively lower -2.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
YYY vs. SBLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify 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.
Dividends
YYY vs. SBLK - Dividend Comparison
YYY's dividend yield for the trailing twelve months is around 11.79%, more than SBLK's 10.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YYY Amplify High Income ETF | 11.79% | 12.39% | 12.36% | 9.08% | 9.79% | 9.10% | 9.73% | 8.83% | 10.34% | 10.77% | 9.54% | 5.14% |
SBLK Star Bulk Carriers Corp. | 10.55% | 7.38% | 33.80% | 9.93% | 0.57% | 0.42% | 0.00% | 0.00% | 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 -99.74%. Use the drawdown chart below to compare losses from any high point for YYY and SBLK. For additional features, visit the drawdowns tool.
Volatility
YYY vs. SBLK - Volatility Comparison
The current volatility for Amplify High Income ETF (YYY) is 1.90%, while Star Bulk Carriers Corp. (SBLK) has a volatility of 8.39%. 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.