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

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.


-0.50.00.51.00.3

Performance

YYY vs. SBLK - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
97.34%
-50.57%
YYY
SBLK

Key characteristics

Sharpe Ratio

YYY:

1.68

SBLK:

-0.70

Sortino Ratio

YYY:

2.20

SBLK:

-0.88

Omega Ratio

YYY:

1.33

SBLK:

0.90

Calmar Ratio

YYY:

0.97

SBLK:

-0.21

Martin Ratio

YYY:

10.04

SBLK:

-1.32

Ulcer Index

YYY:

1.35%

SBLK:

15.43%

Daily Std Dev

YYY:

8.07%

SBLK:

28.96%

Max Drawdown

YYY:

-42.52%

SBLK:

-99.74%

Current Drawdown

YYY:

-4.34%

SBLK:

-96.29%

Returns By Period

In the year-to-date period, YYY achieves a 12.35% return, which is significantly higher than SBLK's -21.83% return. Over the past 10 years, YYY has outperformed SBLK with an annualized return of 3.76%, while SBLK has yielded a comparatively lower -1.99% annualized return.


YYY

YTD

12.35%

1M

-2.43%

6M

3.32%

1Y

12.78%

5Y*

2.39%

10Y*

3.76%

SBLK

YTD

-21.83%

1M

-19.10%

6M

-34.19%

1Y

-21.32%

5Y*

17.59%

10Y*

-1.99%

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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.


Sharpe ratio
The chart of Sharpe ratio for YYY, currently valued at 1.68, compared to the broader market0.002.004.001.68-0.70
The chart of Sortino ratio for YYY, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.002.20-0.88
The chart of Omega ratio for YYY, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.330.90
The chart of Calmar ratio for YYY, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.97-0.30
The chart of Martin ratio for YYY, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0080.00100.0010.04-1.32
YYY
SBLK

The current YYY Sharpe Ratio is 1.68, which is higher than the SBLK Sharpe Ratio of -0.70. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.68
-0.70
YYY
SBLK

Dividends

YYY vs. SBLK - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.32%, less than SBLK's 16.89% yield.


TTM20232022202120202019201820172016201520142013
YYY
Amplify High Income ETF
12.32%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.
16.89%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.34%
-66.88%
YYY
SBLK

Volatility

YYY vs. SBLK - Volatility Comparison

The current volatility for Amplify High Income ETF (YYY) is 3.26%, while Star Bulk Carriers Corp. (SBLK) has a volatility of 7.08%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.26%
7.08%
YYY
SBLK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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