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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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.24%
-35.61%
YYY
SBLK

Key characteristics

Sharpe Ratio

YYY:

1.71

SBLK:

-0.74

Sortino Ratio

YYY:

2.26

SBLK:

-0.95

Omega Ratio

YYY:

1.33

SBLK:

0.90

Calmar Ratio

YYY:

1.11

SBLK:

-0.22

Martin Ratio

YYY:

8.48

SBLK:

-1.16

Ulcer Index

YYY:

1.65%

SBLK:

18.45%

Daily Std Dev

YYY:

8.20%

SBLK:

29.09%

Max Drawdown

YYY:

-42.52%

SBLK:

-99.74%

Current Drawdown

YYY:

-2.19%

SBLK:

-96.19%

Returns By Period

In the year-to-date period, YYY achieves a 2.69% return, which is significantly higher than SBLK's -1.81% return. Over the past 10 years, YYY has outperformed SBLK with an annualized return of 4.45%, while SBLK has yielded a comparatively lower 1.63% annualized return.


YYY

YTD

2.69%

1M

2.42%

6M

4.33%

1Y

14.08%

5Y*

2.44%

10Y*

4.45%

SBLK

YTD

-1.81%

1M

-1.94%

6M

-33.93%

1Y

-22.72%

5Y*

19.91%

10Y*

1.63%

*Annualized

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Risk-Adjusted Performance

YYY vs. SBLK — 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 6161
Overall Rank
The Sharpe Ratio Rank of YYY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 4444
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 6565
Martin Ratio Rank

SBLK
The Risk-Adjusted Performance Rank of SBLK is 1717
Overall Rank
The Sharpe Ratio Rank of SBLK is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SBLK is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SBLK is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SBLK is 3232
Calmar Ratio Rank
The Martin Ratio Rank of SBLK is 1717
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. 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 1.71, compared to the broader market0.002.004.001.71-0.74
The chart of Sortino ratio for YYY, currently valued at 2.26, compared to the broader market0.005.0010.002.26-0.95
The chart of Omega ratio for YYY, currently valued at 1.33, compared to the broader market1.002.003.001.330.90
The chart of Calmar ratio for YYY, currently valued at 1.11, compared to the broader market0.005.0010.0015.0020.001.11-0.33
The chart of Martin ratio for YYY, currently valued at 8.48, compared to the broader market0.0020.0040.0060.0080.00100.008.48-1.16
YYY
SBLK

The current YYY Sharpe Ratio is 1.71, which is higher than the SBLK Sharpe Ratio of -0.74. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.71
-0.74
YYY
SBLK

Dividends

YYY vs. SBLK - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.17%, less than SBLK's 17.03% yield.


TTM20242023202220212020201920182017201620152014
YYY
Amplify High Income ETF
12.17%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%
SBLK
Star Bulk Carriers Corp.
17.03%16.72%7.38%33.80%13.01%0.57%0.42%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%AugustSeptemberOctoberNovemberDecember2025
-2.19%
-65.99%
YYY
SBLK

Volatility

YYY vs. SBLK - Volatility Comparison

The current volatility for Amplify High Income ETF (YYY) is 3.57%, while Star Bulk Carriers Corp. (SBLK) has a volatility of 8.41%. 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%AugustSeptemberOctoberNovemberDecember2025
3.57%
8.41%
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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