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

Correlation

The correlation between YYY and SBLK is 0.66, 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.


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.

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Key characteristics

Sharpe Ratio

YYY:

0.59

SBLK:

-0.81

Sortino Ratio

YYY:

0.91

SBLK:

-0.98

Omega Ratio

YYY:

1.16

SBLK:

0.88

Calmar Ratio

YYY:

0.64

SBLK:

-0.30

Martin Ratio

YYY:

2.95

SBLK:

-1.01

Ulcer Index

YYY:

2.95%

SBLK:

28.44%

Daily Std Dev

YYY:

13.09%

SBLK:

36.88%

Max Drawdown

YYY:

-42.52%

SBLK:

-99.74%

Current Drawdown

YYY:

-1.20%

SBLK:

-95.86%

Returns By Period

In the year-to-date period, YYY achieves a 4.05% return, which is significantly lower than SBLK's 10.35% return. Over the past 10 years, YYY has underperformed SBLK with an annualized return of 4.14%, while SBLK has yielded a comparatively higher 6.08% annualized return.


YYY

YTD

4.05%

1M

7.24%

6M

2.53%

1Y

7.51%

5Y*

8.17%

10Y*

4.14%

SBLK

YTD

10.35%

1M

18.93%

6M

-15.69%

1Y

-30.18%

5Y*

41.29%

10Y*

6.08%

*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 6262
Overall Rank
The Sharpe Ratio Rank of YYY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 6969
Martin Ratio Rank

SBLK
The Risk-Adjusted Performance Rank of SBLK is 1818
Overall Rank
The Sharpe Ratio Rank of SBLK is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SBLK is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SBLK is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SBLK is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SBLK is 2525
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.


The current YYY Sharpe Ratio is 0.59, which is higher than the SBLK Sharpe Ratio of -0.81. 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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Dividends

YYY vs. SBLK - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.52%, less than SBLK's 13.05% yield.


TTM20242023202220212020201920182017201620152014
YYY
Amplify High Income ETF
12.52%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.
13.05%16.72%7.38%33.80%9.93%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.


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Volatility

YYY vs. SBLK - Volatility Comparison

The current volatility for Amplify High Income ETF (YYY) is 2.95%, while Star Bulk Carriers Corp. (SBLK) has a volatility of 7.35%. 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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