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

Correlation

The correlation between YYY and SVOL is 0.69, 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. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify High Income ETF (YYY) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

YYY:

0.56

SVOL:

-0.00

Sortino Ratio

YYY:

0.85

SVOL:

0.31

Omega Ratio

YYY:

1.15

SVOL:

1.05

Calmar Ratio

YYY:

0.60

SVOL:

0.03

Martin Ratio

YYY:

2.72

SVOL:

0.11

Ulcer Index

YYY:

2.95%

SVOL:

8.59%

Daily Std Dev

YYY:

13.10%

SVOL:

36.16%

Max Drawdown

YYY:

-42.52%

SVOL:

-33.50%

Current Drawdown

YYY:

-1.71%

SVOL:

-5.59%

Returns By Period

In the year-to-date period, YYY achieves a 3.51% return, which is significantly higher than SVOL's -0.75% return.


YYY

YTD

3.51%

1M

6.29%

6M

1.48%

1Y

7.21%

5Y*

8.45%

10Y*

4.09%

SVOL

YTD

-0.75%

1M

21.83%

6M

-3.14%

1Y

-0.06%

5Y*

N/A

10Y*

N/A

*Annualized

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YYY vs. SVOL - Expense Ratio Comparison

YYY has a 2.45% expense ratio, which is higher than SVOL's 0.50% expense ratio.


Risk-Adjusted Performance

YYY vs. SVOL — 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 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 5252
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 6262
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 6969
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 2020
Overall Rank
The Sharpe Ratio Rank of SVOL is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 1818
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. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify High Income ETF (YYY) and Simplify Volatility Premium ETF (SVOL). 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 0.56, which is higher than the SVOL Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of YYY and SVOL, 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. SVOL - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.59%, less than SVOL's 17.27% yield.


TTM20242023202220212020201920182017201620152014
YYY
Amplify High Income ETF
12.59%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%
SVOL
Simplify Volatility Premium ETF
17.27%16.79%16.37%18.32%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YYY vs. SVOL - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for YYY and SVOL. For additional features, visit the drawdowns tool.


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Volatility

YYY vs. SVOL - Volatility Comparison

The current volatility for Amplify High Income ETF (YYY) is 3.29%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 18.04%. This indicates that YYY experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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