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YYY vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

YYY vs. UGA

Last updated Jun 5, 2026

YYY (Amplify CEF High Income ETF) and UGA (United States Gasoline Fund LP) are both exchange-traded funds - YYY is a Diversified Portfolio fund tracking the Nasdaq CEF High Income™ Index, while UGA is a Oil & Gas fund tracking the Front Month Unleaded Gasoline. Both are passively managed. Over the past 10 years, YYY returned 5.59%/yr vs 14.27%/yr for UGA. At a 0.20 correlation, their price movements are largely independent. YYY charges 3.23%/yr vs 0.75%/yr for UGA.

Performance

YYY vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YYY achieves a 4.37% return, which is significantly lower than UGA's 70.69% return. Over the past 10 years, YYY has underperformed UGA with an annualized return of 5.59%, while UGA has yielded a comparatively higher 14.27% annualized return.

YYY

1D
0.53%
1M
-0.18%
YTD
4.37%
6M
4.10%
1Y
12.04%
3Y*
12.73%
5Y*
3.03%
10Y*
5.59%

UGA

1D
-2.73%
1M
-12.25%
YTD
70.69%
6M
59.72%
1Y
79.48%
3Y*
20.80%
5Y*
24.41%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YYY vs. UGA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
YYY
Amplify CEF High Income ETF		4.37%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%
UGA
United States Gasoline Fund LP		70.69%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between YYY and UGA is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2012

0.20

The correlation between YYY and UGA shifts across timeframes, from -0.24 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amplify CEF High Income ETF

United States Gasoline Fund LP

Often compared with YYY:
YYY vs. PCEFYYY vs. JEPIYYY vs. PDIYYY vs. QYLDYYY vs. XYLDYYY vs. SPYYYY vs. CEFD
Often compared with UGA:
UGA vs. URAUGA vs. FCGUGA vs. QQQUGA vs. VOOUGA vs. USOUGA vs. SPYUGA vs. FNGS

Return for Risk

YYY vs. UGA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
YYY
YYY Risk / Return Rank: 3939
Overall Rank
YYY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4040
Sortino Ratio Rank
YYY Omega Ratio Rank: 4343
Omega Ratio Rank
YYY Calmar Ratio Rank: 3131
Calmar Ratio Rank
YYY Martin Ratio Rank: 4242
Martin Ratio Rank
UGA
UGA Risk / Return Rank: 7070
Overall Rank
UGA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6262
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YYY vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and United States Gasoline Fund LP (UGA). 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.

YYYUGADifference
Sharpe ratioReturn per unit of total volatility
1.41
2.27

-0.86

Sortino ratioReturn per unit of downside risk
2.03
2.71

-0.68

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

1.50

5.37

-3.87

Martin ratioReturn relative to average drawdown

6.61

12.86

-6.25

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YYY vs. UGA - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 1.41, which is lower than the UGA Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of YYY and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

YYYUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

2.27

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.71

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.38

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.12

+0.31

Drawdowns

YYY vs. UGA - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for YYY and UGA.

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Drawdown Indicators

YYYUGADifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-86.59%

+44.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-14.88%

+6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-13.47%

-26.68%

+13.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-38.11%

+10.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

-75.89%

+33.37%

Current Drawdown

Current decline from peak

-1.38%

-14.75%

+13.37%

Average Drawdown

Average peak-to-trough decline

-6.84%

-36.76%

+29.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

6.20%

-4.38%

Volatility

YYY vs. UGA - Volatility Comparison

The current volatility for Amplify CEF High Income ETF (YYY) is 2.50%, while United States Gasoline Fund LP (UGA) has a volatility of 11.64%. This indicates that YYY experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

YYYUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

11.64%

-9.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

30.48%

-23.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.56%

35.27%

-26.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

34.40%

-23.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

37.27%

-23.37%

YYY vs. UGA - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than UGA's 0.75% expense ratio.

Dividends

YYY vs. UGA - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.63%, while UGA has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
UGA
United States Gasoline Fund LP		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify CEF High Income ETF		12.63%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Frequently Asked Questions

YYY and UGA have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.64%) compared to YYY (2.50%). In terms of maximum drawdown, YYY dropped -42.52% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.27% vs 5.59% for YYY. On fees, UGA is cheaper at 0.75% per year. On volatility, YYY has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.27% return vs 5.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 3.23% for YYY.

YYY has the higher dividend yield at 12.63%, compared with 0.00% for UGA.

YYY is categorized as Diversified Portfolio, while UGA is Oil & Gas. YYY tracks Nasdaq CEF High Income™ Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Amplify and Concierge Technologies. Their fees differ too: 3.23% for YYY and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.27 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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