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

Correlation

The correlation between YYY and XYLD is 0.58, 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.


-0.50.00.51.00.6

Performance

YYY vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify High Income ETF (YYY) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
67.70%
143.12%
YYY
XYLD

Key characteristics

Sharpe Ratio

YYY:

1.68

XYLD:

2.88

Sortino Ratio

YYY:

2.20

XYLD:

3.99

Omega Ratio

YYY:

1.33

XYLD:

1.77

Calmar Ratio

YYY:

0.97

XYLD:

3.94

Martin Ratio

YYY:

10.04

XYLD:

25.87

Ulcer Index

YYY:

1.35%

XYLD:

0.79%

Daily Std Dev

YYY:

8.07%

XYLD:

7.09%

Max Drawdown

YYY:

-42.52%

XYLD:

-33.46%

Current Drawdown

YYY:

-4.34%

XYLD:

0.00%

Returns By Period

In the year-to-date period, YYY achieves a 12.35% return, which is significantly lower than XYLD's 19.26% return. Over the past 10 years, YYY has underperformed XYLD with an annualized return of 3.76%, while XYLD has yielded a comparatively higher 7.07% annualized return.


YYY

YTD

12.35%

1M

-2.43%

6M

3.32%

1Y

12.78%

5Y*

2.39%

10Y*

3.76%

XYLD

YTD

19.26%

1M

2.75%

6M

11.45%

1Y

19.65%

5Y*

6.78%

10Y*

7.07%

Compare stocks, funds, or ETFs

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


YYY vs. XYLD - Expense Ratio Comparison

YYY has a 2.45% expense ratio, which is higher than XYLD's 0.60% expense ratio.


YYY
Amplify High Income ETF
Expense ratio chart for YYY: current value at 2.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.45%
Expense ratio chart for XYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

YYY vs. XYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify High Income ETF (YYY) and Global X S&P 500 Covered Call ETF (XYLD). 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 market0.002.004.001.682.88
The chart of Sortino ratio for YYY, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.002.203.99
The chart of Omega ratio for YYY, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.77
The chart of Calmar ratio for YYY, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.973.94
The chart of Martin ratio for YYY, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0080.00100.0010.0425.87
YYY
XYLD

The current YYY Sharpe Ratio is 1.68, which is lower than the XYLD Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of YYY and XYLD, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.68
2.88
YYY
XYLD

Dividends

YYY vs. XYLD - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 12.32%, more than XYLD's 9.16% 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%
XYLD
Global X S&P 500 Covered Call ETF
9.16%10.51%13.44%9.08%7.93%5.75%7.12%4.67%3.24%4.65%4.15%2.49%

Drawdowns

YYY vs. XYLD - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for YYY and XYLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.34%
0
YYY
XYLD

Volatility

YYY vs. XYLD - Volatility Comparison

Amplify High Income ETF (YYY) has a higher volatility of 3.26% compared to Global X S&P 500 Covered Call ETF (XYLD) at 1.98%. This indicates that YYY's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.26%
1.98%
YYY
XYLD
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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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