YieldMax AMD Option Income Strategy ETF

10-Year Study

AMDY.US · · US · ETF

Executive Summary: YieldMax AMD Option Income Strategy ETF has compounded at 22.7% annually over the last 10 years, with a maximum drawdown of 64.4% and an annualized volatility of 56.0%.

1Y CAGR
+95.4%
3Y CAGR
+42.0%
5Y CAGR
+13.9%
10Y CAGR
+22.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
64.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
65.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +73.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.4-13.9-0.124.5————————9.7%
2025-3.7-10.81.8-7.913.518.917.0-5.51.346.0-14.21.054.0%
20240.715.0-6.1-10.54.51.8-11.33.58.6-9.0-2.1-9.7-17.0%
202333.40.0-14.2-17.1-9.021.54.2-12.541.4-5.116.714.571.6%
2022-21.628.748.3-20.6-9.0-34.413.8-1.5-20.8-4.516.84.5-26.6%
202121.5-11.345.2-9.513.64.817.2-6.1-14.622.4-16.77.273.0%
2020—-5.4-49.8—18.5———38.528.333.115.353.5%
2019—————4.212.2—-33.1-7.519.11.9-12.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 56.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 16.1% of variance. Idiosyncratic stock-specific factors contribute 44.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110421.197740684278
2019-07-0111693.00061444972
2019-09-017824.021314514672
2019-10-017235.731576395834
2019-11-018614.857247469115
2019-12-018775.61005642581
2020-02-018305.748162868726
2020-03-014168.4791982063125
2020-05-014938.044345574352
2020-09-016840.581182997153
2020-10-018775.18295882616
2020-11-0111682.430203689879
2020-12-0113467.39441107624
2021-01-0116361.814457386261
2021-02-0114514.857899837763
2021-03-0121077.53972211542
2021-04-0119078.808579137007
2021-05-0121675.555869054933
2021-06-0122712.86687072214
2021-07-0126614.135360786368
2021-08-0124978.810250831666
2021-09-0121323.374654091716
2021-10-0126101.09226898301
2021-11-0121729.533258773034
2021-12-0123300.728491915317
2022-01-0118266.489331122346
2022-02-0123503.80881358199
2022-03-0134860.24428759509
2022-04-0127668.01244882474
2022-05-0125181.88853384631
2022-06-0116518.934388430895
2022-07-0118800.909728080514
2022-08-0118523.010877024026
2022-09-0114666.633504593694
2022-10-0114012.502441285802
2022-11-0116363.953003362552
2022-12-0117106.796009624068
2023-01-0122817.61281186789
2023-02-0122825.09466480687
2023-03-0119588.538861396533
2023-04-0116246.379863663107
2023-05-0114779.93057166657
2023-06-0117961.869867948353
2023-07-0118720.74585307598
2023-08-0116379.98496290265
2023-09-0123154.832539006547
2023-10-0121968.633025918196
2023-11-0125633.47434009853
2023-12-0129360.201536246623
2024-01-0129572.68708607719
2024-02-0133997.79485697021
2024-03-0131919.00639688233
2024-04-0128573.107175606634
2024-05-0129855.929896465015
2024-06-0130380.410074039763
2024-07-0126952.637647950076
2024-08-0127896.317184898806
2024-09-0130294.047737891324
2024-10-0127560.487407450295
2024-11-0126991.436568769237
2024-12-0124366.79111522828
2025-01-0123463.51376028959
2025-02-0120922.237888674106
2025-03-0121296.652818783
2025-04-0119615.580018111385
2025-05-0122265.450114388765
2025-06-0126484.378496135327
2025-07-0130978.533382315345
2025-08-0129275.86999760662
2025-09-0129650.178043636126
2025-10-0143291.151791913966
2025-11-0137141.57628411634
2025-12-0137512.78469184347
2026-01-0138414.56566967069
2026-02-0133091.31097964977
2026-03-0133070.57546824779
2026-04-0141161.05897371811
Annual Return Matrix
YearAnnual Return
20200.5346391104986417
20210.7301586172267787
2022-0.265825700876278
20230.7162887497886186
2024-0.17007411937733907
20250.5395045048996816
20260.09725415779831148
Total Factor Risk
0.5597415639267331
VTI.US Exposure
0.16105304159822426
VEA.US Exposure
0.1556750351817557
VWO.US Exposure
-0.0034794736009964807
QQQ.US Exposure
-0.042703793608116755
VTV.US Exposure
-0.08741853726676503
IJR.US Exposure
0.10174153662172952
QUAL.US Exposure
-0.01804068861656292
SHV.US Exposure
0.12216473064417874
TLT.US Exposure
-0.005449303171559694
LQD.US Exposure
-0.007062962873111022
HYG.US Exposure
-0.02071152291122239
GLD.US Exposure
-0.006591997661530108
USO.US Exposure
0.028008252526341988
VNQ.US Exposure
0.03843906873962869
BTC-USD.CC Exposure
0.03040031418870508
CPER.US Exposure
0.042384976396733366
VIX.INDX Exposure
-0.005203117038261975
UUP.US Exposure
0.004166651352299539
TIP.US Exposure
0.06433861033883968
Idiosyncratic Exposure
0.4482891791596899
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
56.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$4,369
Avg Yield on Cost
43.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4,368.5743.69%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+23.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is YieldMax AMD Option Income Strategy ETF a high-risk investment?

YieldMax AMD Option Income Strategy ETF (AMDY.US) has an annualized volatility of 56.0% and experienced a maximum drawdown of 64.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMDY.US?

Over the past 10 years, AMDY.US has generated a Compound Annual Growth Rate (CAGR) of 22.7%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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