YieldMax™ AMZN Option Income Strategy ETF

10-Year Study

AMZY.US · · US · ETF

Executive Summary: YieldMax™ AMZN Option Income Strategy ETF has compounded at -2.1% annually over the last 10 years, with a maximum drawdown of 69.9% and an annualized volatility of 62.5%.

1Y CAGR
+9.4%
3Y CAGR
-20.4%
5Y CAGR
-7.5%
10Y CAGR
-2.1%

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 →
69.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +77.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -64.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.0-11.4-3.212.9————————-2.2%
20257.6-8.1-7.0-2.010.45.66.2-2.0-3.28.3-4.10.410.4%
20240.314.23.6-2.34.33.4-1.6-4.22.50.28.92.835.3%
2023——-1.8-0.23.5-1.3-69.05.1-6.66.75.04.6-64.3%
2022———9.10.4———————9.5%
2021———48.20.00.0-0.51.2——18.7—77.2%
2020———-9.8——————-16.0—-24.3%
2019———————————13.313.3%

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 62.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 26.9% of variance. Idiosyncratic stock-specific factors contribute 46.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-12-0111333.333646587962
2020-04-0110222.221938801367
2020-11-018583.332790731565
2021-04-0112722.221435356429
2021-05-0112722.221435356429
2021-06-0112722.221435356429
2021-07-0112661.63888512051
2021-08-0112813.093918190465
2021-11-0115207.985522803068
2022-04-0116599.469744939353
2022-05-0116660.052295175272
2023-03-0116357.142229035362
2023-04-0116326.850953917403
2023-05-0116902.379811079267
2023-06-0116690.343570293233
2023-07-015175.25280662163
2023-08-015440.892227944564
2023-09-015081.216169926496
2023-10-015420.128150231191
2023-11-015691.680054699628
2023-12-015950.914285948266
2024-01-015966.751294373721
2024-02-016816.741133243818
2024-03-017061.334930036927
2024-04-016898.460096719156
2024-05-017191.972652870888
2024-06-017435.932969326978
2024-07-017313.248944057803
2024-08-017002.773192214809
2024-09-017176.417191261888
2024-10-017190.4241453804
2024-11-017832.984367229118
2024-12-018050.338509530448
2025-01-018658.901953292527
2025-02-017957.005739876444
2025-03-017398.698402851136
2025-04-017249.267430018972
2025-05-018006.276432755632
2025-06-018458.581393386572
2025-07-018979.372617119585
2025-08-018800.097681743455
2025-09-018521.718266976044
2025-10-019228.471162975935
2025-11-018854.01389709411
2025-12-018886.462167690259
2026-01-018972.685880228837
2026-02-017953.697564783128
2026-03-017702.909738028062
2026-04-018692.75795797094
Annual Return Matrix
YearAnnual Return
2020-0.24264712763347596
20210.771804250584915
20220.09548054672954254
2023-0.64280338497667
20240.35279019705249226
20250.10386192545443418
2026-0.021797674492285313
Total Factor Risk
0.6245067086259892
VTI.US Exposure
0.2686172516101264
VEA.US Exposure
0.002371382397234524
VWO.US Exposure
0.018934992770253487
QQQ.US Exposure
-0.0031782790570703185
VTV.US Exposure
0.018378317804100486
IJR.US Exposure
0.008929728007551978
QUAL.US Exposure
0.09861713730175986
SHV.US Exposure
0.0031013912163769626
TLT.US Exposure
0.02371536766355712
LQD.US Exposure
0.032476159765440576
HYG.US Exposure
0.026258561413537607
GLD.US Exposure
0.0001412749513936069
USO.US Exposure
0.0069408350557127445
VNQ.US Exposure
0.002107818201994876
BTC-USD.CC Exposure
0.00306656760795899
CPER.US Exposure
0.0015594840809996264
VIX.INDX Exposure
0.006874433249434618
UUP.US Exposure
0.0029186778398635335
TIP.US Exposure
0.015548323574763594
Idiosyncratic Exposure
0.4626205745450097
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
62.5%

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 →59.29%
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
$691
Avg Yield on Cost
6.91%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$690.786.91%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 →
+6.3%
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 →
-1.3%
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 →
57.1% 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™ AMZN Option Income Strategy ETF a high-risk investment?

YieldMax™ AMZN Option Income Strategy ETF (AMZY.US) has an annualized volatility of 62.5% and experienced a maximum drawdown of 69.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMZY.US has generated a Compound Annual Growth Rate (CAGR) of -2.1%. It has had a positive return in 57% 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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