AB vs. IDVO

Last updated Jun 4, 2026

AB (AllianceBernstein Holding L.P.) is a stock, while IDVO (Amplify CWP International Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 3 years, AB returned 10.52%/yr vs 23.82%/yr for IDVO. At a 0.42 correlation, their price movements are largely independent.

Performance

AB vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianceBernstein Holding L.P. (AB) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AB achieves a 0.21% return, which is significantly lower than IDVO's 14.12% return.

AB

• 1D: -0.43%
• 1M: -4.48%
• YTD: 0.21%
• 6M: -5.97%
• 1Y: -0.56%
• 3Y*: 10.52%
• 5Y*: 4.42%
• 10Y*: 14.13%

IDVO

• 1D: -1.25%
• 1M: 2.08%
• YTD: 14.12%
• 6M: 14.66%
• 1Y: 35.28%
• 3Y*: 23.82%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AB vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AB AllianceBernstein Holding L.P.	0.21%	13.36%	30.40%	-2.29%	-19.54%
IDVO Amplify CWP International Enhanced Dividend Income ETF	14.12%	36.46%	10.16%	17.53%	5.47%

Correlation

The correlation between AB and IDVO is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (All Time) Calculated using the full available price history since Sep 9, 2022	0.42

The correlation between AB and IDVO shifts across timeframes, from 0.25 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AB vs. IDVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AB

AB Risk / Return Rank: 36
AB Sharpe Ratio Rank: 40
AB Sortino Ratio Rank: 33
AB Omega Ratio Rank: 32
AB Calmar Ratio Rank: 39
AB Martin Ratio Rank: 38

IDVO

IDVO Risk / Return Rank: 67
IDVO Sharpe Ratio Rank: 67
IDVO Sortino Ratio Rank: 64
IDVO Omega Ratio Rank: 67
IDVO Calmar Ratio Rank: 67
IDVO Martin Ratio Rank: 70

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.

AB vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.

	AB	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	2.27	-2.30
Sortino ratio: Return per unit of downside risk	0.12	3.05	-2.93
Omega ratio: Gain probability vs. loss probability	1.01	1.41	-0.40
Calmar ratio: Return relative to maximum drawdown	-0.04	3.42	-3.46
Martin ratio: Return relative to average drawdown	-0.08	13.25	-13.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AB vs. IDVO - Sharpe Ratio Comparison

The current AB Sharpe Ratio is -0.03, which is lower than the IDVO Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AB and IDVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AB	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.03	2.27	-2.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	1.38	-0.92

Drawdowns

AB vs. IDVO - Drawdown Comparison

The maximum AB drawdown since its inception was -87.65%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for AB and IDVO.

Drawdown Indicators

	AB	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-87.65%	-15.46%	-72.19%
Max Drawdown (1Y) Largest decline over 1 year	-14.68%	-10.37%	-4.31%
Max Drawdown (3Y) Largest decline over 3 years	-22.27%	-15.46%	-6.81%
Max Drawdown (5Y) Largest decline over 5 years	-45.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-58.08%	—	—
Current Drawdown Current decline from peak	-9.90%	-1.25%	-8.65%
Average Drawdown Average peak-to-trough decline	-26.22%	-2.30%	-23.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.60%	2.67%	+3.93%

Volatility

AB vs. IDVO - Volatility Comparison

The current volatility for AllianceBernstein Holding L.P. (AB) is 4.54%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 5.20%. This indicates that AB experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AB	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	5.20%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	18.55%	13.05%	+5.50%
Volatility (1Y) Calculated over the trailing 1-year period	22.40%	15.61%	+6.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.25%	16.36%	+11.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.39%	16.36%	+16.03%

Dividends

AB vs. IDVO - Dividend Comparison

AB's dividend yield for the trailing twelve months is around 9.25%, more than IDVO's 5.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AB AllianceBernstein Holding L.P.	9.25%	9.02%	8.03%	8.44%	10.30%	7.33%	8.26%	7.67%	10.54%	8.50%	7.46%	8.09%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.48%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AB and IDVO in my portfolio?

AB and IDVO have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AB or IDVO?

IDVO has higher volatility (5.20%) compared to AB (4.54%). In terms of maximum drawdown, AB dropped -87.65% vs IDVO's -15.46%.

Which has better risk-adjusted returns?

IDVO currently has the higher Sharpe Ratio (2.27 vs -0.03), 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.