AVHNY vs. DIVO
AVHNY (Ackermans & Van Haaren NV ADR) is a stock, while DIVO (Amplify CWP Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past year, AVHNY returned 68.42% vs 18.37% for DIVO. At a 0.04 correlation, their price movements are largely independent.
Performance
AVHNY vs. DIVO - Performance Comparison
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Returns By Period
In the year-to-date period, AVHNY achieves a 2.08% return, which is significantly lower than DIVO's 5.53% return.
AVHNY
- 1D
- 0.00%
- 1M
- 2.08%
- YTD
- 2.08%
- 6M
- 68.42%
- 1Y
- 68.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIVO
- 1D
- -0.54%
- 1M
- 2.34%
- YTD
- 5.53%
- 6M
- 5.82%
- 1Y
- 18.37%
- 3Y*
- 15.35%
- 5Y*
- 10.61%
- 10Y*
- —
AVHNY vs. DIVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AVHNY Ackermans & Van Haaren NV ADR | 2.08% | 76.45% | 0.00% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 5.53% | 17.40% | -1.42% |
Correlation
The correlation between AVHNY and DIVO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024 | 0.04 |
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Return for Risk
AVHNY vs. DIVO — Risk / Return Rank
AVHNY
DIVO
AVHNY vs. DIVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ackermans & Van Haaren NV ADR (AVHNY) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.
| AVHNY | DIVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | +22.60 | ||
| Omega ratioGain probability vs. loss probability | 26.45 | 1.36 | +25.08 |
| Calmar ratioReturn relative to maximum drawdown | 26.47 | 3.10 | +23.37 |
| Martin ratioReturn relative to average drawdown | 43.70 | 11.21 | +32.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVHNY | DIVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.06 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.85 | +0.19 |
Drawdowns
AVHNY vs. DIVO - Drawdown Comparison
The maximum AVHNY drawdown since its inception was -2.64%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for AVHNY and DIVO.
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Drawdown Indicators
| AVHNY | DIVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.64% | -30.04% | +27.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | -5.95% | +3.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.72% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.82% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -2.61% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.64% | -0.05% |
Volatility
AVHNY vs. DIVO - Volatility Comparison
Ackermans & Van Haaren NV ADR (AVHNY) and Amplify CWP Enhanced Dividend Income ETF (DIVO) have volatilities of 2.05% and 2.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVHNY | DIVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.01% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 50.10% | 6.88% | +43.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.52% | 8.97% | +56.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.03% | 11.94% | +47.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.03% | 14.84% | +44.19% |
Dividends
AVHNY vs. DIVO - Dividend Comparison
AVHNY's dividend yield for the trailing twelve months is around 3.68%, less than DIVO's 6.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AVHNY Ackermans & Van Haaren NV ADR | 3.68% | 1.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.42% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% |
Frequently Asked Questions
AVHNY and DIVO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVHNY has higher volatility (2.05%) compared to DIVO (2.01%). In terms of maximum drawdown, AVHNY dropped -2.64% vs DIVO's -30.04%.
DIVO currently has the higher Sharpe Ratio (2.06 vs 1.07), 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.
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