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BTC-USD vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTC-USD vs. IDVO - Performance Comparison

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

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Returns By Period

In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than IDVO's 11.49% return.


BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%

IDVO

1D
0.24%
1M
-2.10%
YTD
11.49%
6M
12.59%
1Y
31.78%
3Y*
22.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-14.45%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
11.49%36.46%10.16%17.53%5.47%

Correlation

The correlation between BTC-USD and IDVO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2022

0.27

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Return for Risk

BTC-USD vs. IDVO — Risk / Return Rank

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

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 6767
Overall Rank
IDVO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 6464
Sortino Ratio Rank
IDVO Omega Ratio Rank: 6767
Omega Ratio Rank
IDVO Calmar Ratio Rank: 6868
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7070
Martin Ratio Rank
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.

BTC-USD vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.


BTC-USDIDVODifference
Sharpe ratioReturn per unit of total volatility

-2.95

Sortino ratioReturn per unit of downside risk

-4.03

Omega ratioGain probability vs. loss probability

0.86

1.36

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.80

3.08

-3.88

Martin ratioReturn relative to average drawdown

-1.42

11.84

-13.26

BTC-USD vs. IDVO - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.95, which is lower than the IDVO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BTC-USD 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.


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Sharpe Ratios by Period


BTC-USDIDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

2.00

-2.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

1.32

-0.19

Drawdowns

BTC-USD vs. IDVO - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IDVO.


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Drawdown Indicators


BTC-USDIDVODifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-15.46%

-69.84%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-10.37%

-40.84%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-15.46%

-35.75%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-49.86%

-3.52%

-46.34%

Average Drawdown

Average peak-to-trough decline

-42.32%

-2.30%

-40.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

2.69%

+31.77%

Volatility

BTC-USD vs. IDVO - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 5.30%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.59%

5.30%

+6.29%

Volatility (6M)

Calculated over the trailing 6-month period

34.53%

13.50%

+21.03%

Volatility (1Y)

Calculated over the trailing 1-year period

35.67%

16.02%

+19.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.95%

16.43%

+28.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

16.43%

+40.28%

Frequently Asked Questions


BTC-USD and IDVO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.59%) compared to IDVO (5.30%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs IDVO's -15.46%.

IDVO currently has the higher Sharpe Ratio (2.00 vs -0.95), 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.

Portfolio Optimizer

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