BTC-USD vs. IDVO
BTC-USD (Bitcoin) is a cryptocurrency, while IDVO (Amplify CWP International Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 3 years, BTC-USD returned 33.16%/yr vs 22.06%/yr for IDVO. At a 0.27 correlation, their price movements are largely independent.
Performance
BTC-USD vs. IDVO - Performance Comparison
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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*
- —
BTC-USD vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
BTC-USD
IDVO
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-USD | IDVO | Difference | |
|---|---|---|---|
| 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 |
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
| BTC-USD | IDVO | Difference | |
|---|---|---|---|
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-USD | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -49.86% | -3.52% | -46.34% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -2.30% | -40.02% |
Ulcer IndexDepth 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-USD | IDVO | Difference | |
|---|---|---|---|
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.
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