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CCOR vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCOR and DIVO is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

CCOR vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
20.70%
129.90%
CCOR
DIVO

Key characteristics

Sharpe Ratio

CCOR:

0.38

DIVO:

0.64

Sortino Ratio

CCOR:

0.75

DIVO:

1.00

Omega Ratio

CCOR:

1.09

DIVO:

1.14

Calmar Ratio

CCOR:

0.23

DIVO:

0.74

Martin Ratio

CCOR:

1.19

DIVO:

2.95

Ulcer Index

CCOR:

4.33%

DIVO:

3.05%

Daily Std Dev

CCOR:

13.56%

DIVO:

14.00%

Max Drawdown

CCOR:

-23.00%

DIVO:

-30.04%

Current Drawdown

CCOR:

-13.55%

DIVO:

-6.50%

Returns By Period

In the year-to-date period, CCOR achieves a 7.76% return, which is significantly higher than DIVO's -1.09% return.


CCOR

YTD

7.76%

1M

5.08%

6M

2.78%

1Y

5.63%

5Y*

-0.03%

10Y*

N/A

DIVO

YTD

-1.09%

1M

-3.83%

6M

-1.43%

1Y

8.33%

5Y*

13.17%

10Y*

N/A

*Annualized

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CCOR vs. DIVO - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than DIVO's 0.55% expense ratio.


Expense ratio chart for CCOR: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CCOR: 1.09%
Expense ratio chart for DIVO: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIVO: 0.55%

Risk-Adjusted Performance

CCOR vs. DIVO — Risk-Adjusted Performance Rank

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

CCOR
The Risk-Adjusted Performance Rank of CCOR is 4949
Overall Rank
The Sharpe Ratio Rank of CCOR is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of CCOR is 5555
Sortino Ratio Rank
The Omega Ratio Rank of CCOR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CCOR is 4242
Calmar Ratio Rank
The Martin Ratio Rank of CCOR is 4747
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7171
Overall Rank
The Sharpe Ratio Rank of DIVO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CCOR vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) 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.


The chart of Sharpe ratio for CCOR, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
CCOR: 0.38
DIVO: 0.64
The chart of Sortino ratio for CCOR, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
CCOR: 0.75
DIVO: 1.00
The chart of Omega ratio for CCOR, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
CCOR: 1.09
DIVO: 1.14
The chart of Calmar ratio for CCOR, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.0012.00
CCOR: 0.23
DIVO: 0.74
The chart of Martin ratio for CCOR, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
CCOR: 1.19
DIVO: 2.95

The current CCOR Sharpe Ratio is 0.38, which is lower than the DIVO Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CCOR and DIVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
0.64
CCOR
DIVO

Dividends

CCOR vs. DIVO - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.01%, less than DIVO's 4.92% yield.


TTM20242023202220212020201920182017
CCOR
Core Alternative ETF
1.01%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.92%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

CCOR vs. DIVO - Drawdown Comparison

The maximum CCOR drawdown since its inception was -23.00%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for CCOR and DIVO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.55%
-6.50%
CCOR
DIVO

Volatility

CCOR vs. DIVO - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 8.56%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 10.10%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.56%
10.10%
CCOR
DIVO