CSTM vs. IDVO
CSTM (Constellium SE) 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, CSTM returned 26.62%/yr vs 21.64%/yr for IDVO. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
CSTM vs. IDVO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSTM achieves a 73.26% return, which is significantly higher than IDVO's 10.75% return.
CSTM
- 1D
- -1.83%
- 1M
- -1.74%
- YTD
- 73.26%
- 6M
- 72.80%
- 1Y
- 147.24%
- 3Y*
- 26.62%
- 5Y*
- 11.01%
- 10Y*
- 21.89%
IDVO
- 1D
- -0.86%
- 1M
- -1.94%
- YTD
- 10.75%
- 6M
- 9.93%
- 1Y
- 29.13%
- 3Y*
- 21.64%
- 5Y*
- —
- 10Y*
- —
CSTM vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSTM Constellium SE | 73.26% | 83.54% | -48.55% | 68.72% | -7.79% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 10.75% | 36.46% | 10.16% | 17.53% | 6.42% |
Correlation
The correlation between CSTM and IDVO is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.54 |
The correlation between CSTM and IDVO has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSTM vs. IDVO — Risk / Return Rank
CSTM
IDVO
CSTM vs. IDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Constellium SE (CSTM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSTM | IDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 9.28 | 2.82 | +6.46 |
| Martin ratioReturn relative to average drawdown | 29.58 | 10.66 | +18.92 |
Loading charts...
Drawdowns
CSTM vs. IDVO - Drawdown Comparison
The maximum CSTM drawdown since its inception was -88.70%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for CSTM and IDVO.
Loading charts...
Drawdown Indicators
| CSTM | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.70% | -15.46% | -73.24% |
Max Drawdown (1Y)Largest decline over 1 year | -15.96% | -10.37% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -66.35% | -15.46% | -50.89% |
Max Drawdown (5Y)Largest decline over 5 years | -66.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -72.30% | — | — |
Current DrawdownCurrent decline from peak | -9.65% | -4.17% | -5.48% |
Average DrawdownAverage peak-to-trough decline | -53.63% | -2.30% | -51.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 2.74% | +2.26% |
Volatility
CSTM vs. IDVO - Volatility Comparison
Constellium SE (CSTM) has a higher volatility of 14.73% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 6.09%. This indicates that CSTM'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.
Loading charts...
Volatility by Period
| CSTM | IDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.73% | 6.09% | +8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 35.49% | 13.95% | +21.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.40% | 16.40% | +30.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.74% | 16.48% | +30.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.26% | 16.48% | +39.78% |
Dividends
CSTM vs. IDVO - Dividend Comparison
CSTM has not paid dividends to shareholders, while IDVO's dividend yield for the trailing twelve months is around 5.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CSTM Constellium SE | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.65% | 5.42% | 6.14% | 5.72% | 1.96% |
Frequently Asked Questions
CSTM and IDVO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSTM has higher volatility (14.73%) compared to IDVO (6.09%). In terms of maximum drawdown, CSTM dropped -88.70% vs IDVO's -15.46%.
CSTM currently has the higher Sharpe Ratio (3.19 vs 1.79), 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.
Find the right allocation for CSTM and IDVO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer