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

Correlation

The correlation between DIVO and SVOL is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

DIVO vs. SVOL - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
37.98%
26.45%
DIVO
SVOL

Key characteristics

Sharpe Ratio

DIVO:

0.93

SVOL:

-0.24

Sortino Ratio

DIVO:

1.38

SVOL:

-0.13

Omega Ratio

DIVO:

1.20

SVOL:

0.98

Calmar Ratio

DIVO:

1.07

SVOL:

-0.24

Martin Ratio

DIVO:

4.11

SVOL:

-0.99

Ulcer Index

DIVO:

3.15%

SVOL:

8.02%

Daily Std Dev

DIVO:

14.00%

SVOL:

33.01%

Max Drawdown

DIVO:

-30.04%

SVOL:

-33.50%

Current Drawdown

DIVO:

-3.85%

SVOL:

-15.89%

Returns By Period

In the year-to-date period, DIVO achieves a 1.71% return, which is significantly higher than SVOL's -11.58% return.


DIVO

YTD

1.71%

1M

7.91%

6M

2.71%

1Y

11.62%

5Y*

13.86%

10Y*

N/A

SVOL

YTD

-11.58%

1M

13.19%

6M

-9.84%

1Y

-9.31%

5Y*

N/A

10Y*

N/A

*Annualized

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DIVO vs. SVOL - Expense Ratio Comparison

DIVO has a 0.55% expense ratio, which is higher than SVOL's 0.50% expense ratio.


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

Risk-Adjusted Performance

DIVO vs. SVOL — Risk-Adjusted Performance Rank

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

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7777
Overall Rank
The Sharpe Ratio Rank of DIVO is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7878
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 88
Overall Rank
The Sharpe Ratio Rank of SVOL is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 99
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 99
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 77
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 55
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.

DIVO vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and Simplify Volatility Premium ETF (SVOL). 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 DIVO, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.00
DIVO: 0.93
SVOL: -0.24
The chart of Sortino ratio for DIVO, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.00
DIVO: 1.38
SVOL: -0.13
The chart of Omega ratio for DIVO, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
DIVO: 1.20
SVOL: 0.98
The chart of Calmar ratio for DIVO, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.00
DIVO: 1.07
SVOL: -0.24
The chart of Martin ratio for DIVO, currently valued at 4.11, compared to the broader market0.0020.0040.0060.00
DIVO: 4.11
SVOL: -0.99

The current DIVO Sharpe Ratio is 0.93, which is higher than the SVOL Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of DIVO and SVOL, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.93
-0.24
DIVO
SVOL

Dividends

DIVO vs. SVOL - Dividend Comparison

DIVO's dividend yield for the trailing twelve months is around 4.81%, less than SVOL's 19.39% yield.


TTM20242023202220212020201920182017
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.81%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%
SVOL
Simplify Volatility Premium ETF
19.39%16.79%16.36%18.32%4.65%0.00%0.00%0.00%0.00%

Drawdowns

DIVO vs. SVOL - Drawdown Comparison

The maximum DIVO drawdown since its inception was -30.04%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for DIVO and SVOL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.85%
-15.89%
DIVO
SVOL

Volatility

DIVO vs. SVOL - Volatility Comparison

The current volatility for Amplify CWP Enhanced Dividend Income ETF (DIVO) is 10.07%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 27.79%. This indicates that DIVO experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
10.07%
27.79%
DIVO
SVOL