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

Key characteristics


DOGGDIVO
YTD Return3.38%14.94%
1Y Return12.95%19.05%
Sharpe Ratio0.952.22
Daily Std Dev13.36%8.62%
Max Drawdown-7.62%-30.04%
Current Drawdown-0.38%-0.05%

Correlation

-0.50.00.51.00.7

The correlation between DOGG and DIVO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DOGG vs. DIVO - Performance Comparison

In the year-to-date period, DOGG achieves a 3.38% return, which is significantly lower than DIVO's 14.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
3.24%
7.55%
DOGG
DIVO

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DOGG vs. DIVO - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than DIVO's 0.55% expense ratio.


DOGG
FT Cboe Vest DJIA Dogs 10 Target Income ETF
Expense ratio chart for DOGG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

DOGG vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) 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.


DOGG
Sharpe ratio
The chart of Sharpe ratio for DOGG, currently valued at 0.95, compared to the broader market0.002.004.000.95
Sortino ratio
The chart of Sortino ratio for DOGG, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.0010.0012.001.46
Omega ratio
The chart of Omega ratio for DOGG, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for DOGG, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.67
Martin ratio
The chart of Martin ratio for DOGG, currently valued at 4.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.25
DIVO
Sharpe ratio
The chart of Sharpe ratio for DIVO, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for DIVO, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.0012.003.12
Omega ratio
The chart of Omega ratio for DIVO, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for DIVO, currently valued at 2.57, compared to the broader market0.005.0010.0015.002.57
Martin ratio
The chart of Martin ratio for DIVO, currently valued at 11.19, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.19

DOGG vs. DIVO - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 0.95, which is lower than the DIVO Sharpe Ratio of 2.22. The chart below compares the 12-month rolling Sharpe Ratio of DOGG and DIVO.


Rolling 12-month Sharpe Ratio0.501.001.502.00May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
0.95
2.22
DOGG
DIVO

Dividends

DOGG vs. DIVO - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 9.15%, more than DIVO's 4.44% yield.


TTM2023202220212020201920182017
DOGG
FT Cboe Vest DJIA Dogs 10 Target Income ETF
9.15%5.89%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.44%4.67%4.76%4.79%4.91%8.16%5.27%3.83%

Drawdowns

DOGG vs. DIVO - Drawdown Comparison

The maximum DOGG drawdown since its inception was -7.62%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for DOGG and DIVO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.38%
-0.05%
DOGG
DIVO

Volatility

DOGG vs. DIVO - Volatility Comparison

FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 3.22% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.56%. This indicates that DOGG's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.22%
2.56%
DOGG
DIVO