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

Correlation

The correlation between DOGG and DIVO is 0.46, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DOGG:

0.53

DIVO:

0.97

Sortino Ratio

DOGG:

0.80

DIVO:

1.36

Omega Ratio

DOGG:

1.10

DIVO:

1.20

Calmar Ratio

DOGG:

0.70

DIVO:

1.05

Martin Ratio

DOGG:

1.67

DIVO:

3.97

Ulcer Index

DOGG:

4.70%

DIVO:

3.21%

Daily Std Dev

DOGG:

15.16%

DIVO:

14.07%

Max Drawdown

DOGG:

-11.19%

DIVO:

-30.04%

Current Drawdown

DOGG:

-5.56%

DIVO:

-1.89%

Returns By Period

In the year-to-date period, DOGG achieves a 7.65% return, which is significantly higher than DIVO's 3.79% return.


DOGG

YTD

7.65%

1M

0.67%

6M

2.30%

1Y

7.99%

3Y*

N/A

5Y*

N/A

10Y*

N/A

DIVO

YTD

3.79%

1M

3.42%

6M

-1.53%

1Y

13.53%

3Y*

9.75%

5Y*

13.22%

10Y*

N/A

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DOGG vs. DIVO — Risk-Adjusted Performance Rank

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

DOGG
The Risk-Adjusted Performance Rank of DOGG is 4949
Overall Rank
The Sharpe Ratio Rank of DOGG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGG is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DOGG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DOGG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DOGG is 4747
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7878
Overall Rank
The Sharpe Ratio Rank of DIVO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7979
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.

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.


The current DOGG Sharpe Ratio is 0.53, which is lower than the DIVO Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DOGG 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DOGG vs. DIVO - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 9.36%, more than DIVO's 4.76% yield.


TTM20242023202220212020201920182017
DOGG
FT Cboe Vest DJIA Dogs 10 Target Income ETF
9.36%9.93%5.90%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.76%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

DOGG vs. DIVO - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DOGG vs. DIVO - Volatility Comparison

FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 4.34% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.09%. 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.


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