DXCM vs. DIVO
DXCM (DexCom, Inc.) is a stock, while DIVO (Amplify CWP Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 5 years, DXCM returned -5.51%/yr vs 10.91%/yr for DIVO. At a 0.29 correlation, their price movements are largely independent.
Performance
DXCM vs. DIVO - Performance Comparison
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Returns By Period
In the year-to-date period, DXCM achieves a 13.56% return, which is significantly higher than DIVO's 6.43% return.
DXCM
- 1D
- 0.16%
- 1M
- 28.68%
- YTD
- 13.56%
- 6M
- 12.56%
- 1Y
- -9.03%
- 3Y*
- -15.73%
- 5Y*
- -5.51%
- 10Y*
- 15.17%
DIVO
- 1D
- 0.72%
- 1M
- 2.59%
- YTD
- 6.43%
- 6M
- 5.62%
- 1Y
- 18.49%
- 3Y*
- 15.47%
- 5Y*
- 10.91%
- 10Y*
- —
DXCM vs. DIVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXCM DexCom, Inc. | 13.56% | -14.66% | -37.33% | 9.58% | -15.64% | 45.23% | 69.02% | 82.59% | 108.75% | -3.87% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.43% | 17.40% | 16.22% | 6.95% | -1.46% | 22.87% | 12.40% | 24.90% | -3.18% | 21.41% |
Correlation
The correlation between DXCM and DIVO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2016 | 0.29 |
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Return for Risk
DXCM vs. DIVO — Risk / Return Rank
DXCM
DIVO
DXCM vs. DIVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) 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.
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.
| DXCM | DIVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 3.12 | -3.36 |
| Martin ratioReturn relative to average drawdown | -0.40 | 11.23 | -11.63 |
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Drawdowns
DXCM vs. DIVO - Drawdown Comparison
The maximum DXCM drawdown since its inception was -94.61%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for DXCM and DIVO.
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Drawdown Indicators
| DXCM | DIVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.61% | -30.04% | -64.57% |
Max Drawdown (1Y)Largest decline over 1 year | -38.75% | -5.95% | -32.80% |
Max Drawdown (3Y)Largest decline over 3 years | -60.95% | -12.12% | -48.83% |
Max Drawdown (5Y)Largest decline over 5 years | -66.32% | -13.72% | -52.60% |
Max Drawdown (10Y)Largest decline over 10 years | -66.32% | — | — |
Current DrawdownCurrent decline from peak | -53.71% | -0.19% | -53.52% |
Average DrawdownAverage peak-to-trough decline | -36.02% | -2.61% | -33.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.77% | 1.65% | +21.12% |
Volatility
DXCM vs. DIVO - Volatility Comparison
DexCom, Inc. (DXCM) has a higher volatility of 13.27% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.71%. This indicates that DXCM'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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Volatility by Period
| DXCM | DIVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.27% | 2.71% | +10.56% |
Volatility (6M)Calculated over the trailing 6-month period | 25.48% | 7.13% | +18.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.74% | 9.20% | +31.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.98% | 11.97% | +35.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.43% | 14.83% | +33.60% |
Dividends
DXCM vs. DIVO - Dividend Comparison
DXCM has not paid dividends to shareholders, while DIVO's dividend yield for the trailing twelve months is around 6.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.36% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% |
DXCM DexCom, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DXCM and DIVO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXCM has higher volatility (13.27%) compared to DIVO (2.71%). In terms of maximum drawdown, DXCM dropped -94.61% vs DIVO's -30.04%.
DIVO currently has the higher Sharpe Ratio (2.02 vs -0.22), 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.
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