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EHY vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHY vs. DIVO - Performance Comparison

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

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EHY vs. DIVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EHY achieves a -25.41% return, which is significantly lower than DIVO's 2.19% return.


EHY

1D
2.24%
1M
0.60%
YTD
-25.41%
6M
1Y
3Y*
5Y*
10Y*

DIVO

1D
0.18%
1M
-3.44%
YTD
2.19%
6M
5.30%
1Y
17.84%
3Y*
14.21%
5Y*
11.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHY vs. DIVO - Expense Ratio Comparison

EHY has a 0.75% expense ratio, which is higher than DIVO's 0.56% expense ratio.


Return for Risk

EHY vs. DIVO — Risk / Return Rank

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

EHY

DIVO
DIVO Risk / Return Rank: 7676
Overall Rank
DIVO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DIVO Omega Ratio Rank: 7777
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7272
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EHY vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Ethereum Max Income Covered Call ETF (EHY) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EHY vs. DIVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EHYDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.14

0.83

-1.97

Correlation

The correlation between EHY and DIVO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EHY vs. DIVO - Dividend Comparison

EHY's dividend yield for the trailing twelve months is around 28.33%, more than DIVO's 6.48% yield.


TTM202520242023202220212020201920182017
EHY
Amplify Ethereum Max Income Covered Call ETF
28.33%8.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.48%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%

Drawdowns

EHY vs. DIVO - Drawdown Comparison

The maximum EHY drawdown since its inception was -51.48%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for EHY and DIVO.


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Drawdown Indicators


EHYDIVODifference

Max Drawdown

Largest peak-to-trough decline

-51.48%

-30.04%

-21.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.72%

Current Drawdown

Current decline from peak

-44.58%

-3.96%

-40.62%

Average Drawdown

Average peak-to-trough decline

-30.01%

-2.62%

-27.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

Volatility

EHY vs. DIVO - Volatility Comparison


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Volatility by Period


EHYDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

63.09%

13.13%

+49.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.09%

11.93%

+51.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.09%

14.93%

+48.16%