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EHY vs. QDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHY vs. QDVO - 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 Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

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EHY vs. QDVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EHY achieves a -25.41% return, which is significantly lower than QDVO's -4.93% return.


EHY

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

QDVO

1D
0.86%
1M
-2.96%
YTD
-4.93%
6M
-2.40%
1Y
21.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHY vs. QDVO - Expense Ratio Comparison

EHY has a 0.75% expense ratio, which is higher than QDVO's 0.55% expense ratio.


Return for Risk

EHY vs. QDVO — Risk / Return Rank

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

EHY

QDVO
QDVO Risk / Return Rank: 7070
Overall Rank
QDVO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QDVO Sortino Ratio Rank: 7070
Sortino Ratio Rank
QDVO Omega Ratio Rank: 6868
Omega Ratio Rank
QDVO Calmar Ratio Rank: 7777
Calmar Ratio Rank
QDVO Martin Ratio Rank: 7373
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. QDVO - 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 Growth & Income ETF (QDVO). 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. QDVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EHYQDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.14

0.92

-2.06

Correlation

The correlation between EHY and QDVO is 0.55, 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.


Dividends

EHY vs. QDVO - Dividend Comparison

EHY's dividend yield for the trailing twelve months is around 28.33%, more than QDVO's 11.17% yield.


TTM20252024
EHY
Amplify Ethereum Max Income Covered Call ETF
28.33%8.87%0.00%
QDVO
Amplify CWP Growth & Income ETF
11.17%9.92%2.79%

Drawdowns

EHY vs. QDVO - Drawdown Comparison

The maximum EHY drawdown since its inception was -51.48%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for EHY and QDVO.


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Drawdown Indicators


EHYQDVODifference

Max Drawdown

Largest peak-to-trough decline

-51.48%

-17.75%

-33.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

Current Drawdown

Current decline from peak

-44.58%

-6.70%

-37.88%

Average Drawdown

Average peak-to-trough decline

-30.01%

-2.51%

-27.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

Volatility

EHY vs. QDVO - Volatility Comparison


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Volatility by Period


EHYQDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

63.09%

18.61%

+44.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.09%

18.01%

+45.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.09%

18.01%

+45.08%