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

Correlation

The correlation between EINC and DIVO is 0.51, 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.


-0.50.00.51.00.5

Performance

EINC vs. DIVO - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
99.38%
147.12%
EINC
DIVO

Key characteristics

Sharpe Ratio

EINC:

2.85

DIVO:

2.01

Sortino Ratio

EINC:

3.75

DIVO:

2.88

Omega Ratio

EINC:

1.50

DIVO:

1.37

Calmar Ratio

EINC:

0.84

DIVO:

3.21

Martin Ratio

EINC:

19.22

DIVO:

11.81

Ulcer Index

EINC:

2.16%

DIVO:

1.54%

Daily Std Dev

EINC:

14.56%

DIVO:

9.03%

Max Drawdown

EINC:

-87.56%

DIVO:

-30.04%

Current Drawdown

EINC:

-28.02%

DIVO:

-5.09%

Returns By Period

In the year-to-date period, EINC achieves a 40.08% return, which is significantly higher than DIVO's 16.26% return.


EINC

YTD

40.08%

1M

-5.49%

6M

20.64%

1Y

40.90%

5Y*

16.43%

10Y*

0.20%

DIVO

YTD

16.26%

1M

-1.94%

6M

7.12%

1Y

17.24%

5Y*

11.21%

10Y*

N/A

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EINC vs. DIVO - Expense Ratio Comparison

EINC has a 0.45% expense ratio, which is lower than DIVO's 0.55% expense ratio.


DIVO
Amplify CWP Enhanced Dividend Income ETF
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%
Expense ratio chart for EINC: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

EINC vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Energy Income ETF (EINC) 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.


Sharpe ratio
The chart of Sharpe ratio for EINC, currently valued at 2.85, compared to the broader market0.002.004.002.852.01
The chart of Sortino ratio for EINC, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.003.752.88
The chart of Omega ratio for EINC, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.37
The chart of Calmar ratio for EINC, currently valued at 3.87, compared to the broader market0.005.0010.0015.003.873.21
The chart of Martin ratio for EINC, currently valued at 19.22, compared to the broader market0.0020.0040.0060.0080.00100.0019.2211.81
EINC
DIVO

The current EINC Sharpe Ratio is 2.85, which is higher than the DIVO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of EINC 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.85
2.01
EINC
DIVO

Dividends

EINC vs. DIVO - Dividend Comparison

EINC's dividend yield for the trailing twelve months is around 3.40%, less than DIVO's 4.63% yield.


TTM20232022202120202019201820172016201520142013
EINC
VanEck Energy Income ETF
3.40%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%12.41%8.90%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.63%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%0.00%

Drawdowns

EINC vs. DIVO - Drawdown Comparison

The maximum EINC drawdown since its inception was -87.56%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for EINC and DIVO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.87%
-5.09%
EINC
DIVO

Volatility

EINC vs. DIVO - Volatility Comparison

VanEck Energy Income ETF (EINC) has a higher volatility of 7.11% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.23%. This indicates that EINC'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%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.11%
3.23%
EINC
DIVO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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