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ELP vs. RDVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELP vs. RDVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Paranaense de Energia - COPEL (ELP) and First Trust Rising Dividend Achievers ETF (RDVY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ELP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

RDVY

1D
1.13%
1M
3.30%
YTD
11.06%
6M
11.87%
1Y
28.04%
3Y*
21.09%
5Y*
11.26%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELP vs. RDVY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELP
Companhia Paranaense de Energia - COPEL
0.00%72.16%-26.84%22.60%39.20%-11.33%-11.91%126.44%15.91%-1.77%
RDVY
First Trust Rising Dividend Achievers ETF
11.06%18.90%16.41%20.38%-13.27%31.14%13.47%37.71%-9.92%22.75%

Correlation

The correlation between ELP and RDVY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2014

0.28

The correlation between ELP and RDVY shifts across timeframes, from 0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ELP vs. RDVY — Risk / Return Rank

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

ELP

RDVY
RDVY Risk / Return Rank: 6363
Overall Rank
RDVY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 6262
Sortino Ratio Rank
RDVY Omega Ratio Rank: 5959
Omega Ratio Rank
RDVY Calmar Ratio Rank: 6363
Calmar Ratio Rank
RDVY Martin Ratio Rank: 7171
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.

ELP vs. RDVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia - COPEL (ELP) and First Trust Rising Dividend Achievers ETF (RDVY). 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.

ELP vs. RDVY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ELPRDVYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Drawdowns

ELP vs. RDVY - Drawdown Comparison


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Drawdown Indicators


ELPRDVYDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

Volatility

ELP vs. RDVY - Volatility Comparison


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Volatility by Period


ELPRDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

Dividends

ELP vs. RDVY - Dividend Comparison

ELP's dividend yield for the trailing twelve months is around 6.18%, more than RDVY's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
ELP
Companhia Paranaense de Energia - COPEL
6.18%9.41%5.07%3.93%8.63%12.84%4.23%4.11%11.43%10.18%3.64%4.94%
RDVY
First Trust Rising Dividend Achievers ETF
0.91%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%

Frequently Asked Questions


ELP and RDVY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ELP and RDVY

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