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ELPC vs. RDVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELPC vs. RDVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Paranaense de Energia (ELPC) 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

In the year-to-date period, ELPC achieves a 33.48% return, which is significantly higher than RDVY's 15.31% return.


ELPC

1D
1.04%
1M
-0.93%
YTD
33.48%
6M
43.28%
1Y
53.31%
3Y*
5Y*
10Y*

RDVY

1D
1.22%
1M
4.57%
YTD
15.31%
6M
13.26%
1Y
30.88%
3Y*
22.14%
5Y*
12.70%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELPC vs. RDVY - Yearly Performance Comparison


2026 (YTD)202520242023
ELPC
Companhia Paranaense de Energia
33.48%89.60%-30.59%3.55%
RDVY
First Trust Rising Dividend Achievers ETF
15.31%18.90%16.41%-0.56%

Correlation

The correlation between ELPC and RDVY 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 (All Time)
Calculated using the full available price history since Dec 29, 2023

0.26

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Return for Risk

ELPC vs. RDVY — Risk / Return Rank

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

ELPC
ELPC Risk / Return Rank: 8080
Overall Rank
ELPC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ELPC Sortino Ratio Rank: 7575
Sortino Ratio Rank
ELPC Omega Ratio Rank: 7373
Omega Ratio Rank
ELPC Calmar Ratio Rank: 8585
Calmar Ratio Rank
ELPC Martin Ratio Rank: 8585
Martin Ratio Rank

RDVY
RDVY Risk / Return Rank: 7878
Overall Rank
RDVY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 7979
Sortino Ratio Rank
RDVY Omega Ratio Rank: 7373
Omega Ratio Rank
RDVY Calmar Ratio Rank: 7777
Calmar Ratio Rank
RDVY Martin Ratio Rank: 8383
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.

ELPC vs. RDVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Paranaense de Energia (ELPC) 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.

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.


ELPCRDVYDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

3.05

3.43

-0.38

Martin ratioReturn relative to average drawdown

8.15

14.43

-6.28

ELPC vs. RDVY - Sharpe Ratio Comparison

The current ELPC Sharpe Ratio is 1.34, which is lower than the RDVY Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ELPC and RDVY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ELPC vs. RDVY - Drawdown Comparison

The maximum ELPC drawdown since its inception was -31.85%, smaller than the maximum RDVY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for ELPC and RDVY.


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Drawdown Indicators


ELPCRDVYDifference

Max Drawdown

Largest peak-to-trough decline

-31.85%

-40.60%

+8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-9.04%

-8.50%

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

-12.69%

0.00%

-12.69%

Average Drawdown

Average peak-to-trough decline

-11.19%

-4.98%

-6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

2.14%

+4.42%

Volatility

ELPC vs. RDVY - Volatility Comparison

Companhia Paranaense de Energia (ELPC) has a higher volatility of 7.80% compared to First Trust Rising Dividend Achievers ETF (RDVY) at 4.98%. This indicates that ELPC's price experiences larger fluctuations and is considered to be riskier than RDVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELPCRDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

4.98%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

29.45%

11.60%

+17.85%

Volatility (1Y)

Calculated over the trailing 1-year period

40.05%

14.48%

+25.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.84%

18.97%

+18.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.84%

21.09%

+16.75%

Dividends

ELPC vs. RDVY - Dividend Comparison

ELPC's dividend yield for the trailing twelve months is around 6.84%, more than RDVY's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
ELPC
Companhia Paranaense de Energia
6.84%2.86%5.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RDVY
First Trust Rising Dividend Achievers ETF
1.06%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


ELPC and RDVY 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.

ELPC has higher volatility (7.80%) compared to RDVY (4.98%). In terms of maximum drawdown, ELPC dropped -31.85% vs RDVY's -40.60%.

RDVY currently has the higher Sharpe Ratio (2.14 vs 1.34), 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.

Portfolio Optimizer

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