EVO vs. QDVO
EVO (Evotec SE ADR) is a stock, while QDVO (Amplify CWP Growth & Income ETF) is Derivative Income fund actively managed by Amplify. Over the past year, EVO returned -53.32% vs 18.64% for QDVO. At a 0.26 correlation, their price movements are largely independent.
Performance
EVO vs. QDVO - Performance Comparison
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Returns By Period
In the year-to-date period, EVO achieves a -36.04% return, which is significantly lower than QDVO's 8.27% return.
EVO
- 1D
- -1.99%
- 1M
- -26.77%
- 6M
- -45.58%
- YTD
- -36.04%
- 1Y
- -53.32%
- 3Y*
- -45.73%
- 5Y*
- -37.59%
- 10Y*
- -0.80%
QDVO
- 1D
- -0.90%
- 1M
- 0.68%
- 6M
- 8.30%
- YTD
- 8.27%
- 1Y
- 18.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVO vs. QDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVO Evotec SE ADR | -36.04% | -25.96% | 34.19% |
QDVO Amplify CWP Growth & Income ETF | 8.27% | 20.16% | 9.76% |
Correlation
The correlation between EVO and QDVO 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 Aug 22, 2024 | 0.26 |
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Return for Risk
EVO vs. QDVO — Risk / Return Rank
EVO
QDVO
EVO vs. QDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evotec SE ADR (EVO) 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.
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.
| EVO | QDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.26 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 1.83 | -2.83 |
| Martin ratioReturn relative to average drawdown | -2.06 | 6.83 | -8.89 |
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Drawdowns
EVO vs. QDVO - Drawdown Comparison
The maximum EVO drawdown since its inception was -92.57%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for EVO and QDVO.
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Drawdown Indicators
| EVO | QDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.57% | -17.75% | -74.82% |
Max Drawdown (1Y)Largest decline over 1 year | -53.76% | -10.21% | -43.55% |
Max Drawdown (3Y)Largest decline over 3 years | -85.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -92.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -92.57% | — | — |
Current DrawdownCurrent decline from peak | -92.57% | -2.33% | -90.24% |
Average DrawdownAverage peak-to-trough decline | -34.11% | -2.42% | -31.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.96% | 2.74% | +23.22% |
Volatility
EVO vs. QDVO - Volatility Comparison
Evotec SE ADR (EVO) has a higher volatility of 20.66% compared to Amplify CWP Growth & Income ETF (QDVO) at 4.04%. This indicates that EVO's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVO | QDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.66% | 4.04% | +16.62% |
Volatility (6M)Calculated over the trailing 6-month period | 44.31% | 10.00% | +34.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.27% | 12.86% | +43.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.30% | 17.41% | +41.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.99% | 17.41% | +34.58% |
Dividends
EVO vs. QDVO - Dividend Comparison
EVO has not paid dividends to shareholders, while QDVO's dividend yield for the trailing twelve months is around 10.49%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EVO Evotec SE ADR | 0.00% | 0.00% | 0.00% |
QDVO Amplify CWP Growth & Income ETF | 10.49% | 9.92% | 2.79% |
Frequently Asked Questions
EVO and QDVO 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.
EVO has higher volatility (20.66%) compared to QDVO (4.04%). In terms of maximum drawdown, EVO dropped -92.57% vs QDVO's -17.75%.
QDVO currently has the higher Sharpe Ratio (1.46 vs -0.95), 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.
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