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 -28.29% vs 27.43% for QDVO. At a 0.25 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 -6.17% return, which is significantly lower than QDVO's 9.80% return.
EVO
- 1D
- -2.03%
- 1M
- -7.37%
- YTD
- -6.17%
- 6M
- -9.40%
- 1Y
- -28.29%
- 3Y*
- -37.20%
- 5Y*
- -33.28%
- 10Y*
- 2.47%
QDVO
- 1D
- -0.55%
- 1M
- 4.45%
- YTD
- 9.80%
- 6M
- 9.65%
- 1Y
- 27.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVO vs. QDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVO Evotec SE ADR | -6.17% | -25.96% | 34.63% |
QDVO Amplify CWP Growth & Income ETF | 9.80% | 20.16% | 11.80% |
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 23, 2024 | 0.25 |
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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.
| EVO | QDVO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.53 | 2.26 | -2.79 |
Sortino ratioReturn per unit of downside risk | -0.48 | 3.10 | -3.57 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.40 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.70 | -3.29 |
Martin ratioReturn relative to average drawdown | -1.12 | 10.98 | -12.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVO | QDVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.53 | 2.26 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.57 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 1.41 | -1.33 |
Drawdowns
EVO vs. QDVO - Drawdown Comparison
The maximum EVO drawdown since its inception was -91.29%, 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 | -91.29% | -17.75% | -73.54% |
Max Drawdown (1Y)Largest decline over 1 year | -47.97% | -10.21% | -37.76% |
Max Drawdown (3Y)Largest decline over 3 years | -82.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -91.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -91.29% | — | — |
Current DrawdownCurrent decline from peak | -89.10% | -0.94% | -88.16% |
Average DrawdownAverage peak-to-trough decline | -33.72% | -2.37% | -31.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.22% | 2.51% | +22.71% |
Volatility
EVO vs. QDVO - Volatility Comparison
Evotec SE ADR (EVO) has a higher volatility of 16.03% compared to Amplify CWP Growth & Income ETF (QDVO) at 2.89%. 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 | 16.03% | 2.89% | +13.14% |
Volatility (6M)Calculated over the trailing 6-month period | 40.59% | 8.87% | +31.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.46% | 12.22% | +41.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.58% | 17.44% | +41.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.63% | 17.44% | +34.19% |
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 10.12%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EVO Evotec SE ADR | 0.00% | 0.00% | 0.00% |
QDVO Amplify CWP Growth & Income ETF | 10.12% | 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 (16.03%) compared to QDVO (2.89%). In terms of maximum drawdown, EVO dropped -91.29% vs QDVO's -17.75%.
QDVO currently has the higher Sharpe Ratio (2.26 vs -0.53), 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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