EVO vs. QDVO

Last updated Apr 2, 2026

Compare and contrast key facts about Evotec SE ADR (EVO) and Amplify CWP Growth & Income ETF (QDVO).

QDVO is an actively managed fund by Amplify. It was launched on Aug 22, 2024.

Performance

EVO vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evotec SE ADR (EVO) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

EVO vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EVO Evotec SE ADR	-17.53%	-25.96%	34.63%
QDVO Amplify CWP Growth & Income ETF	-4.93%	20.16%	11.80%

Returns By Period

In the year-to-date period, EVO achieves a -17.53% return, which is significantly lower than QDVO's -4.93% return.

EVO

• 1D: 1.60%
• 1M: -22.56%
• YTD: -17.53%
• 6M: -32.45%
• 1Y: -23.95%
• 3Y*: -37.59%
• 5Y*: -32.75%
• 10Y*: 3.62%

QDVO

• 1D: 0.86%
• 1M: -2.96%
• YTD: -4.93%
• 6M: -2.40%
• 1Y: 21.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EVO vs. QDVO — Risk / Return Rank

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

EVO

EVO Risk / Return Rank: 23
EVO Sharpe Ratio Rank: 22
EVO Sortino Ratio Rank: 23
EVO Omega Ratio Rank: 23
EVO Calmar Ratio Rank: 25
EVO Martin Ratio Rank: 23

QDVO

QDVO Risk / Return Rank: 70
QDVO Sharpe Ratio Rank: 62
QDVO Sortino Ratio Rank: 70
QDVO Omega Ratio Rank: 68
QDVO Calmar Ratio Rank: 77
QDVO Martin Ratio Rank: 73

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.

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 ratio Return per unit of total volatility	-0.41	1.14	-1.55
Sortino ratio Return per unit of downside risk	-0.25	1.79	-2.04
Omega ratio Gain probability vs. loss probability	0.97	1.26	-0.29
Calmar ratio Return relative to maximum drawdown	-0.47	2.13	-2.60
Martin ratio Return relative to average drawdown	-0.96	7.94	-8.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EVO vs. QDVO - Sharpe Ratio Comparison

The current EVO Sharpe Ratio is -0.41, which is lower than the QDVO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of EVO and QDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EVO	QDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	1.14	-1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.57	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.92	-0.86

Correlation

The correlation between EVO and QDVO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 11.17%.

	TTM	2025	2024
EVO Evotec SE ADR	0.00%	0.00%	0.00%
QDVO Amplify CWP Growth & Income ETF	11.17%	9.92%	2.79%

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.

Drawdown Indicators

	EVO	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	-91.29%	-17.75%	-73.54%
Max Drawdown (1Y) Largest decline over 1 year	-51.16%	-10.24%	-40.92%
Max Drawdown (5Y) Largest decline over 5 years	-91.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-91.29%	—	—
Current Drawdown Current decline from peak	-90.42%	-6.70%	-83.72%
Average Drawdown Average peak-to-trough decline	-33.14%	-2.51%	-30.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.02%	2.75%	+22.27%

Volatility

EVO vs. QDVO - Volatility Comparison

Evotec SE ADR (EVO) has a higher volatility of 21.23% compared to Amplify CWP Growth & Income ETF (QDVO) at 5.38%. 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.

Volatility by Period

	EVO	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.23%	5.38%	+15.85%
Volatility (6M) Calculated over the trailing 6-month period	41.00%	9.78%	+31.22%
Volatility (1Y) Calculated over the trailing 1-year period	58.62%	18.61%	+40.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.82%	18.01%	+39.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.23%	18.01%	+33.22%