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FLNG vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLNG vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FLEX LNG Ltd (FLNG) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLNG achieves a 32.16% return, which is significantly higher than IDVO's 13.48% return.


FLNG

1D
1.10%
1M
3.64%
6M
21.58%
YTD
32.16%
1Y
58.10%
3Y*
12.35%
5Y*
32.64%
10Y*

IDVO

1D
-0.68%
1M
-0.39%
6M
5.53%
YTD
13.48%
1Y
31.59%
3Y*
21.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLNG vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLNG
FLEX LNG Ltd
32.16%22.47%-11.61%-1.19%6.56%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
13.48%36.46%10.16%17.53%6.42%

Correlation

The correlation between FLNG and IDVO is 0.01, 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

0.01

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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.30

Over the past year, the correlation between FLNG and IDVO has dropped to 0.01 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

FLNG vs. IDVO — Risk / Return Rank

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

FLNG
FLNG Risk / Return Rank: 9292
Overall Rank
FLNG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLNG Sortino Ratio Rank: 9090
Sortino Ratio Rank
FLNG Omega Ratio Rank: 8989
Omega Ratio Rank
FLNG Calmar Ratio Rank: 9292
Calmar Ratio Rank
FLNG Martin Ratio Rank: 9494
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 7575
Overall Rank
IDVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDVO Omega Ratio Rank: 7575
Omega Ratio Rank
IDVO Calmar Ratio Rank: 7575
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7676
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.

FLNG vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FLEX LNG Ltd (FLNG) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.


FLNGIDVODifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

4.31

3.06

+1.25

Martin ratioReturn relative to average drawdown

13.20

11.29

+1.91

FLNG vs. IDVO - Sharpe Ratio Comparison

The current FLNG Sharpe Ratio is 2.19, which is comparable to the IDVO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FLNG and IDVO, 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

FLNG vs. IDVO - Drawdown Comparison

The maximum FLNG drawdown since its inception was -71.92%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for FLNG and IDVO.


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Drawdown Indicators


FLNGIDVODifference

Max Drawdown

Largest peak-to-trough decline

-71.92%

-15.46%

-56.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-10.37%

-3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-25.37%

-15.46%

-9.91%

Max Drawdown (5Y)

Largest decline over 5 years

-31.05%

Current Drawdown

Current decline from peak

-3.60%

-1.81%

-1.79%

Average Drawdown

Average peak-to-trough decline

-18.63%

-2.30%

-16.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

2.80%

+1.61%

Volatility

FLNG vs. IDVO - Volatility Comparison

FLEX LNG Ltd (FLNG) has a higher volatility of 10.72% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 3.53%. This indicates that FLNG's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLNGIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.72%

3.53%

+7.19%

Volatility (6M)

Calculated over the trailing 6-month period

20.62%

13.79%

+6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

26.66%

16.40%

+10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.23%

16.41%

+22.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.18%

16.41%

+30.77%

Dividends

FLNG vs. IDVO - Dividend Comparison

FLNG's dividend yield for the trailing twelve months is around 9.59%, more than IDVO's 5.63% yield.


PositionTTM2025202420232022202120202019
FLNG
FLEX LNG Ltd
9.59%12.02%13.08%11.61%10.71%7.88%2.29%0.92%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.63%5.42%6.14%5.72%1.96%0.00%0.00%0.00%

Frequently Asked Questions


FLNG and IDVO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLNG has higher volatility (10.72%) compared to IDVO (3.53%). In terms of maximum drawdown, FLNG dropped -71.92% vs IDVO's -15.46%.

FLNG currently has the higher Sharpe Ratio (2.19 vs 1.94), 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

Find the right allocation for FLNG and IDVO

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