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GRNI vs. QDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRNI vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots US Large Cap & Income ETF (GRNI) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

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GRNI vs. QDVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GRNI achieves a -3.24% return, which is significantly higher than QDVO's -4.93% return.


GRNI

1D
0.45%
1M
-3.17%
YTD
-3.24%
6M
1Y
3Y*
5Y*
10Y*

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)

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GRNI vs. QDVO - Expense Ratio Comparison

GRNI has a 0.99% expense ratio, which is higher than QDVO's 0.55% expense ratio.


Return for Risk

GRNI vs. QDVO — Risk / Return Rank

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

GRNI

QDVO
QDVO Risk / Return Rank: 7070
Overall Rank
QDVO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QDVO Sortino Ratio Rank: 7070
Sortino Ratio Rank
QDVO Omega Ratio Rank: 6868
Omega Ratio Rank
QDVO Calmar Ratio Rank: 7777
Calmar Ratio Rank
QDVO Martin Ratio Rank: 7373
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.

GRNI vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Large Cap & Income ETF (GRNI) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GRNI vs. QDVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GRNIQDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.92

-0.99

Correlation

The correlation between GRNI and QDVO is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GRNI vs. QDVO - Dividend Comparison

GRNI's dividend yield for the trailing twelve months is around 3.50%, less than QDVO's 11.17% yield.


Drawdowns

GRNI vs. QDVO - Drawdown Comparison

The maximum GRNI drawdown since its inception was -9.55%, smaller than the maximum QDVO drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for GRNI and QDVO.


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Drawdown Indicators


GRNIQDVODifference

Max Drawdown

Largest peak-to-trough decline

-9.55%

-17.75%

+8.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

Current Drawdown

Current decline from peak

-6.20%

-6.70%

+0.50%

Average Drawdown

Average peak-to-trough decline

-2.56%

-2.51%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

Volatility

GRNI vs. QDVO - Volatility Comparison


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Volatility by Period


GRNIQDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

18.61%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.64%

18.01%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

18.01%

+0.63%