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HCOW vs. NUSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HCOW and NUSI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HCOW vs. NUSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Cash Flow High Income ETF (HCOW) and Nationwide Risk-Managed Income ETF (NUSI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HCOW:

-0.19

NUSI:

1.25

Sortino Ratio

HCOW:

-0.08

NUSI:

10.16

Omega Ratio

HCOW:

0.99

NUSI:

2.45

Calmar Ratio

HCOW:

-0.15

NUSI:

7.66

Martin Ratio

HCOW:

-0.45

NUSI:

27.06

Ulcer Index

HCOW:

7.82%

NUSI:

4.65%

Daily Std Dev

HCOW:

21.68%

NUSI:

101.56%

Max Drawdown

HCOW:

-24.15%

NUSI:

-31.23%

Current Drawdown

HCOW:

-12.88%

NUSI:

-7.26%

Returns By Period

In the year-to-date period, HCOW achieves a -6.55% return, which is significantly lower than NUSI's 92.57% return.


HCOW

YTD

-6.55%

1M

8.33%

6M

-9.85%

1Y

-4.13%

5Y*

N/A

10Y*

N/A

NUSI

YTD

92.57%

1M

3.94%

6M

93.88%

1Y

125.39%

5Y*

23.03%

10Y*

N/A

*Annualized

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HCOW vs. NUSI - Expense Ratio Comparison

HCOW has a 0.65% expense ratio, which is lower than NUSI's 0.68% expense ratio.


Risk-Adjusted Performance

HCOW vs. NUSI — Risk-Adjusted Performance Rank

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

HCOW
The Risk-Adjusted Performance Rank of HCOW is 1111
Overall Rank
The Sharpe Ratio Rank of HCOW is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of HCOW is 1111
Sortino Ratio Rank
The Omega Ratio Rank of HCOW is 1111
Omega Ratio Rank
The Calmar Ratio Rank of HCOW is 1010
Calmar Ratio Rank
The Martin Ratio Rank of HCOW is 1010
Martin Ratio Rank

NUSI
The Risk-Adjusted Performance Rank of NUSI is 9696
Overall Rank
The Sharpe Ratio Rank of NUSI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NUSI is 9999
Sortino Ratio Rank
The Omega Ratio Rank of NUSI is 9999
Omega Ratio Rank
The Calmar Ratio Rank of NUSI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of NUSI is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HCOW vs. NUSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Cash Flow High Income ETF (HCOW) and Nationwide Risk-Managed Income ETF (NUSI). 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.


The current HCOW Sharpe Ratio is -0.19, which is lower than the NUSI Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of HCOW and NUSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HCOW vs. NUSI - Dividend Comparison

HCOW's dividend yield for the trailing twelve months is around 9.38%, while NUSI has not paid dividends to shareholders.


TTM20242023
HCOW
Amplify Cash Flow High Income ETF
9.38%8.13%1.99%
NUSI
Nationwide Risk-Managed Income ETF
0.00%0.00%0.00%

Drawdowns

HCOW vs. NUSI - Drawdown Comparison

The maximum HCOW drawdown since its inception was -24.15%, smaller than the maximum NUSI drawdown of -31.23%. Use the drawdown chart below to compare losses from any high point for HCOW and NUSI. For additional features, visit the drawdowns tool.


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Volatility

HCOW vs. NUSI - Volatility Comparison

Amplify Cash Flow High Income ETF (HCOW) and Nationwide Risk-Managed Income ETF (NUSI) have volatilities of 5.90% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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