HCOW vs. SGLC

In the year-to-date period, HCOW achieves a -6.55% return, which is significantly lower than SGLC's -1.59% return.

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HCOW has a 0.65% expense ratio, which is lower than SGLC's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Amplify Cash Flow High Income ETF (HCOW) and SGI U.S. Large Cap Core ETF (SGLC). 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 SGLC Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of HCOW and SGLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

The maximum HCOW drawdown since its inception was -24.15%, which is greater than SGLC's maximum drawdown of -20.24%. Use the drawdown chart below to compare losses from any high point for HCOW and SGLC. For additional features, visit the drawdowns tool.

The current volatility for Amplify Cash Flow High Income ETF (HCOW) is 5.90%, while SGI U.S. Large Cap Core ETF (SGLC) has a volatility of 6.37%. This indicates that HCOW experiences smaller price fluctuations and is considered to be less risky than SGLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.