PortfoliosLab logo
HCOW vs. VFLO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HCOW and VFLO 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. VFLO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

HCOW:

-0.36

VFLO:

0.49

Sortino Ratio

HCOW:

-0.47

VFLO:

0.69

Omega Ratio

HCOW:

0.94

VFLO:

1.09

Calmar Ratio

HCOW:

-0.38

VFLO:

0.43

Martin Ratio

HCOW:

-1.11

VFLO:

1.54

Ulcer Index

HCOW:

8.34%

VFLO:

4.95%

Daily Std Dev

HCOW:

21.83%

VFLO:

19.70%

Max Drawdown

HCOW:

-24.15%

VFLO:

-17.79%

Current Drawdown

HCOW:

-17.37%

VFLO:

-7.59%

Returns By Period

In the year-to-date period, HCOW achieves a -11.36% return, which is significantly lower than VFLO's -0.88% return.


HCOW

YTD

-11.36%

1M

0.59%

6M

-16.86%

1Y

-8.55%

3Y*

N/A

5Y*

N/A

10Y*

N/A

VFLO

YTD

-0.88%

1M

2.35%

6M

-7.26%

1Y

9.01%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amplify Cash Flow High Income ETF

Victoryshares Free Cash Flow ETF

HCOW vs. VFLO - Expense Ratio Comparison

HCOW has a 0.65% expense ratio, which is higher than VFLO's 0.39% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HCOW vs. VFLO — 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 55
Overall Rank
The Sharpe Ratio Rank of HCOW is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of HCOW is 66
Sortino Ratio Rank
The Omega Ratio Rank of HCOW is 66
Omega Ratio Rank
The Calmar Ratio Rank of HCOW is 44
Calmar Ratio Rank
The Martin Ratio Rank of HCOW is 44
Martin Ratio Rank

VFLO
The Risk-Adjusted Performance Rank of VFLO is 5050
Overall Rank
The Sharpe Ratio Rank of VFLO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VFLO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VFLO is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VFLO is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VFLO is 5151
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. VFLO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Cash Flow High Income ETF (HCOW) and Victoryshares Free Cash Flow ETF (VFLO). 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 -0.36, which is lower than the VFLO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of HCOW and VFLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HCOW vs. VFLO - Dividend Comparison

HCOW's dividend yield for the trailing twelve months is around 9.89%, more than VFLO's 1.32% yield.


TTM20242023
HCOW
Amplify Cash Flow High Income ETF
9.89%8.13%1.99%
VFLO
Victoryshares Free Cash Flow ETF
1.32%1.20%0.71%

Drawdowns

HCOW vs. VFLO - Drawdown Comparison

The maximum HCOW drawdown since its inception was -24.15%, which is greater than VFLO's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for HCOW and VFLO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HCOW vs. VFLO - Volatility Comparison

Amplify Cash Flow High Income ETF (HCOW) has a higher volatility of 5.88% compared to Victoryshares Free Cash Flow ETF (VFLO) at 5.43%. This indicates that HCOW's price experiences larger fluctuations and is considered to be riskier than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...