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IBUY vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBUY and VDC is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

IBUY vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Online Retail ETF (IBUY) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
116.00%
96.84%
IBUY
VDC

Key characteristics

Sharpe Ratio

IBUY:

-0.18

VDC:

0.73

Sortino Ratio

IBUY:

-0.07

VDC:

1.06

Omega Ratio

IBUY:

0.99

VDC:

1.14

Calmar Ratio

IBUY:

-0.07

VDC:

1.19

Martin Ratio

IBUY:

-0.63

VDC:

3.33

Ulcer Index

IBUY:

6.89%

VDC:

2.56%

Daily Std Dev

IBUY:

24.66%

VDC:

11.62%

Max Drawdown

IBUY:

-73.00%

VDC:

-34.24%

Current Drawdown

IBUY:

-61.03%

VDC:

-6.31%

Returns By Period

In the year-to-date period, IBUY achieves a -16.13% return, which is significantly lower than VDC's 0.24% return.


IBUY

YTD

-16.13%

1M

-16.96%

6M

-11.44%

1Y

-2.55%

5Y*

7.04%

10Y*

N/A

VDC

YTD

0.24%

1M

-4.86%

6M

-0.82%

1Y

9.00%

5Y*

11.42%

10Y*

7.86%

*Annualized

Compare stocks, funds, or ETFs

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


IBUY vs. VDC - Expense Ratio Comparison

IBUY has a 0.65% expense ratio, which is higher than VDC's 0.10% expense ratio.


IBUY
Amplify Online Retail ETF
Expense ratio chart for IBUY: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBUY: 0.65%
Expense ratio chart for VDC: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDC: 0.10%

Risk-Adjusted Performance

IBUY vs. VDC — Risk-Adjusted Performance Rank

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

IBUY
The Risk-Adjusted Performance Rank of IBUY is 2525
Overall Rank
The Sharpe Ratio Rank of IBUY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IBUY is 2424
Sortino Ratio Rank
The Omega Ratio Rank of IBUY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of IBUY is 2929
Calmar Ratio Rank
The Martin Ratio Rank of IBUY is 2222
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 7575
Overall Rank
The Sharpe Ratio Rank of VDC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 7676
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.

IBUY vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) and Vanguard Consumer Staples ETF (VDC). 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.


Sharpe ratio
The chart of Sharpe ratio for IBUY, currently valued at -0.18, compared to the broader market-1.000.001.002.003.004.005.00
IBUY: -0.18
VDC: 0.73
The chart of Sortino ratio for IBUY, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.00
IBUY: -0.07
VDC: 1.06
The chart of Omega ratio for IBUY, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
IBUY: 0.99
VDC: 1.14
The chart of Calmar ratio for IBUY, currently valued at -0.07, compared to the broader market0.005.0010.0015.00
IBUY: -0.07
VDC: 1.19
The chart of Martin ratio for IBUY, currently valued at -0.63, compared to the broader market0.0020.0040.0060.0080.00100.00
IBUY: -0.63
VDC: 3.33

The current IBUY Sharpe Ratio is -0.18, which is lower than the VDC Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IBUY and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.18
0.73
IBUY
VDC

Dividends

IBUY vs. VDC - Dividend Comparison

IBUY has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.48%.


TTM20242023202220212020201920182017201620152014
IBUY
Amplify Online Retail ETF
0.00%0.00%0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.48%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

IBUY vs. VDC - Drawdown Comparison

The maximum IBUY drawdown since its inception was -73.00%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IBUY and VDC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.03%
-6.31%
IBUY
VDC

Volatility

IBUY vs. VDC - Volatility Comparison

Amplify Online Retail ETF (IBUY) has a higher volatility of 12.35% compared to Vanguard Consumer Staples ETF (VDC) at 6.02%. This indicates that IBUY's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.35%
6.02%
IBUY
VDC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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