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IDVO vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDVO vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDVO achieves a 13.34% return, which is significantly higher than NVO's -12.15% return.


IDVO

1D
0.17%
1M
0.36%
YTD
13.34%
6M
14.21%
1Y
35.01%
3Y*
21.61%
5Y*
10Y*

NVO

1D
-0.76%
1M
-3.94%
YTD
-12.15%
6M
-7.05%
1Y
-38.72%
3Y*
-16.67%
5Y*
3.13%
10Y*
7.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVO vs. NVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
IDVO
Amplify CWP International Enhanced Dividend Income ETF
13.34%36.46%10.16%17.53%6.42%
NVO
Novo Nordisk A/S
-12.15%-39.22%-15.93%54.84%29.10%

Correlation

The correlation between IDVO and NVO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.31

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Return for Risk

IDVO vs. NVO — Risk / Return Rank

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

IDVO
IDVO Risk / Return Rank: 6868
Overall Rank
IDVO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 6464
Sortino Ratio Rank
IDVO Omega Ratio Rank: 6868
Omega Ratio Rank
IDVO Calmar Ratio Rank: 6969
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7171
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 1313
Overall Rank
NVO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NVO Omega Ratio Rank: 1212
Omega Ratio Rank
NVO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVO Martin Ratio Rank: 1515
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.

IDVO vs. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP International Enhanced Dividend Income ETF (IDVO) and Novo Nordisk A/S (NVO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDVONVODifference
Sharpe ratioReturn per unit of total volatility

+2.85

Sortino ratioReturn per unit of downside risk

+3.69

Omega ratioGain probability vs. loss probability

1.38

0.87

+0.51

Calmar ratioReturn relative to maximum drawdown

3.28

-0.77

+4.05

Martin ratioReturn relative to average drawdown

12.51

-1.20

+13.71

IDVO vs. NVO - Sharpe Ratio Comparison

The current IDVO Sharpe Ratio is 2.09, which is higher than the NVO Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of IDVO and NVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDVO vs. NVO - Drawdown Comparison

The maximum IDVO drawdown since its inception was -15.46%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for IDVO and NVO.


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Drawdown Indicators


IDVONVODifference

Max Drawdown

Largest peak-to-trough decline

-15.46%

-74.70%

+59.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-50.59%

+40.22%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-74.70%

+59.24%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-1.93%

-68.62%

+66.69%

Average Drawdown

Average peak-to-trough decline

-2.30%

-17.81%

+15.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

32.66%

-29.94%

Volatility

IDVO vs. NVO - Volatility Comparison

The current volatility for Amplify CWP International Enhanced Dividend Income ETF (IDVO) is 5.96%, while Novo Nordisk A/S (NVO) has a volatility of 10.13%. This indicates that IDVO experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVONVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

10.13%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

37.86%

-23.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

51.56%

-35.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

38.34%

-21.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

32.53%

-16.05%

Dividends

IDVO vs. NVO - Dividend Comparison

IDVO's dividend yield for the trailing twelve months is around 5.52%, more than NVO's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.52%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.17%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


IDVO and NVO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (10.13%) compared to IDVO (5.96%). In terms of maximum drawdown, IDVO dropped -15.46% vs NVO's -74.70%.

IDVO currently has the higher Sharpe Ratio (2.09 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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