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IMAX vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMAX and DIVO is 0.29, 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.


-0.50.00.51.00.3

Performance

IMAX vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imax Corp (IMAX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
32.45%
9.03%
IMAX
DIVO

Key characteristics

Sharpe Ratio

IMAX:

2.40

DIVO:

2.12

Sortino Ratio

IMAX:

3.32

DIVO:

3.04

Omega Ratio

IMAX:

1.41

DIVO:

1.39

Calmar Ratio

IMAX:

1.29

DIVO:

3.32

Martin Ratio

IMAX:

12.85

DIVO:

9.95

Ulcer Index

IMAX:

6.62%

DIVO:

1.96%

Daily Std Dev

IMAX:

35.58%

DIVO:

9.22%

Max Drawdown

IMAX:

-98.20%

DIVO:

-30.04%

Current Drawdown

IMAX:

-37.48%

DIVO:

-0.49%

Returns By Period

In the year-to-date period, IMAX achieves a 5.55% return, which is significantly higher than DIVO's 5.26% return.


IMAX

YTD

5.55%

1M

16.52%

6M

32.45%

1Y

79.42%

5Y*

9.49%

10Y*

-2.71%

DIVO

YTD

5.26%

1M

2.58%

6M

9.03%

1Y

18.66%

5Y*

12.10%

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.


Risk-Adjusted Performance

IMAX vs. DIVO — Risk-Adjusted Performance Rank

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

IMAX
The Risk-Adjusted Performance Rank of IMAX is 9191
Overall Rank
The Sharpe Ratio Rank of IMAX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IMAX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of IMAX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of IMAX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of IMAX is 9494
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 8282
Overall Rank
The Sharpe Ratio Rank of DIVO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 8686
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7474
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.

IMAX vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Imax Corp (IMAX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 IMAX, currently valued at 2.40, compared to the broader market-2.000.002.004.002.402.12
The chart of Sortino ratio for IMAX, currently valued at 3.32, compared to the broader market-6.00-4.00-2.000.002.004.006.003.323.04
The chart of Omega ratio for IMAX, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.39
The chart of Calmar ratio for IMAX, currently valued at 1.49, compared to the broader market0.002.004.006.001.493.32
The chart of Martin ratio for IMAX, currently valued at 12.85, compared to the broader market0.0010.0020.0030.0012.859.95
IMAX
DIVO

The current IMAX Sharpe Ratio is 2.40, which is comparable to the DIVO Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IMAX and DIVO, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
2.40
2.12
IMAX
DIVO

Dividends

IMAX vs. DIVO - Dividend Comparison

IMAX has not paid dividends to shareholders, while DIVO's dividend yield for the trailing twelve months is around 4.53%.


TTM20242023202220212020201920182017
IMAX
Imax Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.53%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

IMAX vs. DIVO - Drawdown Comparison

The maximum IMAX drawdown since its inception was -98.20%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for IMAX and DIVO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.11%
-0.49%
IMAX
DIVO

Volatility

IMAX vs. DIVO - Volatility Comparison

Imax Corp (IMAX) has a higher volatility of 6.04% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.06%. This indicates that IMAX's price experiences larger fluctuations and is considered to be riskier than DIVO 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%14.00%16.00%SeptemberOctoberNovemberDecember2025February
6.04%
2.06%
IMAX
DIVO
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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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