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

Correlation

The correlation between JPIN and DIVO is 0.68, 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.


-0.50.00.51.00.7

Performance

JPIN vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Diversified Return International Equity ETF (JPIN) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.00%
6.33%
JPIN
DIVO

Key characteristics

Sharpe Ratio

JPIN:

0.70

DIVO:

1.81

Sortino Ratio

JPIN:

1.04

DIVO:

2.60

Omega Ratio

JPIN:

1.13

DIVO:

1.33

Calmar Ratio

JPIN:

0.74

DIVO:

2.89

Martin Ratio

JPIN:

1.77

DIVO:

8.61

Ulcer Index

JPIN:

4.89%

DIVO:

1.96%

Daily Std Dev

JPIN:

12.32%

DIVO:

9.33%

Max Drawdown

JPIN:

-36.69%

DIVO:

-30.04%

Current Drawdown

JPIN:

-5.15%

DIVO:

-2.23%

Returns By Period

In the year-to-date period, JPIN achieves a 5.71% return, which is significantly higher than DIVO's 3.43% return.


JPIN

YTD

5.71%

1M

3.49%

6M

-2.00%

1Y

7.62%

5Y*

5.48%

10Y*

4.13%

DIVO

YTD

3.43%

1M

-0.72%

6M

6.33%

1Y

14.94%

5Y*

12.36%

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.


JPIN vs. DIVO - Expense Ratio Comparison

JPIN has a 0.37% expense ratio, which is lower than DIVO's 0.55% expense ratio.


DIVO
Amplify CWP Enhanced Dividend Income ETF
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for JPIN: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%

Risk-Adjusted Performance

JPIN vs. DIVO — Risk-Adjusted Performance Rank

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

JPIN
The Risk-Adjusted Performance Rank of JPIN is 2727
Overall Rank
The Sharpe Ratio Rank of JPIN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of JPIN is 2626
Sortino Ratio Rank
The Omega Ratio Rank of JPIN is 2525
Omega Ratio Rank
The Calmar Ratio Rank of JPIN is 3535
Calmar Ratio Rank
The Martin Ratio Rank of JPIN is 2121
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7878
Overall Rank
The Sharpe Ratio Rank of DIVO is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7171
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.

JPIN vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) 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 JPIN, currently valued at 0.70, compared to the broader market0.002.004.000.701.81
The chart of Sortino ratio for JPIN, currently valued at 1.04, compared to the broader market0.005.0010.001.042.60
The chart of Omega ratio for JPIN, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.33
The chart of Calmar ratio for JPIN, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.000.742.89
The chart of Martin ratio for JPIN, currently valued at 1.77, compared to the broader market0.0020.0040.0060.0080.00100.001.778.61
JPIN
DIVO

The current JPIN Sharpe Ratio is 0.70, which is lower than the DIVO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of JPIN 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.70
1.81
JPIN
DIVO

Dividends

JPIN vs. DIVO - Dividend Comparison

JPIN's dividend yield for the trailing twelve months is around 3.97%, less than DIVO's 4.61% yield.


TTM20242023202220212020201920182017201620152014
JPIN
J.P. Morgan Diversified Return International Equity ETF
3.97%4.20%6.22%3.06%5.03%2.45%3.30%2.73%2.12%1.67%2.18%0.30%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.61%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%

Drawdowns

JPIN vs. DIVO - Drawdown Comparison

The maximum JPIN drawdown since its inception was -36.69%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for JPIN and DIVO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.15%
-2.23%
JPIN
DIVO

Volatility

JPIN vs. DIVO - Volatility Comparison

J.P. Morgan Diversified Return International Equity ETF (JPIN) has a higher volatility of 2.88% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.56%. This indicates that JPIN'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%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.88%
2.56%
JPIN
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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