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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.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
45.90%
147.12%
JPIN
DIVO

Key characteristics

Sharpe Ratio

JPIN:

0.39

DIVO:

2.01

Sortino Ratio

JPIN:

0.61

DIVO:

2.88

Omega Ratio

JPIN:

1.07

DIVO:

1.37

Calmar Ratio

JPIN:

0.44

DIVO:

3.21

Martin Ratio

JPIN:

1.34

DIVO:

11.81

Ulcer Index

JPIN:

3.59%

DIVO:

1.54%

Daily Std Dev

JPIN:

12.39%

DIVO:

9.03%

Max Drawdown

JPIN:

-36.69%

DIVO:

-30.04%

Current Drawdown

JPIN:

-10.86%

DIVO:

-5.09%

Returns By Period

In the year-to-date period, JPIN achieves a 1.99% return, which is significantly lower than DIVO's 16.26% return.


JPIN

YTD

1.99%

1M

-2.37%

6M

-0.69%

1Y

3.28%

5Y*

3.00%

10Y*

4.13%

DIVO

YTD

16.26%

1M

-1.94%

6M

7.12%

1Y

17.24%

5Y*

11.21%

10Y*

N/A

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 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 0.39, compared to the broader market0.002.004.000.392.01
The chart of Sortino ratio for JPIN, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.88
The chart of Omega ratio for JPIN, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.37
The chart of Calmar ratio for JPIN, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.443.21
The chart of Martin ratio for JPIN, currently valued at 1.34, compared to the broader market0.0020.0040.0060.0080.00100.001.3411.81
JPIN
DIVO

The current JPIN Sharpe Ratio is 0.39, which is lower than the DIVO Sharpe Ratio of 2.01. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.39
2.01
JPIN
DIVO

Dividends

JPIN vs. DIVO - Dividend Comparison

JPIN's dividend yield for the trailing twelve months is around 2.29%, less than DIVO's 4.63% yield.


TTM2023202220212020201920182017201620152014
JPIN
J.P. Morgan Diversified Return International Equity ETF
2.29%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
4.63%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%JulyAugustSeptemberOctoberNovemberDecember
-10.86%
-5.09%
JPIN
DIVO

Volatility

JPIN vs. DIVO - Volatility Comparison

J.P. Morgan Diversified Return International Equity ETF (JPIN) and Amplify CWP Enhanced Dividend Income ETF (DIVO) have volatilities of 3.30% and 3.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.30%
3.23%
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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