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KSLV vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSLV vs. DIVO - Performance Comparison

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

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KSLV vs. DIVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KSLV achieves a 5.32% return, which is significantly higher than DIVO's 2.01% return.


KSLV

1D
7.16%
1M
-21.47%
YTD
5.32%
6M
56.86%
1Y
3Y*
5Y*
10Y*

DIVO

1D
1.93%
1M
-3.36%
YTD
2.01%
6M
4.92%
1Y
17.49%
3Y*
14.14%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSLV vs. DIVO - Expense Ratio Comparison

KSLV has a 1.00% expense ratio, which is higher than DIVO's 0.56% expense ratio.


Return for Risk

KSLV vs. DIVO — Risk / Return Rank

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

KSLV

DIVO
DIVO Risk / Return Rank: 8080
Overall Rank
DIVO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVO Omega Ratio Rank: 8080
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8787
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.

KSLV vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Silver Enhanced Income ETF (KSLV) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KSLV vs. DIVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KSLVDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.87

0.83

+1.04

Correlation

The correlation between KSLV and DIVO is 0.25, 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.


Dividends

KSLV vs. DIVO - Dividend Comparison

KSLV's dividend yield for the trailing twelve months is around 10.90%, more than DIVO's 6.49% yield.


TTM202520242023202220212020201920182017
KSLV
Kurv Silver Enhanced Income ETF
10.90%4.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.49%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%

Drawdowns

KSLV vs. DIVO - Drawdown Comparison

The maximum KSLV drawdown since its inception was -44.77%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for KSLV and DIVO.


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Drawdown Indicators


KSLVDIVODifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-30.04%

-14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-13.72%

Current Drawdown

Current decline from peak

-37.58%

-4.13%

-33.45%

Average Drawdown

Average peak-to-trough decline

-13.41%

-2.62%

-10.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

KSLV vs. DIVO - Volatility Comparison


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Volatility by Period


KSLVDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

79.21%

13.17%

+66.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.21%

11.93%

+67.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.21%

14.93%

+64.28%