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MD vs. DIVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MD vs. DIVO - Performance Comparison

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

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Returns By Period

In the year-to-date period, MD achieves a 23.14% return, which is significantly higher than DIVO's 7.50% return.


MD

1D
1.78%
1M
9.07%
6M
16.19%
YTD
23.14%
1Y
105.46%
3Y*
24.23%
5Y*
-1.07%
10Y*
-9.92%

DIVO

1D
0.47%
1M
0.36%
6M
5.18%
YTD
7.50%
1Y
17.03%
3Y*
15.12%
5Y*
10.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MD vs. DIVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MD
MEDNAX, Inc.
23.14%63.03%41.08%-37.42%-45.39%10.88%-11.69%-15.79%-38.25%-19.83%
DIVO
Amplify CWP Enhanced Dividend Income ETF
7.50%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

Correlation

The correlation between MD and DIVO is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2016

0.37

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Return for Risk

MD vs. DIVO — Risk / Return Rank

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

MD
MD Risk / Return Rank: 9393
Overall Rank
MD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MD Sortino Ratio Rank: 9393
Sortino Ratio Rank
MD Omega Ratio Rank: 9494
Omega Ratio Rank
MD Calmar Ratio Rank: 9393
Calmar Ratio Rank
MD Martin Ratio Rank: 9191
Martin Ratio Rank

DIVO
DIVO Risk / Return Rank: 7272
Overall Rank
DIVO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7878
Sortino Ratio Rank
DIVO Omega Ratio Rank: 7070
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7171
Calmar Ratio Rank
DIVO Martin Ratio Rank: 7070
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.

MD vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MEDNAX, Inc. (MD) 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.

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.


MDDIVODifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.44

1.33

+0.11

Calmar ratioReturn relative to maximum drawdown

4.48

2.88

+1.61

Martin ratioReturn relative to average drawdown

10.75

10.14

+0.61

MD vs. DIVO - Sharpe Ratio Comparison

The current MD Sharpe Ratio is 2.37, which is comparable to the DIVO Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of MD and DIVO, 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

MD vs. DIVO - Drawdown Comparison

The maximum MD drawdown since its inception was -92.08%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for MD and DIVO.


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Drawdown Indicators


MDDIVODifference

Max Drawdown

Largest peak-to-trough decline

-92.08%

-30.04%

-62.04%

Max Drawdown (1Y)

Largest decline over 1 year

-23.65%

-5.95%

-17.70%

Max Drawdown (3Y)

Largest decline over 3 years

-54.69%

-12.12%

-42.57%

Max Drawdown (5Y)

Largest decline over 5 years

-80.74%

-13.72%

-67.02%

Max Drawdown (10Y)

Largest decline over 10 years

-91.08%

Current Drawdown

Current decline from peak

-69.18%

0.00%

-69.18%

Average Drawdown

Average peak-to-trough decline

-38.85%

-2.59%

-36.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.85%

1.68%

+8.17%

Volatility

MD vs. DIVO - Volatility Comparison

MEDNAX, Inc. (MD) has a higher volatility of 13.40% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.42%. This indicates that MD'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.


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Volatility by Period


MDDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.40%

2.42%

+10.98%

Volatility (6M)

Calculated over the trailing 6-month period

28.58%

7.05%

+21.53%

Volatility (1Y)

Calculated over the trailing 1-year period

44.77%

9.15%

+35.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.46%

11.93%

+32.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.12%

14.79%

+31.33%

Dividends

MD vs. DIVO - Dividend Comparison

MD has not paid dividends to shareholders, while DIVO's dividend yield for the trailing twelve months is around 6.36%.


PositionTTM202520242023202220212020201920182017
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.36%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%
MD
MEDNAX, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MD and DIVO have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MD has higher volatility (13.40%) compared to DIVO (2.42%). In terms of maximum drawdown, MD dropped -92.08% vs DIVO's -30.04%.

MD currently has the higher Sharpe Ratio (2.37 vs 1.87), 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

Find the right allocation for MD and DIVO

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