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NDIV vs. EPD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NDIV and EPD is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NDIV vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Natural Resources Dividend Income ETF (NDIV) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
16.77%
36.76%
NDIV
EPD

Key characteristics

Sharpe Ratio

NDIV:

-0.53

EPD:

0.65

Sortino Ratio

NDIV:

-0.57

EPD:

0.95

Omega Ratio

NDIV:

0.92

EPD:

1.14

Calmar Ratio

NDIV:

-0.63

EPD:

0.93

Martin Ratio

NDIV:

-2.53

EPD:

3.29

Ulcer Index

NDIV:

3.68%

EPD:

3.26%

Daily Std Dev

NDIV:

17.48%

EPD:

16.55%

Max Drawdown

NDIV:

-16.41%

EPD:

-58.78%

Current Drawdown

NDIV:

-14.82%

EPD:

-9.85%

Returns By Period

In the year-to-date period, NDIV achieves a -6.49% return, which is significantly lower than EPD's -0.06% return.


NDIV

YTD

-6.49%

1M

-8.36%

6M

-11.03%

1Y

-8.99%

5Y*

N/A

10Y*

N/A

EPD

YTD

-0.06%

1M

-6.77%

6M

7.46%

1Y

11.11%

5Y*

26.04%

10Y*

6.40%

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NDIV vs. EPD — Risk-Adjusted Performance Rank

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

NDIV
The Risk-Adjusted Performance Rank of NDIV is 66
Overall Rank
The Sharpe Ratio Rank of NDIV is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of NDIV is 99
Sortino Ratio Rank
The Omega Ratio Rank of NDIV is 77
Omega Ratio Rank
The Calmar Ratio Rank of NDIV is 44
Calmar Ratio Rank
The Martin Ratio Rank of NDIV is 11
Martin Ratio Rank

EPD
The Risk-Adjusted Performance Rank of EPD is 7676
Overall Rank
The Sharpe Ratio Rank of EPD is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of EPD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of EPD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EPD is 8484
Calmar Ratio Rank
The Martin Ratio Rank of EPD is 8181
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.

NDIV vs. EPD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Natural Resources Dividend Income ETF (NDIV) and Enterprise Products Partners L.P. (EPD). 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 NDIV, currently valued at -0.53, compared to the broader market-1.000.001.002.003.004.005.00
NDIV: -0.53
EPD: 0.65
The chart of Sortino ratio for NDIV, currently valued at -0.57, compared to the broader market-2.000.002.004.006.008.0010.00
NDIV: -0.57
EPD: 0.95
The chart of Omega ratio for NDIV, currently valued at 0.92, compared to the broader market0.501.001.502.002.50
NDIV: 0.92
EPD: 1.14
The chart of Calmar ratio for NDIV, currently valued at -0.63, compared to the broader market0.005.0010.0015.00
NDIV: -0.63
EPD: 0.93
The chart of Martin ratio for NDIV, currently valued at -2.53, compared to the broader market0.0020.0040.0060.0080.00
NDIV: -2.53
EPD: 3.29

The current NDIV Sharpe Ratio is -0.53, which is lower than the EPD Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of NDIV and EPD, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.53
0.65
NDIV
EPD

Dividends

NDIV vs. EPD - Dividend Comparison

NDIV's dividend yield for the trailing twelve months is around 6.31%, less than EPD's 6.81% yield.


TTM20242023202220212020201920182017201620152014
NDIV
Amplify Natural Resources Dividend Income ETF
6.31%5.88%7.37%1.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EPD
Enterprise Products Partners L.P.
6.81%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%3.96%

Drawdowns

NDIV vs. EPD - Drawdown Comparison

The maximum NDIV drawdown since its inception was -16.41%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for NDIV and EPD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.82%
-9.85%
NDIV
EPD

Volatility

NDIV vs. EPD - Volatility Comparison

Amplify Natural Resources Dividend Income ETF (NDIV) has a higher volatility of 10.87% compared to Enterprise Products Partners L.P. (EPD) at 9.32%. This indicates that NDIV's price experiences larger fluctuations and is considered to be riskier than EPD 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%NovemberDecember2025FebruaryMarchApril
10.87%
9.32%
NDIV
EPD
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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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