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

Correlation

The correlation between NDIV and INCO is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NDIV vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Natural Resources Dividend Income ETF (NDIV) and Columbia India Consumer ETF (INCO). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
23.20%
40.39%
NDIV
INCO

Key characteristics

Sharpe Ratio

NDIV:

-0.13

INCO:

0.06

Sortino Ratio

NDIV:

-0.04

INCO:

0.21

Omega Ratio

NDIV:

0.99

INCO:

1.02

Calmar Ratio

NDIV:

-0.13

INCO:

0.04

Martin Ratio

NDIV:

-0.55

INCO:

0.08

Ulcer Index

NDIV:

4.83%

INCO:

13.08%

Daily Std Dev

NDIV:

20.52%

INCO:

16.02%

Max Drawdown

NDIV:

-19.73%

INCO:

-47.69%

Current Drawdown

NDIV:

-10.13%

INCO:

-16.78%

Returns By Period

In the year-to-date period, NDIV achieves a -1.34% return, which is significantly higher than INCO's -1.71% return.


NDIV

YTD

-1.34%

1M

-8.36%

6M

-3.12%

1Y

-2.97%

5Y*

N/A

10Y*

N/A

INCO

YTD

-1.71%

1M

6.35%

6M

-6.36%

1Y

0.78%

5Y*

19.47%

10Y*

9.15%

*Annualized

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NDIV vs. INCO - Expense Ratio Comparison

NDIV has a 0.59% expense ratio, which is lower than INCO's 0.75% expense ratio.


Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%
Expense ratio chart for NDIV: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NDIV: 0.59%

Risk-Adjusted Performance

NDIV vs. INCO — 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 1212
Overall Rank
The Sharpe Ratio Rank of NDIV is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of NDIV is 1414
Sortino Ratio Rank
The Omega Ratio Rank of NDIV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of NDIV is 1111
Calmar Ratio Rank
The Martin Ratio Rank of NDIV is 1010
Martin Ratio Rank

INCO
The Risk-Adjusted Performance Rank of INCO is 2222
Overall Rank
The Sharpe Ratio Rank of INCO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 2020
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. INCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Natural Resources Dividend Income ETF (NDIV) and Columbia India Consumer ETF (INCO). 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.


The chart of Sharpe ratio for NDIV, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00
NDIV: -0.13
INCO: 0.06
The chart of Sortino ratio for NDIV, currently valued at -0.04, compared to the broader market-2.000.002.004.006.008.00
NDIV: -0.04
INCO: 0.21
The chart of Omega ratio for NDIV, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
NDIV: 0.99
INCO: 1.02
The chart of Calmar ratio for NDIV, currently valued at -0.13, compared to the broader market0.002.004.006.008.0010.0012.00
NDIV: -0.13
INCO: 0.04
The chart of Martin ratio for NDIV, currently valued at -0.55, compared to the broader market0.0020.0040.0060.00
NDIV: -0.55
INCO: 0.08

The current NDIV Sharpe Ratio is -0.13, which is lower than the INCO Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of NDIV and INCO, 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
-0.13
0.06
NDIV
INCO

Dividends

NDIV vs. INCO - Dividend Comparison

NDIV's dividend yield for the trailing twelve months is around 5.98%, more than INCO's 2.93% yield.


TTM20242023202220212020201920182017201620152014
NDIV
Amplify Natural Resources Dividend Income ETF
5.98%5.88%7.37%1.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INCO
Columbia India Consumer ETF
2.93%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%

Drawdowns

NDIV vs. INCO - Drawdown Comparison

The maximum NDIV drawdown since its inception was -19.73%, smaller than the maximum INCO drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for NDIV and INCO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.13%
-16.78%
NDIV
INCO

Volatility

NDIV vs. INCO - Volatility Comparison

Amplify Natural Resources Dividend Income ETF (NDIV) has a higher volatility of 14.92% compared to Columbia India Consumer ETF (INCO) at 7.54%. This indicates that NDIV's price experiences larger fluctuations and is considered to be riskier than INCO 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.92%
7.54%
NDIV
INCO