PECO vs. IDVO
PECO (Phillips Edison & Company, Inc.) is a stock, while IDVO (Amplify CWP International Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 3 years, PECO returned 9.87%/yr vs 21.67%/yr for IDVO. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
PECO vs. IDVO - Performance Comparison
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Returns By Period
In the year-to-date period, PECO achieves a 21.80% return, which is significantly higher than IDVO's 15.27% return.
PECO
- 1D
- 0.12%
- 1M
- 1.28%
- 6M
- 19.21%
- YTD
- 21.80%
- 1Y
- 31.23%
- 3Y*
- 9.87%
- 5Y*
- 12.47%
- 10Y*
- —
- ALL TIME*
- 12.36%
IDVO
- 1D
- -0.12%
- 1M
- 2.62%
- 6M
- 5.05%
- YTD
- 15.27%
- 1Y
- 35.30%
- 3Y*
- 21.67%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.04M | $8.69M | $10.70M | |
| $41.05M | $36.52M | $42.62M |
PECO vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PECO Phillips Edison & Company, Inc. | 21.80% | -1.59% | 6.20% | 18.53% | -4.41% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 15.27% | 36.46% | 10.16% | 17.53% | 6.42% |
Correlation
The correlation between PECO and IDVO is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.28 |
Over the past year, the correlation between PECO and IDVO has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
PECO vs. IDVO — Risk / Return Rank
PECO
IDVO
PECO vs. IDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips Edison & Company, Inc. (PECO) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.
| PECO | IDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 3.32 | +0.60 |
| Martin ratioReturn relative to average drawdown | 9.98 | 12.24 | -2.26 |
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Drawdowns
PECO vs. IDVO - Drawdown Comparison
The maximum PECO drawdown since its inception was -23.11%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for PECO and IDVO.
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Drawdown Indicators
| PECO | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.11% | -15.46% | -7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -10.37% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | -15.46% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | — | — |
Current DrawdownCurrent decline from peak | -3.45% | -0.26% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -2.29% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.81% | +0.23% |
Volatility
PECO vs. IDVO - Volatility Comparison
Phillips Edison & Company, Inc. (PECO) has a higher volatility of 5.31% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 4.34%. This indicates that PECO's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PECO | IDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.34% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | 14.08% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 16.69% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 16.43% | +6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.48% | 16.43% | +6.05% |
Dividends
PECO vs. IDVO - Dividend Comparison
PECO's dividend yield for the trailing twelve months is around 3.04%, less than IDVO's 5.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.66% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% |
PECO Phillips Edison & Company, Inc. | 3.04% | 3.52% | 3.18% | 3.12% | 3.43% | 1.33% |
Frequently Asked Questions
PECO and IDVO have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PECO has higher volatility (5.31%) compared to IDVO (4.34%). In terms of maximum drawdown, PECO dropped -23.11% vs IDVO's -15.46%.
IDVO currently has the higher Sharpe Ratio (2.06 vs 1.96), 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.
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