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RDOG vs. YYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RDOG and YYY is 0.52, 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.


-0.50.00.51.00.5

Performance

RDOG vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS REIT Dividend Dogs ETF (RDOG) and Amplify High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
85.71%
97.34%
RDOG
YYY

Key characteristics

Sharpe Ratio

RDOG:

0.31

YYY:

1.68

Sortino Ratio

RDOG:

0.55

YYY:

2.20

Omega Ratio

RDOG:

1.07

YYY:

1.33

Calmar Ratio

RDOG:

0.22

YYY:

0.97

Martin Ratio

RDOG:

1.04

YYY:

10.04

Ulcer Index

RDOG:

5.51%

YYY:

1.35%

Daily Std Dev

RDOG:

18.27%

YYY:

8.07%

Max Drawdown

RDOG:

-69.88%

YYY:

-42.52%

Current Drawdown

RDOG:

-15.10%

YYY:

-4.34%

Returns By Period

In the year-to-date period, RDOG achieves a 4.05% return, which is significantly lower than YYY's 12.35% return. Over the past 10 years, RDOG has underperformed YYY with an annualized return of 3.00%, while YYY has yielded a comparatively higher 3.76% annualized return.


RDOG

YTD

4.05%

1M

-4.19%

6M

8.23%

1Y

5.11%

5Y*

0.91%

10Y*

3.00%

YYY

YTD

12.35%

1M

-2.43%

6M

3.32%

1Y

12.78%

5Y*

2.39%

10Y*

3.76%

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RDOG vs. YYY - Expense Ratio Comparison

RDOG has a 0.35% expense ratio, which is lower than YYY's 2.45% expense ratio.


YYY
Amplify High Income ETF
Expense ratio chart for YYY: current value at 2.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.45%
Expense ratio chart for RDOG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

RDOG vs. YYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS REIT Dividend Dogs ETF (RDOG) and Amplify High Income ETF (YYY). 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 RDOG, currently valued at 0.31, compared to the broader market0.002.004.000.311.68
The chart of Sortino ratio for RDOG, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.0010.000.552.20
The chart of Omega ratio for RDOG, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.33
The chart of Calmar ratio for RDOG, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.220.97
The chart of Martin ratio for RDOG, currently valued at 1.04, compared to the broader market0.0020.0040.0060.0080.00100.001.0410.04
RDOG
YYY

The current RDOG Sharpe Ratio is 0.31, which is lower than the YYY Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of RDOG and YYY, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.31
1.68
RDOG
YYY

Dividends

RDOG vs. YYY - Dividend Comparison

RDOG's dividend yield for the trailing twelve months is around 6.14%, less than YYY's 12.32% yield.


TTM20232022202120202019201820172016201520142013
RDOG
ALPS REIT Dividend Dogs ETF
6.14%7.07%5.25%2.98%5.11%3.10%3.13%3.64%3.66%3.43%2.90%1.03%
YYY
Amplify High Income ETF
12.32%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%5.14%

Drawdowns

RDOG vs. YYY - Drawdown Comparison

The maximum RDOG drawdown since its inception was -69.88%, which is greater than YYY's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for RDOG and YYY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.10%
-4.34%
RDOG
YYY

Volatility

RDOG vs. YYY - Volatility Comparison

ALPS REIT Dividend Dogs ETF (RDOG) has a higher volatility of 5.83% compared to Amplify High Income ETF (YYY) at 3.26%. This indicates that RDOG's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.83%
3.26%
RDOG
YYY
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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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