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

Key characteristics


RDOGYYY
YTD Return-6.46%4.06%
1Y Return10.49%13.13%
3Y Return (Ann)-3.60%-1.82%
5Y Return (Ann)-0.34%1.98%
10Y Return (Ann)2.73%2.78%
Sharpe Ratio0.451.47
Daily Std Dev22.13%8.89%
Max Drawdown-69.88%-42.52%
Current Drawdown-23.68%-9.70%

Correlation

-0.50.00.51.00.5

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.

Performance

RDOG vs. YYY - Performance Comparison

In the year-to-date period, RDOG achieves a -6.46% return, which is significantly lower than YYY's 4.06% return. Both investments have delivered pretty close results over the past 10 years, with RDOG having a 2.73% annualized return and YYY not far ahead at 2.78%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%December2024FebruaryMarchApril
66.95%
82.77%
RDOG
YYY

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ALPS REIT Dividend Dogs ETF

Amplify High Income ETF

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.


RDOG
Sharpe ratio
The chart of Sharpe ratio for RDOG, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.005.000.45
Sortino ratio
The chart of Sortino ratio for RDOG, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.000.83
Omega ratio
The chart of Omega ratio for RDOG, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for RDOG, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.000.28
Martin ratio
The chart of Martin ratio for RDOG, currently valued at 1.44, compared to the broader market0.0020.0040.0060.001.44
YYY
Sharpe ratio
The chart of Sharpe ratio for YYY, currently valued at 1.47, compared to the broader market-1.000.001.002.003.004.005.001.47
Sortino ratio
The chart of Sortino ratio for YYY, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.002.27
Omega ratio
The chart of Omega ratio for YYY, currently valued at 1.28, compared to the broader market0.501.001.502.002.501.28
Calmar ratio
The chart of Calmar ratio for YYY, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.000.55
Martin ratio
The chart of Martin ratio for YYY, currently valued at 4.81, compared to the broader market0.0020.0040.0060.004.81

RDOG vs. YYY - Sharpe Ratio Comparison

The current RDOG Sharpe Ratio is 0.45, which is lower than the YYY Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of RDOG and YYY.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchApril
0.45
1.47
RDOG
YYY

Dividends

RDOG vs. YYY - Dividend Comparison

RDOG's dividend yield for the trailing twelve months is around 7.50%, less than YYY's 12.40% yield.


TTM20232022202120202019201820172016201520142013
RDOG
ALPS REIT Dividend Dogs ETF
7.50%7.07%5.25%2.98%5.12%3.10%3.13%3.64%3.66%3.43%2.90%1.03%
YYY
Amplify High Income ETF
12.40%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.


-30.00%-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchApril
-23.68%
-9.70%
RDOG
YYY

Volatility

RDOG vs. YYY - Volatility Comparison

ALPS REIT Dividend Dogs ETF (RDOG) has a higher volatility of 6.54% compared to Amplify High Income ETF (YYY) at 2.68%. 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%10.00%December2024FebruaryMarchApril
6.54%
2.68%
RDOG
YYY