RPRX vs. DIVO
RPRX (Royalty Pharma plc) is a stock, while DIVO (Amplify CWP Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 5 years, RPRX returned 6.56%/yr vs 10.91%/yr for DIVO. At a 0.34 correlation, their price movements are largely independent.
Performance
RPRX vs. DIVO - Performance Comparison
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Returns By Period
In the year-to-date period, RPRX achieves a 43.38% return, which is significantly higher than DIVO's 6.43% return.
RPRX
- 1D
- -0.76%
- 1M
- 3.50%
- YTD
- 43.38%
- 6M
- 44.31%
- 1Y
- 58.91%
- 3Y*
- 22.40%
- 5Y*
- 6.56%
- 10Y*
- —
DIVO
- 1D
- 0.72%
- 1M
- 2.59%
- YTD
- 6.43%
- 6M
- 5.62%
- 1Y
- 18.49%
- 3Y*
- 15.47%
- 5Y*
- 10.91%
- 10Y*
- —
RPRX vs. DIVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RPRX Royalty Pharma plc | 43.38% | 55.29% | -6.36% | -27.08% | 0.99% | -19.09% | 14.62% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.43% | 17.40% | 16.22% | 6.95% | -1.46% | 22.87% | 20.60% |
Correlation
The correlation between RPRX and DIVO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2020 | 0.34 |
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Return for Risk
RPRX vs. DIVO — Risk / Return Rank
RPRX
DIVO
RPRX vs. DIVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royalty Pharma plc (RPRX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.
| RPRX | DIVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 8.02 | 3.12 | +4.90 |
| Martin ratioReturn relative to average drawdown | 20.12 | 11.23 | +8.89 |
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Drawdowns
RPRX vs. DIVO - Drawdown Comparison
The maximum RPRX drawdown since its inception was -49.68%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for RPRX and DIVO.
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Drawdown Indicators
| RPRX | DIVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.68% | -30.04% | -19.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.38% | -5.95% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.14% | -12.12% | -9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -41.98% | -13.72% | -28.26% |
Current DrawdownCurrent decline from peak | -1.79% | -0.19% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -26.30% | -2.61% | -23.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.65% | +1.29% |
Volatility
RPRX vs. DIVO - Volatility Comparison
Royalty Pharma plc (RPRX) has a higher volatility of 6.38% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.71%. This indicates that RPRX's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPRX | DIVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 2.71% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 7.13% | +6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.00% | 9.20% | +12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.82% | 11.97% | +11.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.85% | 14.83% | +12.02% |
Dividends
RPRX vs. DIVO - Dividend Comparison
RPRX's dividend yield for the trailing twelve months is around 1.66%, less than DIVO's 6.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.36% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% |
RPRX Royalty Pharma plc | 1.66% | 2.28% | 3.29% | 2.85% | 1.92% | 1.71% | 0.60% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RPRX and DIVO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPRX has higher volatility (6.38%) compared to DIVO (2.71%). In terms of maximum drawdown, RPRX dropped -49.68% vs DIVO's -30.04%.
RPRX currently has the higher Sharpe Ratio (2.72 vs 2.02), 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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