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SCMWY vs. DIVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCMWY vs. DIVO

Last updated Jun 4, 2026

SCMWY (SwissCom AG) is a stock, while DIVO (Amplify CWP Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify. Over the past 5 years, SCMWY returned 13.13%/yr vs 10.61%/yr for DIVO. At a 0.20 correlation, their price movements are largely independent.

Performance

SCMWY vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SwissCom AG (SCMWY) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCMWY achieves a 19.14% return, which is significantly higher than DIVO's 5.53% return.

SCMWY

1D
-1.28%
1M
-0.70%
YTD
19.14%
6M
23.49%
1Y
25.82%
3Y*
16.06%
5Y*
13.13%
10Y*
11.10%

DIVO

1D
-0.54%
1M
2.34%
YTD
5.53%
6M
5.82%
1Y
18.37%
3Y*
15.35%
5Y*
10.61%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMWY vs. DIVO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCMWY
SwissCom AG		19.14%35.49%1.05%13.81%1.30%9.86%5.96%15.36%-5.59%31.65%
DIVO
Amplify CWP Enhanced Dividend Income ETF		5.53%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

Correlation

The correlation between SCMWY and DIVO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2016

0.20

Compare stocks, funds, or ETFs

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SwissCom AG

Amplify CWP Enhanced Dividend Income ETF

Often compared with SCMWY:
SCMWY vs. AMXSCMWY vs. TLGPYSCMWY vs. NATKYSCMWY vs. PHINSCMWY vs. SDZNYSCMWY vs. AHRSCMWY vs. ATMU
Often compared with DIVO:
DIVO vs. JEPIDIVO vs. SCHDDIVO vs. QDVODIVO vs. JEPQDIVO vs. IDVODIVO vs. DIVDIVO vs. DGRO

Return for Risk

SCMWY vs. DIVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCMWY
SCMWY Risk / Return Rank: 7979
Overall Rank
SCMWY Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SCMWY Sortino Ratio Rank: 7777
Sortino Ratio Rank
SCMWY Omega Ratio Rank: 7373
Omega Ratio Rank
SCMWY Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCMWY Martin Ratio Rank: 8282
Martin Ratio Rank
DIVO
DIVO Risk / Return Rank: 6161
Overall Rank
DIVO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 6464
Sortino Ratio Rank
DIVO Omega Ratio Rank: 5858
Omega Ratio Rank
DIVO Calmar Ratio Rank: 6161
Calmar Ratio Rank
DIVO Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCMWY vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SwissCom AG (SCMWY) 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.

SCMWYDIVODifference
Sharpe ratioReturn per unit of total volatility
1.40
2.06

-0.66

Sortino ratioReturn per unit of downside risk
2.11
3.05

-0.94

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

2.78

3.10

-0.33

Martin ratioReturn relative to average drawdown

7.23

11.21

-3.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCMWY vs. DIVO - Sharpe Ratio Comparison

The current SCMWY Sharpe Ratio is 1.40, which is lower than the DIVO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of SCMWY and DIVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SCMWYDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.06

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.89

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.85

-0.35

Drawdowns

SCMWY vs. DIVO - Drawdown Comparison

The maximum SCMWY drawdown since its inception was -33.75%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for SCMWY and DIVO.

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Drawdown Indicators

SCMWYDIVODifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-30.04%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-5.95%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.68%

-12.12%

-4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-13.72%

-13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-26.82%

—

—

Current Drawdown

Current decline from peak

-7.43%

-0.82%

-6.61%

Average Drawdown

Average peak-to-trough decline

-8.52%

-2.61%

-5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

1.64%

+1.94%

Volatility

SCMWY vs. DIVO - Volatility Comparison

SwissCom AG (SCMWY) has a higher volatility of 4.65% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.01%. This indicates that SCMWY'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

SCMWYDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

2.01%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

6.88%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

8.97%

+9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

11.94%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

14.84%

+2.52%

Dividends

SCMWY vs. DIVO - Dividend Comparison

SCMWY's dividend yield for the trailing twelve months is around 4.05%, less than DIVO's 6.42% yield.

PositionTTM20252024202320222021202020192018201720162015
DIVO
Amplify CWP Enhanced Dividend Income ETF		6.42%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%
SCMWY
SwissCom AG		4.05%3.44%8.77%3.99%4.30%4.38%4.28%4.13%4.91%8.30%9.75%4.60%

Frequently Asked Questions

SCMWY and DIVO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCMWY has higher volatility (4.65%) compared to DIVO (2.01%). In terms of maximum drawdown, SCMWY dropped -33.75% vs DIVO's -30.04%.

DIVO currently has the higher Sharpe Ratio (2.06 vs 1.40), 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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