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SDOG vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDOG and DIVO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SDOG vs. DIVO - Performance Comparison

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

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.63%
7.43%
SDOG
DIVO

Key characteristics

Sharpe Ratio

SDOG:

1.33

DIVO:

1.97

Sortino Ratio

SDOG:

1.92

DIVO:

2.82

Omega Ratio

SDOG:

1.23

DIVO:

1.37

Calmar Ratio

SDOG:

1.97

DIVO:

3.13

Martin Ratio

SDOG:

7.30

DIVO:

11.33

Ulcer Index

SDOG:

2.18%

DIVO:

1.57%

Daily Std Dev

SDOG:

12.04%

DIVO:

9.02%

Max Drawdown

SDOG:

-43.56%

DIVO:

-30.04%

Current Drawdown

SDOG:

-6.57%

DIVO:

-4.67%

Returns By Period

In the year-to-date period, SDOG achieves a 15.02% return, which is significantly lower than DIVO's 16.78% return.


SDOG

YTD

15.02%

1M

-5.88%

6M

7.37%

1Y

15.56%

5Y*

8.29%

10Y*

7.93%

DIVO

YTD

16.78%

1M

-3.20%

6M

6.88%

1Y

17.41%

5Y*

11.27%

10Y*

N/A

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SDOG vs. DIVO - Expense Ratio Comparison

SDOG has a 0.40% expense ratio, which is lower than DIVO's 0.55% expense ratio.


DIVO
Amplify CWP Enhanced Dividend Income ETF
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for SDOG: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

SDOG vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) 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.


Sharpe ratio
The chart of Sharpe ratio for SDOG, currently valued at 1.33, compared to the broader market0.002.004.001.331.97
The chart of Sortino ratio for SDOG, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.922.82
The chart of Omega ratio for SDOG, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.37
The chart of Calmar ratio for SDOG, currently valued at 1.97, compared to the broader market0.005.0010.0015.001.973.13
The chart of Martin ratio for SDOG, currently valued at 7.30, compared to the broader market0.0020.0040.0060.0080.00100.007.3011.33
SDOG
DIVO

The current SDOG Sharpe Ratio is 1.33, which is lower than the DIVO Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SDOG and DIVO, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.33
1.97
SDOG
DIVO

Dividends

SDOG vs. DIVO - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.85%, less than DIVO's 4.61% yield.


TTM20232022202120202019201820172016201520142013
SDOG
ALPS Sector Dividend Dogs ETF
3.85%4.30%3.86%3.62%3.62%3.37%4.03%3.27%3.32%3.61%3.36%3.45%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.61%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%0.00%

Drawdowns

SDOG vs. DIVO - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for SDOG and DIVO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.57%
-4.67%
SDOG
DIVO

Volatility

SDOG vs. DIVO - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) has a higher volatility of 3.87% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.14%. This indicates that SDOG'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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
3.14%
SDOG
DIVO
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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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