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SGLC vs. HCOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGLC and HCOW is 0.58, 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.


-0.50.00.51.00.6

Performance

SGLC vs. HCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) and Amplify Cash Flow High Income ETF (HCOW). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.37%
3.90%
SGLC
HCOW

Key characteristics

Sharpe Ratio

SGLC:

1.20

HCOW:

0.58

Sortino Ratio

SGLC:

1.71

HCOW:

0.92

Omega Ratio

SGLC:

1.22

HCOW:

1.11

Calmar Ratio

SGLC:

1.92

HCOW:

1.02

Martin Ratio

SGLC:

6.68

HCOW:

1.99

Ulcer Index

SGLC:

2.58%

HCOW:

4.35%

Daily Std Dev

SGLC:

14.38%

HCOW:

14.85%

Max Drawdown

SGLC:

-10.03%

HCOW:

-8.49%

Current Drawdown

SGLC:

-2.10%

HCOW:

-6.66%

Returns By Period

In the year-to-date period, SGLC achieves a 3.51% return, which is significantly higher than HCOW's 0.12% return.


SGLC

YTD

3.51%

1M

-0.19%

6M

6.37%

1Y

17.62%

5Y*

N/A

10Y*

N/A

HCOW

YTD

0.12%

1M

-3.18%

6M

3.90%

1Y

8.65%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SGLC vs. HCOW - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is higher than HCOW's 0.65% expense ratio.


SGLC
SGI U.S. Large Cap Core ETF
Expense ratio chart for SGLC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for HCOW: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

SGLC vs. HCOW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SGLC
The Risk-Adjusted Performance Rank of SGLC is 5353
Overall Rank
The Sharpe Ratio Rank of SGLC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLC is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SGLC is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SGLC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SGLC is 6060
Martin Ratio Rank

HCOW
The Risk-Adjusted Performance Rank of HCOW is 2525
Overall Rank
The Sharpe Ratio Rank of HCOW is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of HCOW is 2121
Sortino Ratio Rank
The Omega Ratio Rank of HCOW is 1919
Omega Ratio Rank
The Calmar Ratio Rank of HCOW is 4242
Calmar Ratio Rank
The Martin Ratio Rank of HCOW is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SGLC vs. HCOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) and Amplify Cash Flow High Income ETF (HCOW). 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 SGLC, currently valued at 1.20, compared to the broader market0.002.004.001.200.58
The chart of Sortino ratio for SGLC, currently valued at 1.71, compared to the broader market-2.000.002.004.006.008.0010.0012.001.710.92
The chart of Omega ratio for SGLC, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.11
The chart of Calmar ratio for SGLC, currently valued at 1.92, compared to the broader market0.005.0010.0015.001.921.02
The chart of Martin ratio for SGLC, currently valued at 6.68, compared to the broader market0.0020.0040.0060.0080.00100.006.681.99
SGLC
HCOW

The current SGLC Sharpe Ratio is 1.20, which is higher than the HCOW Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SGLC and HCOW, 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025February
1.20
0.58
SGLC
HCOW

Dividends

SGLC vs. HCOW - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 8.39%, more than HCOW's 8.19% yield.


TTM20242023
SGLC
SGI U.S. Large Cap Core ETF
8.39%8.68%1.49%
HCOW
Amplify Cash Flow High Income ETF
8.19%8.13%1.99%

Drawdowns

SGLC vs. HCOW - Drawdown Comparison

The maximum SGLC drawdown since its inception was -10.03%, which is greater than HCOW's maximum drawdown of -8.49%. Use the drawdown chart below to compare losses from any high point for SGLC and HCOW. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.10%
-6.66%
SGLC
HCOW

Volatility

SGLC vs. HCOW - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 3.28% compared to Amplify Cash Flow High Income ETF (HCOW) at 3.04%. This indicates that SGLC's price experiences larger fluctuations and is considered to be riskier than HCOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.28%
3.04%
SGLC
HCOW
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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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