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

Correlation

The correlation between SGLC and HCOW is 0.64, 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

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.

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Key characteristics

Sharpe Ratio

SGLC:

0.09

HCOW:

-0.39

Sortino Ratio

SGLC:

0.29

HCOW:

-0.34

Omega Ratio

SGLC:

1.04

HCOW:

0.95

Calmar Ratio

SGLC:

0.10

HCOW:

-0.30

Martin Ratio

SGLC:

0.36

HCOW:

-0.93

Ulcer Index

SGLC:

5.81%

HCOW:

7.78%

Daily Std Dev

SGLC:

21.01%

HCOW:

21.26%

Max Drawdown

SGLC:

-20.24%

HCOW:

-24.15%

Current Drawdown

SGLC:

-9.96%

HCOW:

-16.33%

Returns By Period

In the year-to-date period, SGLC achieves a -4.80% return, which is significantly higher than HCOW's -10.25% return.


SGLC

YTD

-4.80%

1M

3.01%

6M

-7.74%

1Y

1.88%

5Y*

N/A

10Y*

N/A

HCOW

YTD

-10.25%

1M

0.66%

6M

-12.56%

1Y

-8.28%

5Y*

N/A

10Y*

N/A

*Annualized

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SGLC vs. HCOW - Expense Ratio Comparison

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


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 2626
Overall Rank
The Sharpe Ratio Rank of SGLC is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SGLC is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SGLC is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SGLC is 2727
Calmar Ratio Rank
The Martin Ratio Rank of SGLC is 2626
Martin Ratio Rank

HCOW
The Risk-Adjusted Performance Rank of HCOW is 77
Overall Rank
The Sharpe Ratio Rank of HCOW is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of HCOW is 88
Sortino Ratio Rank
The Omega Ratio Rank of HCOW is 77
Omega Ratio Rank
The Calmar Ratio Rank of HCOW is 66
Calmar Ratio Rank
The Martin Ratio Rank of HCOW is 66
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.


The current SGLC Sharpe Ratio is 0.09, which is higher than the HCOW Sharpe Ratio of -0.39. 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.


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Dividends

SGLC vs. HCOW - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 9.12%, less than HCOW's 9.76% yield.


TTM20242023
SGLC
SGI U.S. Large Cap Core ETF
9.12%8.68%1.49%
HCOW
Amplify Cash Flow High Income ETF
9.76%8.13%1.99%

Drawdowns

SGLC vs. HCOW - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, smaller than the maximum HCOW drawdown of -24.15%. Use the drawdown chart below to compare losses from any high point for SGLC and HCOW. For additional features, visit the drawdowns tool.


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Volatility

SGLC vs. HCOW - Volatility Comparison


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