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TAC vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAC vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransAlta Corp (TAC) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAC achieves a 5.51% return, which is significantly lower than IDVO's 13.48% return.


TAC

1D
-2.79%
1M
-2.00%
6M
7.99%
YTD
5.51%
1Y
12.38%
3Y*
12.38%
5Y*
8.11%
10Y*
12.63%

IDVO

1D
-0.68%
1M
-0.39%
6M
5.53%
YTD
13.48%
1Y
31.59%
3Y*
21.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAC vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
TAC
TransAlta Corp
5.51%-9.24%73.96%-5.50%-1.95%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
13.48%36.46%10.16%17.53%6.42%

Correlation

The correlation between TAC and IDVO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.41

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Return for Risk

TAC vs. IDVO — Risk / Return Rank

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

TAC
TAC Risk / Return Rank: 5353
Overall Rank
TAC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TAC Sortino Ratio Rank: 5151
Sortino Ratio Rank
TAC Omega Ratio Rank: 5151
Omega Ratio Rank
TAC Calmar Ratio Rank: 5454
Calmar Ratio Rank
TAC Martin Ratio Rank: 5252
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 7575
Overall Rank
IDVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDVO Omega Ratio Rank: 7575
Omega Ratio Rank
IDVO Calmar Ratio Rank: 7575
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7676
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.

TAC vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransAlta Corp (TAC) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.


TACIDVODifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.09

1.35

-0.26

Calmar ratioReturn relative to maximum drawdown

0.38

3.06

-2.68

Martin ratioReturn relative to average drawdown

0.60

11.29

-10.69

TAC vs. IDVO - Sharpe Ratio Comparison

The current TAC Sharpe Ratio is 0.31, which is lower than the IDVO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of TAC and IDVO, 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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Drawdowns

TAC vs. IDVO - Drawdown Comparison

The maximum TAC drawdown since its inception was -88.12%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for TAC and IDVO.


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Drawdown Indicators


TACIDVODifference

Max Drawdown

Largest peak-to-trough decline

-88.12%

-15.46%

-72.66%

Max Drawdown (1Y)

Largest decline over 1 year

-33.10%

-10.37%

-22.73%

Max Drawdown (3Y)

Largest decline over 3 years

-43.26%

-15.46%

-27.80%

Max Drawdown (5Y)

Largest decline over 5 years

-46.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.11%

Current Drawdown

Current decline from peak

-24.75%

-1.81%

-22.94%

Average Drawdown

Average peak-to-trough decline

-40.50%

-2.30%

-38.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.66%

2.80%

+17.86%

Volatility

TAC vs. IDVO - Volatility Comparison

TransAlta Corp (TAC) has a higher volatility of 7.56% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 3.53%. This indicates that TAC's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TACIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

3.53%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

29.76%

13.79%

+15.97%

Volatility (1Y)

Calculated over the trailing 1-year period

39.82%

16.40%

+23.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.13%

16.41%

+18.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

16.41%

+19.09%

Dividends

TAC vs. IDVO - Dividend Comparison

TAC's dividend yield for the trailing twelve months is around 1.45%, less than IDVO's 5.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.63%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TAC
TransAlta Corp
1.45%1.44%1.24%2.13%1.76%1.38%1.69%1.68%3.20%2.69%2.74%20.34%

Frequently Asked Questions


TAC and IDVO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAC has higher volatility (7.56%) compared to IDVO (3.53%). In terms of maximum drawdown, TAC dropped -88.12% vs IDVO's -15.46%.

IDVO currently has the higher Sharpe Ratio (1.94 vs 0.31), 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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