PortfoliosLab logoPortfoliosLab logo
TYG vs. QDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYG vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tortoise Energy Infrastructure Closed Fund (TYG) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TYG vs. QDVO - Yearly Performance Comparison


2026 (YTD)20252024
TYG
Tortoise Energy Infrastructure Closed Fund
16.14%8.46%21.12%
QDVO
Amplify CWP Growth & Income ETF
-4.93%20.16%11.80%

Returns By Period

In the year-to-date period, TYG achieves a 16.14% return, which is significantly higher than QDVO's -4.93% return.


TYG

1D
-7.52%
1M
-8.18%
YTD
16.14%
6M
13.16%
1Y
18.81%
3Y*
28.59%
5Y*
23.81%
10Y*
1.56%

QDVO

1D
0.86%
1M
-2.96%
YTD
-4.93%
6M
-2.40%
1Y
21.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TYG vs. QDVO - Expense Ratio Comparison

TYG has a 2.90% expense ratio, which is higher than QDVO's 0.55% expense ratio.


Return for Risk

TYG vs. QDVO — Risk / Return Rank

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

TYG
TYG Risk / Return Rank: 3636
Overall Rank
TYG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TYG Sortino Ratio Rank: 3030
Sortino Ratio Rank
TYG Omega Ratio Rank: 3636
Omega Ratio Rank
TYG Calmar Ratio Rank: 3838
Calmar Ratio Rank
TYG Martin Ratio Rank: 4242
Martin Ratio Rank

QDVO
QDVO Risk / Return Rank: 7070
Overall Rank
QDVO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QDVO Sortino Ratio Rank: 7070
Sortino Ratio Rank
QDVO Omega Ratio Rank: 6868
Omega Ratio Rank
QDVO Calmar Ratio Rank: 7777
Calmar Ratio Rank
QDVO Martin Ratio Rank: 7373
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.

TYG vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise Energy Infrastructure Closed Fund (TYG) and Amplify CWP Growth & Income ETF (QDVO). 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.


TYGQDVODifference

Sharpe ratio

Return per unit of total volatility

0.80

1.14

-0.34

Sortino ratio

Return per unit of downside risk

1.13

1.79

-0.66

Omega ratio

Gain probability vs. loss probability

1.18

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.06

2.13

-1.06

Martin ratio

Return relative to average drawdown

4.48

7.94

-3.46

TYG vs. QDVO - Sharpe Ratio Comparison

The current TYG Sharpe Ratio is 0.80, which is comparable to the QDVO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of TYG and QDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TYGQDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.14

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.92

-0.82

Correlation

The correlation between TYG and QDVO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TYG vs. QDVO - Dividend Comparison

TYG's dividend yield for the trailing twelve months is around 10.69%, less than QDVO's 11.17% yield.


TTM20252024202320222021202020192018201720162015
TYG
Tortoise Energy Infrastructure Closed Fund
10.69%11.25%7.96%9.87%8.94%5.27%10.85%14.61%13.17%9.01%8.54%13.95%
QDVO
Amplify CWP Growth & Income ETF
11.17%9.92%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TYG vs. QDVO - Drawdown Comparison

The maximum TYG drawdown since its inception was -95.34%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for TYG and QDVO.


Loading graphics...

Drawdown Indicators


TYGQDVODifference

Max Drawdown

Largest peak-to-trough decline

-95.34%

-17.75%

-77.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.76%

-10.24%

-8.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.08%

Max Drawdown (10Y)

Largest decline over 10 years

-94.98%

Current Drawdown

Current decline from peak

-33.75%

-6.70%

-27.05%

Average Drawdown

Average peak-to-trough decline

-29.40%

-2.51%

-26.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

2.75%

+1.70%

Volatility

TYG vs. QDVO - Volatility Comparison

Tortoise Energy Infrastructure Closed Fund (TYG) has a higher volatility of 10.99% compared to Amplify CWP Growth & Income ETF (QDVO) at 5.38%. This indicates that TYG's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TYGQDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

5.38%

+5.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

9.78%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

23.68%

18.61%

+5.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

18.01%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.27%

18.01%

+33.26%