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AGGH vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AGGH vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGGH achieves a 0.70% return, which is significantly higher than BTC-USD's -26.27% return.


AGGH

1D
-0.17%
1M
0.23%
YTD
0.70%
6M
1.19%
1Y
8.76%
3Y*
4.99%
5Y*
10Y*

BTC-USD

1D
1.71%
1M
-20.43%
YTD
-26.27%
6M
-28.52%
1Y
-39.20%
3Y*
36.94%
5Y*
9.74%
10Y*
57.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGH vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGGH
Simplify Aggregate Bond ETF
0.70%8.23%1.97%8.47%-8.77%
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-61.15%

Correlation

The correlation between AGGH and BTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.03

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Return for Risk

AGGH vs. BTC-USD — Risk / Return Rank

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

AGGH
AGGH Risk / Return Rank: 4444
Overall Rank
AGGH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGGH Sortino Ratio Rank: 3737
Sortino Ratio Rank
AGGH Omega Ratio Rank: 3838
Omega Ratio Rank
AGGH Calmar Ratio Rank: 5858
Calmar Ratio Rank
AGGH Martin Ratio Rank: 4949
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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.

AGGH vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Bitcoin (BTC-USD). 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.


AGGHBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.22

0.87

+0.36

Calmar ratioReturn relative to maximum drawdown

2.56

-0.77

+3.32

Martin ratioReturn relative to average drawdown

7.30

-1.33

+8.64

AGGH vs. BTC-USD - Sharpe Ratio Comparison

The current AGGH Sharpe Ratio is 1.15, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of AGGH and BTC-USD, 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

AGGH vs. BTC-USD - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AGGH and BTC-USD.


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Drawdown Indicators


AGGHBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-13.26%

-85.30%

+72.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-51.21%

+48.11%

Max Drawdown (3Y)

Largest decline over 3 years

-8.67%

-51.21%

+42.54%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-1.36%

-48.27%

+46.91%

Average Drawdown

Average peak-to-trough decline

-4.43%

-42.36%

+37.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

35.16%

-34.07%

Volatility

AGGH vs. BTC-USD - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.67%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGGHBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

11.97%

-10.30%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

34.64%

-31.24%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

35.59%

-28.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

44.57%

-36.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.44%

56.61%

-48.17%

Frequently Asked Questions


AGGH and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.97%) compared to AGGH (1.67%). In terms of maximum drawdown, AGGH dropped -13.26% vs BTC-USD's -85.30%.

AGGH currently has the higher Sharpe Ratio (1.15 vs -0.92), 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.

Portfolio Optimizer

Find the right allocation for AGGH and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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