PortfoliosLab logo
AMZP vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZP and SVOL is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

AMZP vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
33.08%
-6.02%
AMZP
SVOL

Key characteristics

Sharpe Ratio

AMZP:

0.14

SVOL:

-0.40

Sortino Ratio

AMZP:

0.39

SVOL:

-0.39

Omega Ratio

AMZP:

1.05

SVOL:

0.93

Calmar Ratio

AMZP:

0.14

SVOL:

-0.39

Martin Ratio

AMZP:

0.44

SVOL:

-1.76

Ulcer Index

AMZP:

8.93%

SVOL:

7.44%

Daily Std Dev

AMZP:

28.37%

SVOL:

32.64%

Max Drawdown

AMZP:

-27.35%

SVOL:

-33.50%

Current Drawdown

AMZP:

-19.84%

SVOL:

-21.41%

Returns By Period

In the year-to-date period, AMZP achieves a -13.53% return, which is significantly higher than SVOL's -17.38% return.


AMZP

YTD

-13.53%

1M

-7.84%

6M

0.02%

1Y

4.18%

5Y*

N/A

10Y*

N/A

SVOL

YTD

-17.38%

1M

-13.97%

6M

-17.01%

1Y

-13.92%

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.


AMZP vs. SVOL - Expense Ratio Comparison

AMZP has a 0.99% expense ratio, which is higher than SVOL's 0.50% expense ratio.


Expense ratio chart for AMZP: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMZP: 0.99%
Expense ratio chart for SVOL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SVOL: 0.50%

Risk-Adjusted Performance

AMZP vs. SVOL — Risk-Adjusted Performance Rank

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

AMZP
The Risk-Adjusted Performance Rank of AMZP is 3535
Overall Rank
The Sharpe Ratio Rank of AMZP is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZP is 3737
Sortino Ratio Rank
The Omega Ratio Rank of AMZP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of AMZP is 3636
Calmar Ratio Rank
The Martin Ratio Rank of AMZP is 3232
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 55
Overall Rank
The Sharpe Ratio Rank of SVOL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 88
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 66
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 44
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 11
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.

AMZP vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Simplify Volatility Premium ETF (SVOL). 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 chart of Sharpe ratio for AMZP, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.00
AMZP: 0.14
SVOL: -0.40
The chart of Sortino ratio for AMZP, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.00
AMZP: 0.39
SVOL: -0.39
The chart of Omega ratio for AMZP, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
AMZP: 1.05
SVOL: 0.93
The chart of Calmar ratio for AMZP, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
AMZP: 0.14
SVOL: -0.39
The chart of Martin ratio for AMZP, currently valued at 0.44, compared to the broader market0.0020.0040.0060.00
AMZP: 0.44
SVOL: -1.76

The current AMZP Sharpe Ratio is 0.14, which is higher than the SVOL Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of AMZP and SVOL, 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 Ratio-1.000.001.002.00December2025FebruaryMarchApril
0.14
-0.40
AMZP
SVOL

Dividends

AMZP vs. SVOL - Dividend Comparison

AMZP's dividend yield for the trailing twelve months is around 22.95%, more than SVOL's 20.59% yield.


TTM2024202320222021
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
22.95%15.15%2.46%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
20.59%16.79%16.37%18.32%4.65%

Drawdowns

AMZP vs. SVOL - Drawdown Comparison

The maximum AMZP drawdown since its inception was -27.35%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for AMZP and SVOL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.84%
-21.41%
AMZP
SVOL

Volatility

AMZP vs. SVOL - Volatility Comparison

The current volatility for Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) is 17.17%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 27.51%. This indicates that AMZP experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
17.17%
27.51%
AMZP
SVOL