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

Correlation

The correlation between AMZP and SVOL is 0.45, 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.


-0.50.00.51.00.5

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.36%
0.12%
AMZP
SVOL

Key characteristics

Sharpe Ratio

AMZP:

1.83

SVOL:

0.58

Sortino Ratio

AMZP:

2.49

SVOL:

0.83

Omega Ratio

AMZP:

1.34

SVOL:

1.15

Calmar Ratio

AMZP:

2.33

SVOL:

0.70

Martin Ratio

AMZP:

8.51

SVOL:

4.25

Ulcer Index

AMZP:

4.72%

SVOL:

1.79%

Daily Std Dev

AMZP:

22.04%

SVOL:

13.23%

Max Drawdown

AMZP:

-17.26%

SVOL:

-15.62%

Current Drawdown

AMZP:

-1.66%

SVOL:

-3.88%

Returns By Period

In the year-to-date period, AMZP achieves a 40.15% return, which is significantly higher than SVOL's 6.83% return.


AMZP

YTD

40.15%

1M

12.79%

6M

17.36%

1Y

40.13%

5Y*

N/A

10Y*

N/A

SVOL

YTD

6.83%

1M

-2.32%

6M

0.12%

1Y

7.57%

5Y*

N/A

10Y*

N/A

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.


AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
Expense ratio chart for AMZP: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for AMZP, currently valued at 1.83, compared to the broader market0.002.004.001.830.58
The chart of Sortino ratio for AMZP, currently valued at 2.49, compared to the broader market-2.000.002.004.006.008.0010.002.490.83
The chart of Omega ratio for AMZP, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.15
The chart of Calmar ratio for AMZP, currently valued at 2.33, compared to the broader market0.005.0010.0015.002.330.70
The chart of Martin ratio for AMZP, currently valued at 8.51, compared to the broader market0.0020.0040.0060.0080.00100.008.514.25
AMZP
SVOL

The current AMZP Sharpe Ratio is 1.83, which is higher than the SVOL Sharpe Ratio of 0.58. 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 Ratio0.501.001.502.00Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
1.83
0.58
AMZP
SVOL

Dividends

AMZP vs. SVOL - Dividend Comparison

AMZP's dividend yield for the trailing twelve months is around 12.28%, less than SVOL's 16.80% yield.


TTM202320222021
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
12.28%2.46%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
16.80%16.36%18.32%4.65%

Drawdowns

AMZP vs. SVOL - Drawdown Comparison

The maximum AMZP drawdown since its inception was -17.26%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for AMZP and SVOL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.66%
-3.88%
AMZP
SVOL

Volatility

AMZP vs. SVOL - Volatility Comparison

Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) has a higher volatility of 6.12% compared to Simplify Volatility Premium ETF (SVOL) at 5.82%. This indicates that AMZP's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.12%
5.82%
AMZP
SVOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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