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

Correlation

The correlation between ARDC and SVOL is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ARDC vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Dynamic Credit Allocation Fund, Inc. (ARDC) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
28.01%
19.61%
ARDC
SVOL

Key characteristics

Sharpe Ratio

ARDC:

0.45

SVOL:

-0.39

Sortino Ratio

ARDC:

0.67

SVOL:

-0.37

Omega Ratio

ARDC:

1.11

SVOL:

0.94

Calmar Ratio

ARDC:

0.36

SVOL:

-0.38

Martin Ratio

ARDC:

1.52

SVOL:

-1.68

Ulcer Index

ARDC:

4.68%

SVOL:

7.55%

Daily Std Dev

ARDC:

15.75%

SVOL:

32.67%

Max Drawdown

ARDC:

-45.40%

SVOL:

-33.50%

Current Drawdown

ARDC:

-11.54%

SVOL:

-20.44%

Returns By Period

In the year-to-date period, ARDC achieves a -7.84% return, which is significantly higher than SVOL's -16.37% return.


ARDC

YTD

-7.84%

1M

-3.70%

6M

-5.96%

1Y

6.97%

5Y*

15.35%

10Y*

7.43%

SVOL

YTD

-16.37%

1M

-10.48%

6M

-15.48%

1Y

-12.90%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ARDC vs. SVOL — Risk-Adjusted Performance Rank

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

ARDC
The Risk-Adjusted Performance Rank of ARDC is 6666
Overall Rank
The Sharpe Ratio Rank of ARDC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ARDC is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ARDC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ARDC is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ARDC is 7070
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 77
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.

ARDC vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) 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 ARDC, currently valued at 0.45, compared to the broader market-2.00-1.000.001.002.003.00
ARDC: 0.45
SVOL: -0.39
The chart of Sortino ratio for ARDC, currently valued at 0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
ARDC: 0.67
SVOL: -0.37
The chart of Omega ratio for ARDC, currently valued at 1.11, compared to the broader market0.501.001.502.00
ARDC: 1.11
SVOL: 0.94
The chart of Calmar ratio for ARDC, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.00
ARDC: 0.36
SVOL: -0.38
The chart of Martin ratio for ARDC, currently valued at 1.52, compared to the broader market-5.000.005.0010.0015.0020.00
ARDC: 1.52
SVOL: -1.68

The current ARDC Sharpe Ratio is 0.45, which is higher than the SVOL Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of ARDC 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.45
-0.39
ARDC
SVOL

Dividends

ARDC vs. SVOL - Dividend Comparison

ARDC's dividend yield for the trailing twelve months is around 10.34%, less than SVOL's 20.50% yield.


TTM20242023202220212020201920182017201620152014
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
10.34%9.33%9.85%10.31%7.16%8.40%8.40%9.35%7.58%8.45%10.51%8.87%
SVOL
Simplify Volatility Premium ETF
20.50%16.79%16.36%18.32%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARDC vs. SVOL - Drawdown Comparison

The maximum ARDC drawdown since its inception was -45.40%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ARDC 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
-11.54%
-20.44%
ARDC
SVOL

Volatility

ARDC vs. SVOL - Volatility Comparison

The current volatility for Ares Dynamic Credit Allocation Fund, Inc. (ARDC) is 11.81%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 27.53%. This indicates that ARDC 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
11.81%
27.53%
ARDC
SVOL