PortfoliosLab logo
BUCK vs. CDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUCK and CDX is 0.08, 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.


-0.50.00.51.00.1

Performance

BUCK vs. CDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Stable Income ETF (BUCK) and Simplify High Yield PLUS Credit Hedge ETF (CDX). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
14.31%
28.61%
BUCK
CDX

Key characteristics

Sharpe Ratio

BUCK:

1.73

CDX:

1.74

Sortino Ratio

BUCK:

2.53

CDX:

2.43

Omega Ratio

BUCK:

1.32

CDX:

1.31

Calmar Ratio

BUCK:

3.08

CDX:

3.83

Martin Ratio

BUCK:

11.65

CDX:

11.47

Ulcer Index

BUCK:

0.54%

CDX:

1.05%

Daily Std Dev

BUCK:

3.63%

CDX:

6.94%

Max Drawdown

BUCK:

-2.03%

CDX:

-13.24%

Current Drawdown

BUCK:

-0.28%

CDX:

0.00%

Returns By Period

In the year-to-date period, BUCK achieves a 1.47% return, which is significantly lower than CDX's 5.60% return.


BUCK

YTD

1.47%

1M

0.65%

6M

3.47%

1Y

6.29%

5Y*

N/A

10Y*

N/A

CDX

YTD

5.60%

1M

2.73%

6M

3.73%

1Y

11.66%

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.


BUCK vs. CDX - Expense Ratio Comparison

BUCK has a 0.35% expense ratio, which is higher than CDX's 0.26% expense ratio.


Expense ratio chart for BUCK: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for CDX: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%

Risk-Adjusted Performance

BUCK vs. CDX — Risk-Adjusted Performance Rank

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

BUCK
The Risk-Adjusted Performance Rank of BUCK is 8484
Overall Rank
The Sharpe Ratio Rank of BUCK is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BUCK is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BUCK is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BUCK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BUCK is 8686
Martin Ratio Rank

CDX
The Risk-Adjusted Performance Rank of CDX is 8484
Overall Rank
The Sharpe Ratio Rank of CDX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CDX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of CDX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CDX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CDX is 8686
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.

BUCK vs. CDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Stable Income ETF (BUCK) and Simplify High Yield PLUS Credit Hedge ETF (CDX). 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 BUCK, currently valued at 1.73, compared to the broader market0.002.004.001.731.74
The chart of Sortino ratio for BUCK, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.0012.002.532.43
The chart of Omega ratio for BUCK, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.31
The chart of Calmar ratio for BUCK, currently valued at 3.08, compared to the broader market0.005.0010.0015.003.083.83
The chart of Martin ratio for BUCK, currently valued at 11.65, compared to the broader market0.0020.0040.0060.0080.00100.0011.6511.47
BUCK
CDX

The current BUCK Sharpe Ratio is 1.73, which is comparable to the CDX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of BUCK and CDX, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.73
1.74
BUCK
CDX

Dividends

BUCK vs. CDX - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.21%, less than CDX's 11.54% yield.


TTM202420232022
BUCK
Simplify Stable Income ETF
8.21%8.84%4.84%0.59%
CDX
Simplify High Yield PLUS Credit Hedge ETF
11.54%12.60%5.26%7.51%

Drawdowns

BUCK vs. CDX - Drawdown Comparison

The maximum BUCK drawdown since its inception was -2.03%, smaller than the maximum CDX drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for BUCK and CDX. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-0.28%
0
BUCK
CDX

Volatility

BUCK vs. CDX - Volatility Comparison

The current volatility for Simplify Stable Income ETF (BUCK) is 0.75%, while Simplify High Yield PLUS Credit Hedge ETF (CDX) has a volatility of 1.68%. This indicates that BUCK experiences smaller price fluctuations and is considered to be less risky than CDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
0.75%
1.68%
BUCK
CDX