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BUCK vs. HIGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUCK and HIGH is 0.18, 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.


-0.50.00.51.00.2

Performance

BUCK vs. HIGH - Performance Comparison

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

-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.63%
-1.44%
BUCK
HIGH

Key characteristics

Sharpe Ratio

BUCK:

1.67

HIGH:

0.48

Sortino Ratio

BUCK:

2.38

HIGH:

0.61

Omega Ratio

BUCK:

1.31

HIGH:

1.13

Calmar Ratio

BUCK:

3.06

HIGH:

0.63

Martin Ratio

BUCK:

11.64

HIGH:

1.73

Ulcer Index

BUCK:

0.53%

HIGH:

1.24%

Daily Std Dev

BUCK:

3.74%

HIGH:

4.48%

Max Drawdown

BUCK:

-2.03%

HIGH:

-3.39%

Current Drawdown

BUCK:

-1.30%

HIGH:

-2.11%

Returns By Period

In the year-to-date period, BUCK achieves a 6.03% return, which is significantly higher than HIGH's 1.83% return.


BUCK

YTD

6.03%

1M

-0.93%

6M

2.63%

1Y

6.29%

5Y*

N/A

10Y*

N/A

HIGH

YTD

1.83%

1M

-1.36%

6M

-1.44%

1Y

2.06%

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.


BUCK vs. HIGH - Expense Ratio Comparison

BUCK has a 0.35% expense ratio, which is lower than HIGH's 0.51% expense ratio.


HIGH
Simplify Enhanced Income ETF
Expense ratio chart for HIGH: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
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%

Risk-Adjusted Performance

BUCK vs. HIGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Stable Income ETF (BUCK) and Simplify Enhanced Income ETF (HIGH). 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 BUCK, currently valued at 1.67, compared to the broader market0.002.004.001.670.48
The chart of Sortino ratio for BUCK, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.002.380.61
The chart of Omega ratio for BUCK, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.13
The chart of Calmar ratio for BUCK, currently valued at 3.06, compared to the broader market0.005.0010.0015.003.060.63
The chart of Martin ratio for BUCK, currently valued at 11.64, compared to the broader market0.0020.0040.0060.0080.00100.0011.641.73
BUCK
HIGH

The current BUCK Sharpe Ratio is 1.67, which is higher than the HIGH Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BUCK and HIGH, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.67
0.48
BUCK
HIGH

Dividends

BUCK vs. HIGH - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.90%, less than HIGH's 9.21% yield.


TTM20232022
BUCK
Simplify Stable Income ETF
8.90%4.84%0.59%
HIGH
Simplify Enhanced Income ETF
9.21%9.39%0.62%

Drawdowns

BUCK vs. HIGH - Drawdown Comparison

The maximum BUCK drawdown since its inception was -2.03%, smaller than the maximum HIGH drawdown of -3.39%. Use the drawdown chart below to compare losses from any high point for BUCK and HIGH. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.30%
-2.11%
BUCK
HIGH

Volatility

BUCK vs. HIGH - Volatility Comparison

The current volatility for Simplify Stable Income ETF (BUCK) is 1.27%, while Simplify Enhanced Income ETF (HIGH) has a volatility of 3.04%. This indicates that BUCK experiences smaller price fluctuations and is considered to be less risky than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
1.27%
3.04%
BUCK
HIGH
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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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