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

Correlation

The correlation between BUCK and HIGH is 0.09, 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.


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.

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Key characteristics

Sharpe Ratio

BUCK:

0.62

HIGH:

0.66

Sortino Ratio

BUCK:

0.78

HIGH:

1.40

Omega Ratio

BUCK:

1.12

HIGH:

1.25

Calmar Ratio

BUCK:

0.53

HIGH:

1.20

Martin Ratio

BUCK:

2.03

HIGH:

4.43

Ulcer Index

BUCK:

1.43%

HIGH:

2.33%

Daily Std Dev

BUCK:

4.86%

HIGH:

15.16%

Max Drawdown

BUCK:

-5.43%

HIGH:

-8.59%

Current Drawdown

BUCK:

-3.92%

HIGH:

0.00%

Returns By Period

In the year-to-date period, BUCK achieves a -1.52% return, which is significantly lower than HIGH's 11.13% return.


BUCK

YTD

-1.52%

1M

0.26%

6M

-0.96%

1Y

2.85%

5Y*

N/A

10Y*

N/A

HIGH

YTD

11.13%

1M

8.88%

6M

10.36%

1Y

9.98%

5Y*

N/A

10Y*

N/A

*Annualized

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BUCK vs. HIGH - Expense Ratio Comparison

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


Risk-Adjusted Performance

BUCK vs. HIGH — 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 5353
Overall Rank
The Sharpe Ratio Rank of BUCK is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BUCK is 4444
Sortino Ratio Rank
The Omega Ratio Rank of BUCK is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BUCK is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BUCK is 5454
Martin Ratio Rank

HIGH
The Risk-Adjusted Performance Rank of HIGH is 7979
Overall Rank
The Sharpe Ratio Rank of HIGH is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH is 7878
Sortino Ratio Rank
The Omega Ratio Rank of HIGH is 8686
Omega Ratio Rank
The Calmar Ratio Rank of HIGH is 8585
Calmar Ratio Rank
The Martin Ratio Rank of HIGH is 8282
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. 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.


The current BUCK Sharpe Ratio is 0.62, which is comparable to the HIGH Sharpe Ratio of 0.66. 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.


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Dividends

BUCK vs. HIGH - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.18%, more than HIGH's 6.70% yield.


TTM202420232022
BUCK
Simplify Stable Income ETF
8.18%8.84%4.84%0.59%
HIGH
Simplify Enhanced Income ETF
6.70%8.34%9.39%0.62%

Drawdowns

BUCK vs. HIGH - Drawdown Comparison

The maximum BUCK drawdown since its inception was -5.43%, smaller than the maximum HIGH drawdown of -8.59%. Use the drawdown chart below to compare losses from any high point for BUCK and HIGH. For additional features, visit the drawdowns tool.


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Volatility

BUCK vs. HIGH - Volatility Comparison

The current volatility for Simplify Stable Income ETF (BUCK) is 1.95%, while Simplify Enhanced Income ETF (HIGH) has a volatility of 4.70%. 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.


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