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

Key characteristics


BUCKHIGH
YTD Return6.45%2.80%
1Y Return6.75%3.54%
Sharpe Ratio1.881.11
Sortino Ratio2.741.48
Omega Ratio1.361.28
Calmar Ratio3.351.07
Martin Ratio12.933.08
Ulcer Index0.53%1.18%
Daily Std Dev3.61%3.26%
Max Drawdown-2.03%-3.39%
Current Drawdown0.00%-1.05%

Correlation

-0.50.00.51.00.2

The correlation between BUCK and HIGH is 0.19, 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

In the year-to-date period, BUCK achieves a 6.45% return, which is significantly higher than HIGH's 2.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
3.87%
0.31%
BUCK
HIGH

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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.


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.


BUCK
Sharpe ratio
The chart of Sharpe ratio for BUCK, currently valued at 1.88, compared to the broader market-2.000.002.004.006.001.88
Sortino ratio
The chart of Sortino ratio for BUCK, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for BUCK, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for BUCK, currently valued at 3.35, compared to the broader market0.005.0010.0015.003.35
Martin ratio
The chart of Martin ratio for BUCK, currently valued at 12.93, compared to the broader market0.0020.0040.0060.0080.00100.0012.93
HIGH
Sharpe ratio
The chart of Sharpe ratio for HIGH, currently valued at 1.11, compared to the broader market-2.000.002.004.006.001.11
Sortino ratio
The chart of Sortino ratio for HIGH, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.0012.001.48
Omega ratio
The chart of Omega ratio for HIGH, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for HIGH, currently valued at 1.07, compared to the broader market0.005.0010.0015.001.07
Martin ratio
The chart of Martin ratio for HIGH, currently valued at 3.08, compared to the broader market0.0020.0040.0060.0080.00100.003.08

BUCK vs. HIGH - Sharpe Ratio Comparison

The current BUCK Sharpe Ratio is 1.88, which is higher than the HIGH Sharpe Ratio of 1.11. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.88
1.11
BUCK
HIGH

Dividends

BUCK vs. HIGH - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.66%, less than HIGH's 8.82% yield.


TTM20232022
BUCK
Simplify Stable Income ETF
8.66%4.84%0.59%
HIGH
Simplify Enhanced Income ETF
8.82%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%JuneJulyAugustSeptemberOctoberNovember0
-1.05%
BUCK
HIGH

Volatility

BUCK vs. HIGH - Volatility Comparison

Simplify Stable Income ETF (BUCK) has a higher volatility of 1.19% compared to Simplify Enhanced Income ETF (HIGH) at 0.68%. This indicates that BUCK's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
1.19%
0.68%
BUCK
HIGH