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

Key characteristics


BUCKJBND
YTD Return6.45%3.25%
1Y Return6.75%9.92%
Sharpe Ratio1.881.84
Sortino Ratio2.742.74
Omega Ratio1.361.34
Calmar Ratio3.352.72
Martin Ratio12.936.74
Ulcer Index0.53%1.47%
Daily Std Dev3.61%5.38%
Max Drawdown-2.03%-3.65%
Current Drawdown0.00%-3.48%

Correlation

-0.50.00.51.00.0

The correlation between BUCK and JBND is 0.04, 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. JBND - Performance Comparison

In the year-to-date period, BUCK achieves a 6.45% return, which is significantly higher than JBND's 3.25% 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%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.87%
3.34%
BUCK
JBND

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BUCK vs. JBND - Expense Ratio Comparison

BUCK has a 0.35% expense ratio, which is higher than JBND's 0.30% expense ratio.


BUCK
Simplify Stable Income ETF
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 JBND: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

BUCK vs. JBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Stable Income ETF (BUCK) and Jpmorgan Active Bond ETF (JBND). 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
JBND
Sharpe ratio
The chart of Sharpe ratio for JBND, currently valued at 1.84, compared to the broader market-2.000.002.004.006.001.84
Sortino ratio
The chart of Sortino ratio for JBND, 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 JBND, currently valued at 1.34, compared to the broader market1.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for JBND, currently valued at 2.72, compared to the broader market0.005.0010.0015.002.72
Martin ratio
The chart of Martin ratio for JBND, currently valued at 6.74, compared to the broader market0.0020.0040.0060.0080.00100.006.74

BUCK vs. JBND - Sharpe Ratio Comparison

The current BUCK Sharpe Ratio is 1.88, which is comparable to the JBND Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BUCK and JBND, 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 Ratio1.601.802.002.202.402.60Wed 16Fri 18Oct 20Tue 22Thu 24Sat 26Mon 28Wed 30NovemberNov 03Tue 05Thu 07Sat 09Mon 11
1.88
1.84
BUCK
JBND

Dividends

BUCK vs. JBND - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.66%, more than JBND's 4.58% yield.


TTM20232022
BUCK
Simplify Stable Income ETF
8.66%4.84%0.59%
JBND
Jpmorgan Active Bond ETF
4.58%1.00%0.00%

Drawdowns

BUCK vs. JBND - Drawdown Comparison

The maximum BUCK drawdown since its inception was -2.03%, smaller than the maximum JBND drawdown of -3.65%. Use the drawdown chart below to compare losses from any high point for BUCK and JBND. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-3.48%
BUCK
JBND

Volatility

BUCK vs. JBND - Volatility Comparison

The current volatility for Simplify Stable Income ETF (BUCK) is 1.19%, while Jpmorgan Active Bond ETF (JBND) has a volatility of 1.61%. This indicates that BUCK experiences smaller price fluctuations and is considered to be less risky than JBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.19%
1.61%
BUCK
JBND