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

Performance

BUCK vs. JBND - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.16%
3.89%
BUCK
JBND

Returns By Period

In the year-to-date period, BUCK achieves a 7.03% return, which is significantly higher than JBND's 3.29% return.


BUCK

YTD

7.03%

1M

1.56%

6M

4.16%

1Y

7.44%

5Y (annualized)

N/A

10Y (annualized)

N/A

JBND

YTD

3.29%

1M

-0.53%

6M

3.89%

1Y

8.12%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BUCKJBND
Sharpe Ratio2.051.55
Sortino Ratio2.992.28
Omega Ratio1.391.28
Calmar Ratio3.662.22
Martin Ratio14.145.08
Ulcer Index0.53%1.60%
Daily Std Dev3.63%5.24%
Max Drawdown-2.03%-3.65%
Current Drawdown0.00%-3.45%

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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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for BUCK, currently valued at 2.05, compared to the broader market0.002.004.002.051.55
The chart of Sortino ratio for BUCK, currently valued at 2.99, compared to the broader market-2.000.002.004.006.008.0010.0012.002.992.28
The chart of Omega ratio for BUCK, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.28
The chart of Calmar ratio for BUCK, currently valued at 3.66, compared to the broader market0.005.0010.0015.003.662.22
The chart of Martin ratio for BUCK, currently valued at 14.14, compared to the broader market0.0020.0040.0060.0080.00100.0014.145.08
BUCK
JBND

The current BUCK Sharpe Ratio is 2.05, which is higher than the JBND Sharpe Ratio of 1.55. 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 Ratio1.601.802.002.202.402.60Oct 20Oct 27Nov 03Nov 10Nov 17
2.05
1.55
BUCK
JBND

Dividends

BUCK vs. JBND - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.61%, more than JBND's 4.58% yield.


TTM20232022
BUCK
Simplify Stable Income ETF
8.61%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
-3.45%
BUCK
JBND

Volatility

BUCK vs. JBND - Volatility Comparison

The current volatility for Simplify Stable Income ETF (BUCK) is 1.01%, while Jpmorgan Active Bond ETF (JBND) has a volatility of 1.37%. 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
1.01%
1.37%
BUCK
JBND