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

Key characteristics


BUCKJBND
YTD Return5.91%6.88%
Daily Std Dev3.32%5.62%
Max Drawdown-2.03%-3.23%
Current Drawdown0.00%-0.09%

Correlation

-0.50.00.51.0-0.0

The correlation between BUCK and JBND is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

BUCK vs. JBND - Performance Comparison

In the year-to-date period, BUCK achieves a 5.91% return, which is significantly lower than JBND's 6.88% 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%AprilMayJuneJulyAugustSeptember
3.21%
8.01%
BUCK
JBND

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 2.08, compared to the broader market0.002.004.002.08
Sortino ratio
The chart of Sortino ratio for BUCK, currently valued at 3.05, compared to the broader market0.005.0010.003.05
Omega ratio
The chart of Omega ratio for BUCK, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for BUCK, currently valued at 3.40, compared to the broader market0.005.0010.0015.003.40
Martin ratio
The chart of Martin ratio for BUCK, currently valued at 13.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.55
JBND
Sharpe ratio
No data

BUCK vs. JBND - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

BUCK vs. JBND - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.02%, more than JBND's 3.88% yield.


TTM20232022
BUCK
Simplify Stable Income ETF
8.02%4.84%0.57%
JBND
Jpmorgan Active Bond ETF
3.88%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 -3.23%. Use the drawdown chart below to compare losses from any high point for BUCK and JBND. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%AprilMayJuneJulyAugustSeptember0
-0.09%
BUCK
JBND

Volatility

BUCK vs. JBND - Volatility Comparison

Simplify Stable Income ETF (BUCK) has a higher volatility of 1.25% compared to Jpmorgan Active Bond ETF (JBND) at 0.96%. This indicates that BUCK's price experiences larger fluctuations and is considered to be riskier than JBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%AprilMayJuneJulyAugustSeptember
1.25%
0.96%
BUCK
JBND