CIX vs. SVOL
CIX (CompX International Inc.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 5 years, CIX returned 15.92%/yr vs 6.81%/yr for SVOL. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
CIX vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, CIX achieves a 22.25% return, which is significantly higher than SVOL's 0.92% return.
CIX
- 1D
- 3.93%
- 1M
- 2.06%
- 6M
- 22.56%
- YTD
- 22.25%
- 1Y
- 22.40%
- 3Y*
- 14.80%
- 5Y*
- 15.92%
- 10Y*
- 14.38%
- ALL TIME*
- 4.33%
SVOL
- 1D
- -0.44%
- 1M
- 1.66%
- 6M
- -1.28%
- YTD
- 0.92%
- 1Y
- 10.46%
- 3Y*
- 5.50%
- 5Y*
- 6.81%
- 10Y*
- —
- ALL TIME*
- 7.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $133.95K | $139.33K | $134.33K | |
| $3.53M | $3.59M | $4.62M |
CIX vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CIX CompX International Inc. | 22.25% | -3.21% | 14.73% | 43.62% | -7.98% | 1.24% |
SVOL Simplify Volatility Premium ETF | 0.92% | 2.41% | 6.77% | 22.88% | -3.30% | 12.70% |
Correlation
The correlation between CIX and SVOL is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 13, 2021 | 0.20 |
The correlation between CIX and SVOL shifts across timeframes, from 0.09 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CIX vs. SVOL — Risk / Return Rank
CIX
SVOL
CIX vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CompX International Inc. (CIX) and Simplify Volatility Premium ETF (SVOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CIX | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.92 | -0.22 |
| Martin ratioReturn relative to average drawdown | 1.10 | 2.66 | -1.56 |
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Drawdowns
CIX vs. SVOL - Drawdown Comparison
The maximum CIX drawdown since its inception was -79.14%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for CIX and SVOL.
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Drawdown Indicators
| CIX | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.14% | -33.50% | -45.64% |
Max Drawdown (1Y)Largest decline over 1 year | -32.31% | -11.42% | -20.89% |
Max Drawdown (3Y)Largest decline over 3 years | -43.85% | -33.50% | -10.35% |
Max Drawdown (5Y)Largest decline over 5 years | -43.85% | -33.50% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -43.85% | — | — |
Current DrawdownCurrent decline from peak | -10.34% | -2.21% | -8.13% |
Average DrawdownAverage peak-to-trough decline | -31.94% | -4.69% | -27.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.33% | 3.97% | +16.36% |
Volatility
CIX vs. SVOL - Volatility Comparison
CompX International Inc. (CIX) has a higher volatility of 14.45% compared to Simplify Volatility Premium ETF (SVOL) at 3.31%. This indicates that CIX's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIX | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.45% | 3.31% | +11.14% |
Volatility (6M)Calculated over the trailing 6-month period | 28.43% | 9.22% | +19.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.12% | 17.08% | +28.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.23% | 21.93% | +34.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.24% | 21.74% | +32.50% |
Dividends
CIX vs. SVOL - Dividend Comparison
CIX's dividend yield for the trailing twelve months is around 7.93%, less than SVOL's 22.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIX CompX International Inc. | 7.93% | 9.45% | 12.24% | 3.96% | 14.88% | 3.56% | 2.81% | 1.92% | 1.47% | 1.50% | 1.24% | 1.75% |
SVOL Simplify Volatility Premium ETF | 22.07% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CIX and SVOL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIX has higher volatility (14.45%) compared to SVOL (3.31%). In terms of maximum drawdown, CIX dropped -79.14% vs SVOL's -33.50%.
SVOL currently has the higher Sharpe Ratio (0.62 vs 0.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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