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COW vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COW and SVOL is 0.38, 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

COW vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


COW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SVOL

YTD

1.29%

1M

29.83%

6M

-0.79%

1Y

1.81%

3Y*

12.64%

5Y*

N/A

10Y*

N/A

*Annualized

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COW vs. SVOL - Expense Ratio Comparison

COW has a 0.45% expense ratio, which is lower than SVOL's 0.50% expense ratio.


Risk-Adjusted Performance

COW vs. SVOL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COW

SVOL
The Risk-Adjusted Performance Rank of SVOL is 2020
Overall Rank
The Sharpe Ratio Rank of SVOL is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COW vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) 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.



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Dividends

COW vs. SVOL - Dividend Comparison

COW has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 16.93%.


TTM2024202320222021
COW
iPath Series B Bloomberg Livestock Subindex Total Return ETN
0.00%0.00%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
16.93%16.79%16.37%18.32%4.65%

Drawdowns

COW vs. SVOL - Drawdown Comparison


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Volatility

COW vs. SVOL - Volatility Comparison


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