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CRDT vs. JSI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRDT and JSI is 0.11, 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

CRDT vs. JSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Opportunistic Income ETF (CRDT) and Janus Henderson Securitized Income ETF (JSI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CRDT:

0.84

JSI:

2.36

Sortino Ratio

CRDT:

1.28

JSI:

3.63

Omega Ratio

CRDT:

1.18

JSI:

1.50

Calmar Ratio

CRDT:

1.36

JSI:

3.29

Martin Ratio

CRDT:

4.77

JSI:

13.77

Ulcer Index

CRDT:

1.24%

JSI:

0.55%

Daily Std Dev

CRDT:

6.66%

JSI:

3.12%

Max Drawdown

CRDT:

-4.34%

JSI:

-2.31%

Current Drawdown

CRDT:

-3.66%

JSI:

-0.21%

Returns By Period

In the year-to-date period, CRDT achieves a 0.83% return, which is significantly lower than JSI's 2.27% return.


CRDT

YTD

0.83%

1M

-1.00%

6M

2.33%

1Y

5.72%

5Y*

N/A

10Y*

N/A

JSI

YTD

2.27%

1M

1.20%

6M

3.39%

1Y

7.36%

5Y*

N/A

10Y*

N/A

*Annualized

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CRDT vs. JSI - Expense Ratio Comparison

Both CRDT and JSI have an expense ratio of 0.50%.


Risk-Adjusted Performance

CRDT vs. JSI — Risk-Adjusted Performance Rank

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

CRDT
The Risk-Adjusted Performance Rank of CRDT is 7878
Overall Rank
The Sharpe Ratio Rank of CRDT is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CRDT is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CRDT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CRDT is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CRDT is 8383
Martin Ratio Rank

JSI
The Risk-Adjusted Performance Rank of JSI is 9696
Overall Rank
The Sharpe Ratio Rank of JSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of JSI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of JSI is 9696
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.

CRDT vs. JSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Opportunistic Income ETF (CRDT) and Janus Henderson Securitized Income ETF (JSI). 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.


The current CRDT Sharpe Ratio is 0.84, which is lower than the JSI Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of CRDT and JSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CRDT vs. JSI - Dividend Comparison

CRDT's dividend yield for the trailing twelve months is around 7.23%, more than JSI's 6.30% yield.


TTM20242023
CRDT
Simplify Opportunistic Income ETF
7.23%7.29%2.59%
JSI
Janus Henderson Securitized Income ETF
6.30%6.16%0.84%

Drawdowns

CRDT vs. JSI - Drawdown Comparison

The maximum CRDT drawdown since its inception was -4.34%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for CRDT and JSI. For additional features, visit the drawdowns tool.


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Volatility

CRDT vs. JSI - Volatility Comparison

Simplify Opportunistic Income ETF (CRDT) has a higher volatility of 2.50% compared to Janus Henderson Securitized Income ETF (JSI) at 0.89%. This indicates that CRDT's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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