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

Correlation

The correlation between CSHI and BUCK is 0.26, 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

CSHI vs. BUCK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neos Enhanced Income Cash Alternative ETF (CSHI) and Simplify Stable Income ETF (BUCK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CSHI:

2.53

BUCK:

0.62

Sortino Ratio

CSHI:

3.67

BUCK:

0.78

Omega Ratio

CSHI:

1.96

BUCK:

1.12

Calmar Ratio

CSHI:

3.09

BUCK:

0.53

Martin Ratio

CSHI:

27.36

BUCK:

2.03

Ulcer Index

CSHI:

0.19%

BUCK:

1.43%

Daily Std Dev

CSHI:

2.07%

BUCK:

4.86%

Max Drawdown

CSHI:

-1.69%

BUCK:

-5.43%

Current Drawdown

CSHI:

-0.20%

BUCK:

-3.92%

Returns By Period

In the year-to-date period, CSHI achieves a 1.57% return, which is significantly higher than BUCK's -1.52% return.


CSHI

YTD

1.57%

1M

0.70%

6M

2.19%

1Y

5.18%

5Y*

N/A

10Y*

N/A

BUCK

YTD

-1.52%

1M

0.26%

6M

-0.96%

1Y

2.85%

5Y*

N/A

10Y*

N/A

*Annualized

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CSHI vs. BUCK - Expense Ratio Comparison

CSHI has a 0.38% expense ratio, which is higher than BUCK's 0.35% expense ratio.


Risk-Adjusted Performance

CSHI vs. BUCK — Risk-Adjusted Performance Rank

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

CSHI
The Risk-Adjusted Performance Rank of CSHI is 9797
Overall Rank
The Sharpe Ratio Rank of CSHI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of CSHI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of CSHI is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CSHI is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CSHI is 9898
Martin Ratio Rank

BUCK
The Risk-Adjusted Performance Rank of BUCK is 5353
Overall Rank
The Sharpe Ratio Rank of BUCK is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of BUCK is 4444
Sortino Ratio Rank
The Omega Ratio Rank of BUCK is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BUCK is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BUCK is 5454
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.

CSHI vs. BUCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neos Enhanced Income Cash Alternative ETF (CSHI) and Simplify Stable Income ETF (BUCK). 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 CSHI Sharpe Ratio is 2.53, which is higher than the BUCK Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of CSHI and BUCK, 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

CSHI vs. BUCK - Dividend Comparison

CSHI's dividend yield for the trailing twelve months is around 5.46%, less than BUCK's 8.18% yield.


TTM202420232022
CSHI
Neos Enhanced Income Cash Alternative ETF
5.46%5.72%6.15%1.52%
BUCK
Simplify Stable Income ETF
8.18%8.84%4.84%0.59%

Drawdowns

CSHI vs. BUCK - Drawdown Comparison

The maximum CSHI drawdown since its inception was -1.69%, smaller than the maximum BUCK drawdown of -5.43%. Use the drawdown chart below to compare losses from any high point for CSHI and BUCK. For additional features, visit the drawdowns tool.


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Volatility

CSHI vs. BUCK - Volatility Comparison

The current volatility for Neos Enhanced Income Cash Alternative ETF (CSHI) is 0.42%, while Simplify Stable Income ETF (BUCK) has a volatility of 1.95%. This indicates that CSHI experiences smaller price fluctuations and is considered to be less risky than BUCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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