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DVN vs. PFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DVN and PFIX is -0.07. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

DVN vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Devon Energy Corporation (DVN) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
52.76%
97.29%
DVN
PFIX

Key characteristics

Sharpe Ratio

DVN:

-0.97

PFIX:

0.14

Sortino Ratio

DVN:

-1.35

PFIX:

0.52

Omega Ratio

DVN:

0.82

PFIX:

1.06

Calmar Ratio

DVN:

-0.58

PFIX:

0.14

Martin Ratio

DVN:

-1.51

PFIX:

0.37

Ulcer Index

DVN:

25.44%

PFIX:

15.23%

Daily Std Dev

DVN:

39.55%

PFIX:

40.12%

Max Drawdown

DVN:

-94.93%

PFIX:

-39.52%

Current Drawdown

DVN:

-60.79%

PFIX:

-12.95%

Returns By Period

In the year-to-date period, DVN achieves a -3.53% return, which is significantly lower than PFIX's 1.98% return.


DVN

YTD

-3.53%

1M

-14.72%

6M

-18.91%

1Y

-38.57%

5Y*

30.83%

10Y*

-4.10%

PFIX

YTD

1.98%

1M

7.62%

6M

11.13%

1Y

1.06%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DVN vs. PFIX — Risk-Adjusted Performance Rank

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

DVN
The Risk-Adjusted Performance Rank of DVN is 99
Overall Rank
The Sharpe Ratio Rank of DVN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DVN is 88
Sortino Ratio Rank
The Omega Ratio Rank of DVN is 88
Omega Ratio Rank
The Calmar Ratio Rank of DVN is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DVN is 88
Martin Ratio Rank

PFIX
The Risk-Adjusted Performance Rank of PFIX is 3535
Overall Rank
The Sharpe Ratio Rank of PFIX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of PFIX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of PFIX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PFIX is 3030
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.

DVN vs. PFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Devon Energy Corporation (DVN) and Simplify Interest Rate Hedge ETF (PFIX). 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 chart of Sharpe ratio for DVN, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
DVN: -0.97
PFIX: 0.14
The chart of Sortino ratio for DVN, currently valued at -1.35, compared to the broader market-6.00-4.00-2.000.002.004.00
DVN: -1.35
PFIX: 0.52
The chart of Omega ratio for DVN, currently valued at 0.82, compared to the broader market0.501.001.502.00
DVN: 0.82
PFIX: 1.06
The chart of Calmar ratio for DVN, currently valued at -0.63, compared to the broader market0.001.002.003.004.005.00
DVN: -0.63
PFIX: 0.14
The chart of Martin ratio for DVN, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.00
DVN: -1.51
PFIX: 0.37

The current DVN Sharpe Ratio is -0.97, which is lower than the PFIX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DVN and PFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.97
0.14
DVN
PFIX

Dividends

DVN vs. PFIX - Dividend Comparison

DVN's dividend yield for the trailing twelve months is around 3.99%, more than PFIX's 3.57% yield.


TTM20242023202220212020201920182017201620152014
DVN
Devon Energy Corporation
3.99%4.43%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%
PFIX
Simplify Interest Rate Hedge ETF
3.57%3.40%80.99%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DVN vs. PFIX - Drawdown Comparison

The maximum DVN drawdown since its inception was -94.93%, which is greater than PFIX's maximum drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for DVN and PFIX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-54.17%
-12.95%
DVN
PFIX

Volatility

DVN vs. PFIX - Volatility Comparison

Devon Energy Corporation (DVN) has a higher volatility of 28.72% compared to Simplify Interest Rate Hedge ETF (PFIX) at 16.25%. This indicates that DVN's price experiences larger fluctuations and is considered to be riskier than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.72%
16.25%
DVN
PFIX