EICHERMOT.NS vs. SVOL
Compare and contrast key facts about Eicher Motors Limited (EICHERMOT.NS) and Simplify Volatility Premium ETF (SVOL).
SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EICHERMOT.NS or SVOL.
Key characteristics
| EICHERMOT.NS | SVOL | |
|---|---|---|
| YTD Return | 19.16% | 9.41% |
| 1Y Return | 28.30% | 12.32% |
| 3Y Return (Ann) | 23.66% | 8.50% |
| Sharpe Ratio | 1.48 | 1.06 |
| Sortino Ratio | 2.32 | 1.43 |
| Omega Ratio | 1.28 | 1.26 |
| Calmar Ratio | 2.90 | 1.16 |
| Martin Ratio | 7.38 | 7.55 |
| Ulcer Index | 5.29% | 1.67% |
| Daily Std Dev | 26.34% | 11.94% |
| Max Drawdown | -94.50% | -15.68% |
| Current Drawdown | -3.53% | -0.41% |
Correlation
The correlation between EICHERMOT.NS and SVOL is 0.13, 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
EICHERMOT.NS vs. SVOL - Performance Comparison
In the year-to-date period, EICHERMOT.NS achieves a 19.16% return, which is significantly higher than SVOL's 9.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EICHERMOT.NS vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eicher Motors Limited (EICHERMOT.NS) 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.
Dividends
EICHERMOT.NS vs. SVOL - Dividend Comparison
EICHERMOT.NS's dividend yield for the trailing twelve months is around 1.04%, less than SVOL's 16.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICHERMOT.NS Eicher Motors Limited | 1.04% | 0.89% | 0.65% | 0.66% | 0.49% | 6.11% | 0.47% | 0.33% | 0.46% | 0.30% | 0.20% | 0.40% |
SVOL Simplify Volatility Premium ETF | 16.34% | 16.37% | 18.31% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EICHERMOT.NS vs. SVOL - Drawdown Comparison
The maximum EICHERMOT.NS drawdown since its inception was -94.50%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for EICHERMOT.NS and SVOL. For additional features, visit the drawdowns tool.
Volatility
EICHERMOT.NS vs. SVOL - Volatility Comparison
Eicher Motors Limited (EICHERMOT.NS) has a higher volatility of 9.95% compared to Simplify Volatility Premium ETF (SVOL) at 3.41%. This indicates that EICHERMOT.NS'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.