FBRT vs. SVOL
FBRT (Franklin BSP Realty Trust, Inc.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 3 years, FBRT returned -7.31%/yr vs 6.38%/yr for SVOL. At a 0.35 correlation, their price movements are largely independent.
Performance
FBRT vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, FBRT achieves a -15.43% return, which is significantly lower than SVOL's 2.56% return.
FBRT
- 1D
- 2.02%
- 1M
- -0.80%
- 6M
- -14.41%
- YTD
- -15.43%
- 1Y
- -17.11%
- 3Y*
- -7.31%
- 5Y*
- —
- 10Y*
- —
SVOL
- 1D
- 0.50%
- 1M
- 3.43%
- 6M
- 0.56%
- YTD
- 2.56%
- 1Y
- 13.34%
- 3Y*
- 6.38%
- 5Y*
- 6.93%
- 10Y*
- —
FBRT vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FBRT Franklin BSP Realty Trust, Inc. | -15.43% | -9.17% | 3.73% | 16.56% | -3.86% | -10.46% |
SVOL Simplify Volatility Premium ETF | 2.56% | 2.41% | 6.77% | 22.88% | -3.30% | 0.14% |
Correlation
The correlation between FBRT and SVOL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2021 | 0.35 |
The correlation between FBRT and SVOL shifts across timeframes, from 0.22 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FBRT vs. SVOL — Risk / Return Rank
FBRT
SVOL
FBRT vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin BSP Realty Trust, Inc. (FBRT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FBRT | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.12 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 0.84 | -1.57 |
| Martin ratioReturn relative to average drawdown | -1.38 | 2.42 | -3.81 |
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Drawdowns
FBRT vs. SVOL - Drawdown Comparison
The maximum FBRT drawdown since its inception was -31.30%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for FBRT and SVOL.
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Drawdown Indicators
| FBRT | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.30% | -33.50% | +2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -24.90% | -11.42% | -13.48% |
Max Drawdown (3Y)Largest decline over 3 years | -31.29% | -33.50% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.50% | — |
Current DrawdownCurrent decline from peak | -28.91% | -0.09% | -28.82% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -4.72% | -6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.01% | 4.20% | +8.81% |
Volatility
FBRT vs. SVOL - Volatility Comparison
Franklin BSP Realty Trust, Inc. (FBRT) has a higher volatility of 7.45% compared to Simplify Volatility Premium ETF (SVOL) at 4.17%. This indicates that FBRT'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.
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Volatility by Period
| FBRT | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 4.17% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 23.92% | 10.38% | +13.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.84% | 17.67% | +9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.46% | 22.01% | +6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.46% | 21.81% | +6.65% |
Dividends
FBRT vs. SVOL - Dividend Comparison
FBRT's dividend yield for the trailing twelve months is around 13.74%, less than SVOL's 21.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FBRT Franklin BSP Realty Trust, Inc. | 13.74% | 14.16% | 11.32% | 10.51% | 11.01% | 1.91% |
SVOL Simplify Volatility Premium ETF | 21.71% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
FBRT and SVOL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBRT has higher volatility (7.45%) compared to SVOL (4.17%). In terms of maximum drawdown, FBRT dropped -31.30% vs SVOL's -33.50%.
SVOL currently has the higher Sharpe Ratio (0.55 vs -0.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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