Correlation
The correlation between FBRT and SVOL is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
FBRT vs. SVOL
Compare and contrast key facts about Franklin BSP Realty Trust, Inc. (FBRT) 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: FBRT or SVOL.
Performance
FBRT vs. SVOL - Performance Comparison
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Key characteristics
FBRT:
-0.08
SVOL:
-0.21
FBRT:
0.09
SVOL:
-0.08
FBRT:
1.01
SVOL:
0.99
FBRT:
-0.06
SVOL:
-0.25
FBRT:
-0.15
SVOL:
-0.94
FBRT:
7.38%
SVOL:
8.83%
FBRT:
23.54%
SVOL:
37.26%
FBRT:
-31.30%
SVOL:
-33.50%
FBRT:
-16.31%
SVOL:
-13.57%
Returns By Period
The year-to-date returns for both investments are quite close, with FBRT having a -9.57% return and SVOL slightly higher at -9.14%.
FBRT
-9.57%
-2.82%
-10.77%
-3.19%
-0.37%
N/A
N/A
SVOL
-9.14%
7.66%
-11.78%
-8.27%
7.81%
N/A
N/A
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Risk-Adjusted Performance
FBRT vs. SVOL — Risk-Adjusted Performance Rank
FBRT
SVOL
FBRT vs. SVOL - Risk-Adjusted Performance 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.
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Dividends
FBRT vs. SVOL - Dividend Comparison
FBRT's dividend yield for the trailing twelve months is around 12.87%, less than SVOL's 19.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
FBRT Franklin BSP Realty Trust, Inc. | 12.87% | 11.32% | 10.51% | 11.01% | 1.91% |
SVOL Simplify Volatility Premium ETF | 19.18% | 16.79% | 16.37% | 18.32% | 4.65% |
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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Volatility
FBRT vs. SVOL - Volatility Comparison
The current volatility for Franklin BSP Realty Trust, Inc. (FBRT) is 6.59%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 17.75%. This indicates that FBRT experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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