FF vs. SVOL
FF (FutureFuel Corp.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 5 years, FF returned -6.17%/yr vs 6.65%/yr for SVOL. At a 0.23 correlation, their price movements are largely independent.
Performance
FF vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, FF achieves a 29.38% return, which is significantly higher than SVOL's 0.96% return.
FF
- 1D
- -4.25%
- 1M
- -1.22%
- YTD
- 29.38%
- 6M
- 27.77%
- 1Y
- 5.03%
- 3Y*
- -7.50%
- 5Y*
- -6.17%
- 10Y*
- 3.21%
SVOL
- 1D
- 0.31%
- 1M
- 2.14%
- YTD
- 0.96%
- 6M
- 0.62%
- 1Y
- 20.01%
- 3Y*
- 6.27%
- 5Y*
- 6.65%
- 10Y*
- —
FF vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FF FutureFuel Corp. | 29.38% | -35.84% | 31.03% | -22.78% | 9.85% | -31.57% |
SVOL Simplify Volatility Premium ETF | 0.96% | 2.41% | 6.77% | 22.88% | -3.30% | 12.70% |
Correlation
The correlation between FF and SVOL is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 13, 2021 | 0.23 |
The correlation between FF and SVOL shifts across timeframes, from 0.12 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FF vs. SVOL — Risk / Return Rank
FF
SVOL
FF vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FutureFuel Corp. (FF) 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.
| FF | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.55 | -1.38 |
| Martin ratioReturn relative to average drawdown | 0.34 | 3.69 | -3.34 |
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Drawdowns
FF vs. SVOL - Drawdown Comparison
The maximum FF drawdown since its inception was -64.23%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for FF and SVOL.
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Drawdown Indicators
| FF | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.23% | -33.50% | -30.73% |
Max Drawdown (1Y)Largest decline over 1 year | -30.85% | -13.01% | -17.84% |
Max Drawdown (3Y)Largest decline over 3 years | -51.46% | -33.50% | -17.96% |
Max Drawdown (5Y)Largest decline over 5 years | -51.46% | -33.50% | -17.96% |
Max Drawdown (10Y)Largest decline over 10 years | -64.23% | — | — |
Current DrawdownCurrent decline from peak | -51.53% | -1.65% | -49.88% |
Average DrawdownAverage peak-to-trough decline | -30.56% | -4.75% | -25.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.68% | 5.44% | +9.24% |
Volatility
FF vs. SVOL - Volatility Comparison
FutureFuel Corp. (FF) has a higher volatility of 9.94% compared to Simplify Volatility Premium ETF (SVOL) at 4.16%. This indicates that FF'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
| FF | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 4.16% | +5.78% |
Volatility (6M)Calculated over the trailing 6-month period | 38.95% | 10.14% | +28.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.58% | 20.51% | +29.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.35% | 22.01% | +24.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.63% | 21.88% | +22.75% |
Dividends
FF vs. SVOL - Dividend Comparison
FF's dividend yield for the trailing twelve months is around 4.68%, less than SVOL's 21.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FF FutureFuel Corp. | 4.68% | 7.52% | 51.80% | 3.95% | 2.95% | 35.86% | 25.51% | 1.94% | 1.51% | 1.70% | 18.20% | 1.78% |
SVOL Simplify Volatility Premium ETF | 21.80% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FF and SVOL have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FF has higher volatility (9.94%) compared to SVOL (4.16%). In terms of maximum drawdown, FF dropped -64.23% vs SVOL's -33.50%.
SVOL currently has the higher Sharpe Ratio (0.98 vs 0.10), 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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