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FIG vs. HEQT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIG vs. HEQT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Figma, Inc (FIG) and Simplify Hedged Equity ETF (HEQT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIG achieves a -33.32% return, which is significantly lower than HEQT's 6.73% return.


FIG

1D
2.47%
1M
16.78%
6M
3.83%
YTD
-33.32%
1Y
-79.57%
3Y*
5Y*
10Y*
ALL TIME*
-70.41%

HEQT

1D
0.94%
1M
1.56%
6M
5.12%
YTD
6.73%
1Y
13.86%
3Y*
13.27%
5Y*
10Y*
ALL TIME*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$471.29M$516.74M$473.71M
$1.83M$1.55M$1.82M

FIG vs. HEQT - Yearly Performance Comparison


2026 (YTD)2025
FIG
Figma, Inc
-33.32%-56.04%
HEQT
Simplify Hedged Equity ETF
6.73%5.84%

Correlation

The correlation between FIG and HEQT is 0.22, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2025

0.20

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Return for Risk

FIG vs. HEQT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIG
FIG Risk / Return Rank: 66
Overall Rank
FIG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FIG Sortino Ratio Rank: 44
Sortino Ratio Rank
FIG Omega Ratio Rank: 55
Omega Ratio Rank
FIG Calmar Ratio Rank: 33
Calmar Ratio Rank
FIG Martin Ratio Rank: 1212
Martin Ratio Rank

HEQT
HEQT Risk / Return Rank: 8383
Overall Rank
HEQT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HEQT Sortino Ratio Rank: 8484
Sortino Ratio Rank
HEQT Omega Ratio Rank: 8787
Omega Ratio Rank
HEQT Calmar Ratio Rank: 7676
Calmar Ratio Rank
HEQT Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIG vs. HEQT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Figma, Inc (FIG) and Simplify Hedged Equity ETF (HEQT). 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.


FIGHEQTDifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-4.68

Omega ratioGain probability vs. loss probability

0.79

1.39

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.98

2.73

-3.71

Martin ratioReturn relative to average drawdown

-1.26

12.13

-13.39

FIG vs. HEQT - Sharpe Ratio Comparison

The current FIG Sharpe Ratio is -0.92, which is lower than the HEQT Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FIG and HEQT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIG vs. HEQT - Drawdown Comparison

The maximum FIG drawdown since its inception was -86.20%, which is greater than HEQT's maximum drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for FIG and HEQT.


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Drawdown Indicators


FIGHEQTDifference

Max Drawdown

Largest peak-to-trough decline

-86.20%

-11.51%

-74.69%

Max Drawdown (1Y)

Largest decline over 1 year

-81.36%

-5.09%

-76.27%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

Current Drawdown

Current decline from peak

-79.57%

0.00%

-79.57%

Average Drawdown

Average peak-to-trough decline

-69.89%

-2.71%

-67.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.82%

1.15%

+70.67%

Volatility

FIG vs. HEQT - Volatility Comparison

Figma, Inc (FIG) has a higher volatility of 22.88% compared to Simplify Hedged Equity ETF (HEQT) at 2.34%. This indicates that FIG's price experiences larger fluctuations and is considered to be riskier than HEQT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGHEQTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.88%

2.34%

+20.54%

Volatility (6M)

Calculated over the trailing 6-month period

59.19%

5.76%

+53.43%

Volatility (1Y)

Calculated over the trailing 1-year period

86.57%

6.98%

+79.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.74%

8.45%

+85.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.74%

8.45%

+85.29%

Dividends

FIG vs. HEQT - Dividend Comparison

FIG has not paid dividends to shareholders, while HEQT's dividend yield for the trailing twelve months is around 1.18%.


PositionTTM20252024202320222021
FIG
Figma, Inc
0.00%0.00%0.00%0.00%0.00%0.00%
HEQT
Simplify Hedged Equity ETF
1.18%1.19%1.29%4.10%3.94%0.27%

Frequently Asked Questions


FIG and HEQT 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.

FIG has higher volatility (22.88%) compared to HEQT (2.34%). In terms of maximum drawdown, FIG dropped -86.20% vs HEQT's -11.51%.

HEQT currently has the higher Sharpe Ratio (2.00 vs -0.92), 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.

Portfolio Optimizer

Find the right allocation for FIG and HEQT

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