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HIGH vs. BUCK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

HIGH vs. BUCK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Enhanced Income ETF (HIGH) and Simplify Stable Income ETF (BUCK). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
0.07%
4.16%
HIGH
BUCK

Returns By Period

In the year-to-date period, HIGH achieves a 3.19% return, which is significantly lower than BUCK's 7.03% return.


HIGH

YTD

3.19%

1M

1.02%

6M

0.32%

1Y

4.10%

5Y (annualized)

N/A

10Y (annualized)

N/A

BUCK

YTD

7.03%

1M

1.40%

6M

4.29%

1Y

7.44%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


HIGHBUCK
Sharpe Ratio1.212.05
Sortino Ratio1.612.99
Omega Ratio1.311.39
Calmar Ratio1.203.66
Martin Ratio3.4114.15
Ulcer Index1.19%0.53%
Daily Std Dev3.36%3.63%
Max Drawdown-3.39%-2.03%
Current Drawdown-0.67%0.00%

Compare stocks, funds, or ETFs

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HIGH vs. BUCK - Expense Ratio Comparison

HIGH has a 0.51% expense ratio, which is higher than BUCK's 0.35% expense ratio.


HIGH
Simplify Enhanced Income ETF
Expense ratio chart for HIGH: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for BUCK: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.2

The correlation between HIGH and BUCK is 0.19, 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.

Risk-Adjusted Performance

HIGH vs. BUCK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) and Simplify Stable Income ETF (BUCK). 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.


Sharpe ratio
The chart of Sharpe ratio for HIGH, currently valued at 1.21, compared to the broader market0.002.004.001.212.05
The chart of Sortino ratio for HIGH, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.0010.001.612.99
The chart of Omega ratio for HIGH, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.39
The chart of Calmar ratio for HIGH, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.203.66
The chart of Martin ratio for HIGH, currently valued at 3.41, compared to the broader market0.0020.0040.0060.0080.00100.003.4114.15
HIGH
BUCK

The current HIGH Sharpe Ratio is 1.21, which is lower than the BUCK Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of HIGH and BUCK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.21
2.05
HIGH
BUCK

Dividends

HIGH vs. BUCK - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 8.78%, more than BUCK's 8.61% yield.


TTM20232022
HIGH
Simplify Enhanced Income ETF
8.78%9.39%0.62%
BUCK
Simplify Stable Income ETF
8.61%4.84%0.59%

Drawdowns

HIGH vs. BUCK - Drawdown Comparison

The maximum HIGH drawdown since its inception was -3.39%, which is greater than BUCK's maximum drawdown of -2.03%. Use the drawdown chart below to compare losses from any high point for HIGH and BUCK. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.67%
0
HIGH
BUCK

Volatility

HIGH vs. BUCK - Volatility Comparison

Simplify Enhanced Income ETF (HIGH) and Simplify Stable Income ETF (BUCK) have volatilities of 1.09% and 1.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%JuneJulyAugustSeptemberOctoberNovember
1.09%
1.07%
HIGH
BUCK