PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HIGH vs. BUCK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIGH and BUCK is 0.18, 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.


-0.50.00.51.00.2

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.

-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
-1.44%
2.63%
HIGH
BUCK

Key characteristics

Sharpe Ratio

HIGH:

0.48

BUCK:

1.67

Sortino Ratio

HIGH:

0.61

BUCK:

2.38

Omega Ratio

HIGH:

1.13

BUCK:

1.31

Calmar Ratio

HIGH:

0.63

BUCK:

3.06

Martin Ratio

HIGH:

1.73

BUCK:

11.64

Ulcer Index

HIGH:

1.24%

BUCK:

0.53%

Daily Std Dev

HIGH:

4.48%

BUCK:

3.74%

Max Drawdown

HIGH:

-3.39%

BUCK:

-2.03%

Current Drawdown

HIGH:

-2.11%

BUCK:

-1.30%

Returns By Period

In the year-to-date period, HIGH achieves a 1.83% return, which is significantly lower than BUCK's 6.03% return.


HIGH

YTD

1.83%

1M

-1.36%

6M

-1.44%

1Y

2.06%

5Y*

N/A

10Y*

N/A

BUCK

YTD

6.03%

1M

-0.93%

6M

2.63%

1Y

6.29%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

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 0.48, compared to the broader market0.002.004.000.481.67
The chart of Sortino ratio for HIGH, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.38
The chart of Omega ratio for HIGH, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.31
The chart of Calmar ratio for HIGH, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.633.06
The chart of Martin ratio for HIGH, currently valued at 1.73, compared to the broader market0.0020.0040.0060.0080.00100.001.7311.64
HIGH
BUCK

The current HIGH Sharpe Ratio is 0.48, which is lower than the BUCK Sharpe Ratio of 1.67. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.48
1.67
HIGH
BUCK

Dividends

HIGH vs. BUCK - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 9.21%, more than BUCK's 8.90% yield.


TTM20232022
HIGH
Simplify Enhanced Income ETF
9.21%9.39%0.62%
BUCK
Simplify Stable Income ETF
8.90%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%JulyAugustSeptemberOctoberNovemberDecember
-2.11%
-1.30%
HIGH
BUCK

Volatility

HIGH vs. BUCK - Volatility Comparison

Simplify Enhanced Income ETF (HIGH) has a higher volatility of 3.04% compared to Simplify Stable Income ETF (BUCK) at 1.27%. This indicates that HIGH's price experiences larger fluctuations and is considered to be riskier than BUCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
3.04%
1.27%
HIGH
BUCK
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab