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

Correlation

The correlation between HIGH and GAU is 0.06, 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.


-0.50.00.51.00.1

Performance

HIGH vs. GAU - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
0.45%
-34.86%
HIGH
GAU

Key characteristics

Sharpe Ratio

HIGH:

0.55

GAU:

0.50

Sortino Ratio

HIGH:

0.72

GAU:

1.16

Omega Ratio

HIGH:

1.14

GAU:

1.13

Calmar Ratio

HIGH:

0.79

GAU:

0.33

Martin Ratio

HIGH:

2.04

GAU:

1.46

Ulcer Index

HIGH:

1.32%

GAU:

20.22%

Daily Std Dev

HIGH:

4.90%

GAU:

59.19%

Max Drawdown

HIGH:

-3.39%

GAU:

-96.20%

Current Drawdown

HIGH:

-0.84%

GAU:

-87.96%

Returns By Period

In the year-to-date period, HIGH achieves a 1.61% return, which is significantly higher than GAU's -7.32% return.


HIGH

YTD

1.61%

1M

0.86%

6M

0.45%

1Y

2.61%

5Y*

N/A

10Y*

N/A

GAU

YTD

-7.32%

1M

-9.52%

6M

-34.86%

1Y

26.65%

5Y*

4.17%

10Y*

-3.04%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

HIGH vs. GAU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HIGH
The Risk-Adjusted Performance Rank of HIGH is 2626
Overall Rank
The Sharpe Ratio Rank of HIGH is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH is 1616
Sortino Ratio Rank
The Omega Ratio Rank of HIGH is 3030
Omega Ratio Rank
The Calmar Ratio Rank of HIGH is 3737
Calmar Ratio Rank
The Martin Ratio Rank of HIGH is 2424
Martin Ratio Rank

GAU
The Risk-Adjusted Performance Rank of GAU is 6262
Overall Rank
The Sharpe Ratio Rank of GAU is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GAU is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GAU is 5959
Omega Ratio Rank
The Calmar Ratio Rank of GAU is 6161
Calmar Ratio Rank
The Martin Ratio Rank of GAU is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HIGH vs. GAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) and Galiano Gold Inc. (GAU). 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 0.55, compared to the broader market0.002.004.000.550.50
The chart of Sortino ratio for HIGH, currently valued at 0.72, compared to the broader market0.005.0010.000.721.16
The chart of Omega ratio for HIGH, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.13
The chart of Calmar ratio for HIGH, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.000.790.67
The chart of Martin ratio for HIGH, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.00100.002.041.46
HIGH
GAU

The current HIGH Sharpe Ratio is 0.55, which is comparable to the GAU Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of HIGH and GAU, 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 Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.55
0.50
HIGH
GAU

Dividends

HIGH vs. GAU - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 7.35%, while GAU has not paid dividends to shareholders.


TTM202420232022
HIGH
Simplify Enhanced Income ETF
7.35%8.34%9.39%0.62%
GAU
Galiano Gold Inc.
0.00%0.00%0.00%0.00%

Drawdowns

HIGH vs. GAU - Drawdown Comparison

The maximum HIGH drawdown since its inception was -3.39%, smaller than the maximum GAU drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for HIGH and GAU. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.84%
-41.84%
HIGH
GAU

Volatility

HIGH vs. GAU - Volatility Comparison

The current volatility for Simplify Enhanced Income ETF (HIGH) is 2.03%, while Galiano Gold Inc. (GAU) has a volatility of 13.02%. This indicates that HIGH experiences smaller price fluctuations and is considered to be less risky than GAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.03%
13.02%
HIGH
GAU
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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.

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