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

Correlation

The correlation between HYSA and HIGH is 0.35, 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.


Performance

HYSA vs. HIGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and Simplify Enhanced Income ETF (HIGH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HYSA:

1.18

HIGH:

0.35

Sortino Ratio

HYSA:

1.60

HIGH:

0.78

Omega Ratio

HYSA:

1.20

HIGH:

1.13

Calmar Ratio

HYSA:

1.43

HIGH:

0.62

Martin Ratio

HYSA:

6.61

HIGH:

2.27

Ulcer Index

HYSA:

1.06%

HIGH:

2.36%

Daily Std Dev

HYSA:

6.58%

HIGH:

15.32%

Max Drawdown

HYSA:

-18.74%

HIGH:

-8.59%

Current Drawdown

HYSA:

-0.87%

HIGH:

-4.02%

Returns By Period

In the year-to-date period, HYSA achieves a 1.73% return, which is significantly lower than HIGH's 6.75% return.


HYSA

YTD

1.73%

1M

0.55%

6M

0.93%

1Y

7.46%

3Y*

7.00%

5Y*

4.27%

10Y*

2.33%

HIGH

YTD

6.75%

1M

1.14%

6M

4.98%

1Y

5.10%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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HYSA vs. HIGH - Expense Ratio Comparison

HYSA has a 0.55% expense ratio, which is higher than HIGH's 0.51% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HYSA vs. HIGH — Risk-Adjusted Performance Rank

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

HYSA
The Risk-Adjusted Performance Rank of HYSA is 8686
Overall Rank
The Sharpe Ratio Rank of HYSA is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HYSA is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HYSA is 8383
Omega Ratio Rank
The Calmar Ratio Rank of HYSA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of HYSA is 8989
Martin Ratio Rank

HIGH
The Risk-Adjusted Performance Rank of HIGH is 5959
Overall Rank
The Sharpe Ratio Rank of HIGH is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HIGH is 6464
Omega Ratio Rank
The Calmar Ratio Rank of HIGH is 6969
Calmar Ratio Rank
The Martin Ratio Rank of HIGH is 6666
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.

HYSA vs. HIGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and Simplify Enhanced Income ETF (HIGH). 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.


The current HYSA Sharpe Ratio is 1.18, which is higher than the HIGH Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of HYSA and HIGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HYSA vs. HIGH - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 6.93%, more than HIGH's 6.39% yield.


TTM20242023202220212020201920182017201620152014
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
6.93%7.00%8.00%4.88%2.83%3.21%4.72%5.03%4.75%4.36%4.36%4.41%
HIGH
Simplify Enhanced Income ETF
6.39%8.34%9.39%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYSA vs. HIGH - Drawdown Comparison

The maximum HYSA drawdown since its inception was -18.74%, which is greater than HIGH's maximum drawdown of -8.59%. Use the drawdown chart below to compare losses from any high point for HYSA and HIGH.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HYSA vs. HIGH - Volatility Comparison

The current volatility for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is 1.43%, while Simplify Enhanced Income ETF (HIGH) has a volatility of 5.06%. This indicates that HYSA experiences smaller price fluctuations and is considered to be less risky than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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