ITT vs. SVOL
Compare and contrast key facts about ITT Inc. (ITT) and Simplify Volatility Premium ETF (SVOL).
SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITT or SVOL.
Key characteristics
| ITT | SVOL | |
|---|---|---|
| YTD Return | 28.04% | 9.41% |
| 1Y Return | 42.55% | 12.32% |
| 3Y Return (Ann) | 14.86% | 8.50% |
| Sharpe Ratio | 1.71 | 1.06 |
| Sortino Ratio | 2.29 | 1.43 |
| Omega Ratio | 1.30 | 1.26 |
| Calmar Ratio | 3.49 | 1.16 |
| Martin Ratio | 9.64 | 7.55 |
| Ulcer Index | 4.48% | 1.67% |
| Daily Std Dev | 25.18% | 11.94% |
| Max Drawdown | -54.68% | -15.68% |
| Current Drawdown | -2.38% | -0.41% |
Correlation
The correlation between ITT and SVOL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ITT vs. SVOL - Performance Comparison
In the year-to-date period, ITT achieves a 28.04% return, which is significantly higher than SVOL's 9.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
ITT vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ITT Inc. (ITT) and Simplify Volatility Premium ETF (SVOL). 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.
Dividends
ITT vs. SVOL - Dividend Comparison
ITT's dividend yield for the trailing twelve months is around 0.82%, less than SVOL's 16.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITT ITT Inc. | 0.82% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% | 1.09% | 0.92% |
SVOL Simplify Volatility Premium ETF | 16.34% | 16.37% | 18.31% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ITT vs. SVOL - Drawdown Comparison
The maximum ITT drawdown since its inception was -54.68%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for ITT and SVOL. For additional features, visit the drawdowns tool.
Volatility
ITT vs. SVOL - Volatility Comparison
ITT Inc. (ITT) has a higher volatility of 7.61% compared to Simplify Volatility Premium ETF (SVOL) at 3.41%. This indicates that ITT's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.