ITT vs. SVOL

Last updated Jun 4, 2026

ITT (ITT Inc.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 5 years, ITT returned 16.75%/yr vs 6.92%/yr for SVOL. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

ITT vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ITT Inc. (ITT) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITT achieves a 12.08% return, which is significantly higher than SVOL's 0.65% return.

ITT

• 1D: -0.04%
• 1M: -7.16%
• YTD: 12.08%
• 6M: 7.68%
• 1Y: 29.47%
• 3Y*: 34.06%
• 5Y*: 16.75%
• 10Y*: 19.91%

SVOL

• 1D: 1.06%
• 1M: 3.88%
• YTD: 0.65%
• 6M: 2.31%
• 1Y: 11.29%
• 3Y*: 6.99%
• 5Y*: 6.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITT vs. SVOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ITT ITT Inc.	12.08%	22.52%	20.86%	48.91%	-19.50%	7.77%
SVOL Simplify Volatility Premium ETF	0.65%	2.41%	6.77%	22.88%	-3.30%	12.25%

Correlation

The correlation between ITT and SVOL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since May 14, 2021	0.53

The correlation between ITT and SVOL has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.

Return for Risk

ITT vs. SVOL — Risk / Return Rank

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

ITT

ITT Risk / Return Rank: 71
ITT Sharpe Ratio Rank: 71
ITT Sortino Ratio Rank: 69
ITT Omega Ratio Rank: 67
ITT Calmar Ratio Rank: 75
ITT Martin Ratio Rank: 74

SVOL

SVOL Risk / Return Rank: 19
SVOL Sharpe Ratio Rank: 18
SVOL Sortino Ratio Rank: 18
SVOL Omega Ratio Rank: 20
SVOL Calmar Ratio Rank: 21
SVOL Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITT vs. SVOL - Risk-Adjusted Trends 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.

	ITT	SVOL	Difference
Sharpe ratio: Return per unit of total volatility	1.00	0.54	+0.45
Sortino ratio: Return per unit of downside risk	1.69	0.89	+0.79
Omega ratio: Gain probability vs. loss probability	1.21	1.12	+0.08
Calmar ratio: Return relative to maximum drawdown	2.04	0.87	+1.17
Martin ratio: Return relative to average drawdown	4.86	2.06	+2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITT vs. SVOL - Sharpe Ratio Comparison

The current ITT Sharpe Ratio is 1.00, which is higher than the SVOL Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ITT and SVOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ITT	SVOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	0.54	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.32	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.36	-0.01

Drawdowns

ITT vs. SVOL - Drawdown Comparison

The maximum ITT drawdown since its inception was -74.46%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ITT and SVOL.

Drawdown Indicators

	ITT	SVOL	Difference
Max Drawdown Largest peak-to-trough decline	-74.46%	-33.50%	-40.96%
Max Drawdown (1Y) Largest decline over 1 year	-14.50%	-13.01%	-1.49%
Max Drawdown (3Y) Largest decline over 3 years	-29.09%	-33.50%	+4.41%
Max Drawdown (5Y) Largest decline over 5 years	-37.97%	-33.50%	-4.47%
Max Drawdown (10Y) Largest decline over 10 years	-49.52%	—	—
Current Drawdown Current decline from peak	-12.46%	-1.95%	-10.51%
Average Drawdown Average peak-to-trough decline	-18.96%	-4.77%	-14.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.07%	5.49%	+0.58%

Volatility

ITT vs. SVOL - Volatility Comparison

ITT Inc. (ITT) has a higher volatility of 9.14% compared to Simplify Volatility Premium ETF (SVOL) at 1.69%. 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.

Volatility by Period

	ITT	SVOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.14%	1.69%	+7.45%
Volatility (6M) Calculated over the trailing 6-month period	22.81%	9.60%	+13.21%
Volatility (1Y) Calculated over the trailing 1-year period	29.69%	20.85%	+8.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.17%	21.99%	+7.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.92%	21.92%	+10.00%

Dividends

ITT vs. SVOL - Dividend Comparison

ITT's dividend yield for the trailing twelve months is around 0.56%, less than SVOL's 21.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITT ITT Inc.	0.56%	0.81%	0.89%	0.97%	1.30%	0.86%	0.88%	0.80%	1.11%	0.96%	1.29%	1.30%
SVOL Simplify Volatility Premium ETF	21.87%	19.82%	16.79%	16.36%	18.32%	4.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ITT and SVOL in my portfolio?

ITT and SVOL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITT or SVOL?

ITT has higher volatility (9.14%) compared to SVOL (1.69%). In terms of maximum drawdown, ITT dropped -74.46% vs SVOL's -33.50%.

Which has better risk-adjusted returns?

ITT currently has the higher Sharpe Ratio (1.00 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.