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.
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
Key characteristics
ITT:
1.16
SVOL:
0.64
ITT:
1.66
SVOL:
0.93
ITT:
1.21
SVOL:
1.16
ITT:
2.36
SVOL:
0.83
ITT:
5.64
SVOL:
4.48
ITT:
5.31%
SVOL:
2.03%
ITT:
25.77%
SVOL:
14.26%
ITT:
-54.68%
SVOL:
-15.62%
ITT:
-5.09%
SVOL:
-1.85%
Returns By Period
In the year-to-date period, ITT achieves a 5.81% return, which is significantly higher than SVOL's 2.16% return.
ITT
5.81%
6.07%
10.68%
27.95%
16.91%
16.61%
SVOL
2.16%
3.74%
1.92%
9.08%
N/A
N/A
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Risk-Adjusted Performance
ITT vs. SVOL — Risk-Adjusted Performance Rank
ITT
SVOL
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 0.84%, less than SVOL's 16.43% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITT ITT Inc. | 0.84% | 0.89% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% | 1.09% |
SVOL Simplify Volatility Premium ETF | 16.43% | 16.79% | 16.36% | 18.32% | 4.65% | 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 -15.62%. 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) and Simplify Volatility Premium ETF (SVOL) have volatilities of 7.65% and 8.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.