PFIX vs. POWL

In the year-to-date period, PFIX achieves a 16.68% return, which is significantly higher than POWL's -16.54% return.

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This table presents a comparison of risk-adjusted performance metrics for Simplify Interest Rate Hedge ETF (PFIX) and Powell Industries, Inc. (POWL). 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 PFIX Sharpe Ratio is 0.72, which is higher than the POWL Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PFIX and POWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PFIX's dividend yield for the trailing twelve months is around 3.12%, more than POWL's 0.43% yield.

The maximum PFIX drawdown since its inception was -39.52%, smaller than the maximum POWL drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for PFIX and POWL. For additional features, visit the drawdowns tool.

The current volatility for Simplify Interest Rate Hedge ETF (PFIX) is 12.07%, while Powell Industries, Inc. (POWL) has a volatility of 17.84%. This indicates that PFIX experiences smaller price fluctuations and is considered to be less risky than POWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.