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PINK vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PINK and XLF is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

PINK vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Health Care ETF (PINK) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%December2025FebruaryMarchAprilMay
20.37%
35.01%
PINK
XLF

Key characteristics

Sharpe Ratio

PINK:

0.04

XLF:

1.21

Sortino Ratio

PINK:

0.18

XLF:

1.72

Omega Ratio

PINK:

1.02

XLF:

1.26

Calmar Ratio

PINK:

0.04

XLF:

1.57

Martin Ratio

PINK:

0.09

XLF:

6.04

Ulcer Index

PINK:

7.18%

XLF:

4.04%

Daily Std Dev

PINK:

17.76%

XLF:

20.28%

Max Drawdown

PINK:

-18.77%

XLF:

-82.43%

Current Drawdown

PINK:

-11.22%

XLF:

-4.93%

Returns By Period

In the year-to-date period, PINK achieves a -0.64% return, which is significantly lower than XLF's 2.67% return.


PINK

YTD

-0.64%

1M

7.29%

6M

-7.02%

1Y

-0.31%

5Y*

N/A

10Y*

N/A

XLF

YTD

2.67%

1M

11.86%

6M

7.67%

1Y

23.82%

5Y*

20.64%

10Y*

14.00%

*Annualized

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PINK vs. XLF - Expense Ratio Comparison

PINK has a 0.50% expense ratio, which is higher than XLF's 0.13% expense ratio.


Expense ratio chart for PINK: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PINK: 0.50%
Expense ratio chart for XLF: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLF: 0.13%

Risk-Adjusted Performance

PINK vs. XLF — Risk-Adjusted Performance Rank

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

PINK
The Risk-Adjusted Performance Rank of PINK is 1818
Overall Rank
The Sharpe Ratio Rank of PINK is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PINK is 1717
Sortino Ratio Rank
The Omega Ratio Rank of PINK is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PINK is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PINK is 1818
Martin Ratio Rank

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

PINK vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Health Care ETF (PINK) and Financial Select Sector SPDR Fund (XLF). 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 chart of Sharpe ratio for PINK, currently valued at 0.04, compared to the broader market-1.000.001.002.003.004.00
PINK: 0.04
XLF: 1.21
The chart of Sortino ratio for PINK, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.00
PINK: 0.18
XLF: 1.72
The chart of Omega ratio for PINK, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
PINK: 1.02
XLF: 1.26
The chart of Calmar ratio for PINK, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
PINK: 0.04
XLF: 1.57
The chart of Martin ratio for PINK, currently valued at 0.09, compared to the broader market0.0020.0040.0060.00
PINK: 0.09
XLF: 6.04

The current PINK Sharpe Ratio is 0.04, which is lower than the XLF Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of PINK and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
0.04
1.21
PINK
XLF

Dividends

PINK vs. XLF - Dividend Comparison

PINK's dividend yield for the trailing twelve months is around 0.39%, less than XLF's 1.44% yield.


TTM20242023202220212020201920182017201620152014
PINK
Simplify Health Care ETF
0.39%0.32%0.94%0.42%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
1.44%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%

Drawdowns

PINK vs. XLF - Drawdown Comparison

The maximum PINK drawdown since its inception was -18.77%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for PINK and XLF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.22%
-4.93%
PINK
XLF

Volatility

PINK vs. XLF - Volatility Comparison

The current volatility for Simplify Health Care ETF (PINK) is 9.97%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 12.49%. This indicates that PINK experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.97%
12.49%
PINK
XLF