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

Correlation

The correlation between PINK and XLV is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PINK vs. XLV - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
20.37%
15.02%
PINK
XLV

Key characteristics

Sharpe Ratio

PINK:

0.04

XLV:

-0.01

Sortino Ratio

PINK:

0.18

XLV:

0.08

Omega Ratio

PINK:

1.02

XLV:

1.01

Calmar Ratio

PINK:

0.04

XLV:

-0.01

Martin Ratio

PINK:

0.09

XLV:

-0.02

Ulcer Index

PINK:

7.18%

XLV:

6.22%

Daily Std Dev

PINK:

17.76%

XLV:

14.68%

Max Drawdown

PINK:

-18.77%

XLV:

-39.17%

Current Drawdown

PINK:

-11.22%

XLV:

-11.08%

Returns By Period

In the year-to-date period, PINK achieves a -0.64% return, which is significantly lower than XLV's 0.80% return.


PINK

YTD

-0.64%

1M

7.29%

6M

-7.02%

1Y

-0.31%

5Y*

N/A

10Y*

N/A

XLV

YTD

0.80%

1M

2.11%

6M

-5.09%

1Y

-0.33%

5Y*

8.64%

10Y*

8.31%

*Annualized

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PINK vs. XLV - Expense Ratio Comparison

PINK has a 0.50% expense ratio, which is higher than XLV's 0.12% 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 XLV: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLV: 0.12%

Risk-Adjusted Performance

PINK vs. XLV — 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

XLV
The Risk-Adjusted Performance Rank of XLV is 1515
Overall Rank
The Sharpe Ratio Rank of XLV is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 1414
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 1414
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 1515
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 1515
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. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Health Care ETF (PINK) and Health Care Select Sector SPDR Fund (XLV). 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
XLV: -0.01
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
XLV: 0.08
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
XLV: 1.01
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
XLV: -0.01
The chart of Martin ratio for PINK, currently valued at 0.09, compared to the broader market0.0020.0040.0060.00
PINK: 0.09
XLV: -0.02

The current PINK Sharpe Ratio is 0.04, which is higher than the XLV Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of PINK and XLV, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.04
-0.01
PINK
XLV

Dividends

PINK vs. XLV - Dividend Comparison

PINK's dividend yield for the trailing twelve months is around 0.39%, less than XLV's 1.69% 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%
XLV
Health Care Select Sector SPDR Fund
1.69%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%

Drawdowns

PINK vs. XLV - Drawdown Comparison

The maximum PINK drawdown since its inception was -18.77%, smaller than the maximum XLV drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for PINK and XLV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-11.22%
-11.08%
PINK
XLV

Volatility

PINK vs. XLV - Volatility Comparison

Simplify Health Care ETF (PINK) has a higher volatility of 9.97% compared to Health Care Select Sector SPDR Fund (XLV) at 9.46%. This indicates that PINK's price experiences larger fluctuations and is considered to be riskier than XLV 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%December2025FebruaryMarchAprilMay
9.97%
9.46%
PINK
XLV