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QIS vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between QIS and ^SP500TR is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

QIS vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Multi-Qis Alternative ETF (QIS) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.59%
10.38%
QIS
^SP500TR

Key characteristics

Sharpe Ratio

QIS:

-0.04

^SP500TR:

2.21

Sortino Ratio

QIS:

0.03

^SP500TR:

2.93

Omega Ratio

QIS:

1.00

^SP500TR:

1.41

Calmar Ratio

QIS:

-0.06

^SP500TR:

3.27

Martin Ratio

QIS:

-0.14

^SP500TR:

14.42

Ulcer Index

QIS:

3.12%

^SP500TR:

1.91%

Daily Std Dev

QIS:

11.64%

^SP500TR:

12.53%

Max Drawdown

QIS:

-7.51%

^SP500TR:

-55.25%

Current Drawdown

QIS:

-5.94%

^SP500TR:

-1.85%

Returns By Period

In the year-to-date period, QIS achieves a -0.38% return, which is significantly lower than ^SP500TR's 26.95% return.


QIS

YTD

-0.38%

1M

-0.85%

6M

-2.59%

1Y

-0.58%

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

26.95%

1M

0.19%

6M

10.38%

1Y

27.39%

5Y*

14.97%

10Y*

13.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

QIS vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Multi-Qis Alternative ETF (QIS) and S&P 500 Total Return (^SP500TR). 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.


Sharpe ratio
The chart of Sharpe ratio for QIS, currently valued at -0.04, compared to the broader market0.002.004.00-0.042.21
The chart of Sortino ratio for QIS, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.0010.000.032.93
The chart of Omega ratio for QIS, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.41
The chart of Calmar ratio for QIS, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.063.27
The chart of Martin ratio for QIS, currently valued at -0.14, compared to the broader market0.0020.0040.0060.0080.00100.00-0.1414.42
QIS
^SP500TR

The current QIS Sharpe Ratio is -0.04, which is lower than the ^SP500TR Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of QIS and ^SP500TR, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember
-0.04
2.21
QIS
^SP500TR

Drawdowns

QIS vs. ^SP500TR - Drawdown Comparison

The maximum QIS drawdown since its inception was -7.51%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for QIS and ^SP500TR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.94%
-1.85%
QIS
^SP500TR

Volatility

QIS vs. ^SP500TR - Volatility Comparison

The current volatility for Simplify Multi-Qis Alternative ETF (QIS) is 3.45%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.82%. This indicates that QIS experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.45%
3.82%
QIS
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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