RKT vs. SVOL
RKT (Rocket Companies, Inc.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 5 years, RKT returned -2.50%/yr vs 7.23%/yr for SVOL. At a 0.36 correlation, their price movements are largely independent.
Performance
RKT vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, RKT achieves a -29.49% return, which is significantly lower than SVOL's 2.82% return.
RKT
- 1D
- -2.43%
- 1M
- -5.34%
- 6M
- -38.10%
- YTD
- -29.49%
- 1Y
- -9.24%
- 3Y*
- 11.20%
- 5Y*
- -2.50%
- 10Y*
- —
- ALL TIME*
- -1.71%
SVOL
- 1D
- 1.18%
- 1M
- 2.15%
- 6M
- 4.91%
- YTD
- 2.82%
- 1Y
- 15.59%
- 3Y*
- 6.26%
- 5Y*
- 7.23%
- 10Y*
- —
- ALL TIME*
- 8.21%
RKT vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RKT Rocket Companies, Inc. | -29.49% | 81.69% | -22.24% | 106.86% | -46.18% | -16.07% |
SVOL Simplify Volatility Premium ETF | 2.82% | 2.41% | 6.77% | 22.88% | -3.30% | 12.70% |
Correlation
The correlation between RKT and SVOL is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 13, 2021 | 0.36 |
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Return for Risk
RKT vs. SVOL — Risk / Return Rank
RKT
SVOL
RKT vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rocket Companies, Inc. (RKT) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RKT | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.18 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.37 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.35 | 3.95 | -4.30 |
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Drawdowns
RKT vs. SVOL - Drawdown Comparison
The maximum RKT drawdown since its inception was -83.00%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for RKT and SVOL.
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Drawdown Indicators
| RKT | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.00% | -33.50% | -49.50% |
Max Drawdown (1Y)Largest decline over 1 year | -47.31% | -11.42% | -35.89% |
Max Drawdown (3Y)Largest decline over 3 years | -50.60% | -33.50% | -17.10% |
Max Drawdown (5Y)Largest decline over 5 years | -64.90% | -33.50% | -31.40% |
Current DrawdownCurrent decline from peak | -60.95% | -0.37% | -60.58% |
Average DrawdownAverage peak-to-trough decline | -60.11% | -4.70% | -55.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.16% | 3.96% | +22.20% |
Volatility
RKT vs. SVOL - Volatility Comparison
Rocket Companies, Inc. (RKT) has a higher volatility of 16.83% compared to Simplify Volatility Premium ETF (SVOL) at 3.40%. This indicates that RKT's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RKT | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.83% | 3.40% | +13.43% |
Volatility (6M)Calculated over the trailing 6-month period | 46.11% | 10.41% | +35.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.13% | 17.13% | +44.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.26% | 21.93% | +32.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.97% | 21.76% | +43.21% |
Dividends
RKT vs. SVOL - Dividend Comparison
RKT has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 21.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
RKT Rocket Companies, Inc. | 0.00% | 4.13% | 0.00% | 0.00% | 14.43% | 7.93% |
SVOL Simplify Volatility Premium ETF | 21.66% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
RKT and SVOL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RKT has higher volatility (16.83%) compared to SVOL (3.40%). In terms of maximum drawdown, RKT dropped -83.00% vs SVOL's -33.50%.
SVOL currently has the higher Sharpe Ratio (0.91 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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