SIMS vs. ^GSPC

In the year-to-date period, SIMS achieves a -2.27% return, which is significantly lower than ^GSPC's 0.51% return.

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This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Intelligent Structures ETF (SIMS) and S&P 500 (^GSPC). 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 SIMS Sharpe Ratio is -0.14, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SIMS and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SIMS drawdown since its inception was -43.97%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SIMS and ^GSPC.

SPDR S&P Kensho Intelligent Structures ETF (SIMS) has a higher volatility of 6.52% compared to S&P 500 (^GSPC) at 4.77%. This indicates that SIMS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.