SPUC vs. ^GSPC

In the year-to-date period, SPUC achieves a 0.61% return, which is significantly higher than ^GSPC's -0.64% return.

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This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Upside Convexity ETF (SPUC) 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 SPUC Sharpe Ratio is 0.36, which is lower than the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SPUC 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 SPUC drawdown since its inception was -29.20%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SPUC and ^GSPC. For additional features, visit the drawdowns tool.

Simplify US Equity PLUS Upside Convexity ETF (SPUC) has a higher volatility of 12.27% compared to S&P 500 (^GSPC) at 6.29%. This indicates that SPUC'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.