SPYC vs. UPS
Compare and contrast key facts about Simplify US Equity PLUS Convexity ETF (SPYC) and United Parcel Service, Inc. (UPS).
SPYC is an actively managed fund by Simplify Asset Management Inc.. It was launched on Sep 3, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYC or UPS.
Key characteristics
| SPYC | UPS | |
|---|---|---|
| YTD Return | 29.18% | -14.29% |
| 1Y Return | 40.73% | -2.47% |
| 3Y Return (Ann) | 6.84% | -12.01% |
| Sharpe Ratio | 2.65 | -0.09 |
| Sortino Ratio | 3.55 | 0.05 |
| Omega Ratio | 1.47 | 1.01 |
| Calmar Ratio | 2.49 | -0.06 |
| Martin Ratio | 11.75 | -0.20 |
| Ulcer Index | 3.44% | 12.23% |
| Daily Std Dev | 15.27% | 26.41% |
| Max Drawdown | -28.51% | -51.69% |
| Current Drawdown | -0.53% | -37.64% |
Correlation
The correlation between SPYC and UPS is 0.55, 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.
Performance
SPYC vs. UPS - Performance Comparison
In the year-to-date period, SPYC achieves a 29.18% return, which is significantly higher than UPS's -14.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPYC vs. UPS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Convexity ETF (SPYC) and United Parcel Service, Inc. (UPS). 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.
Dividends
SPYC vs. UPS - Dividend Comparison
SPYC's dividend yield for the trailing twelve months is around 1.00%, less than UPS's 3.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYC Simplify US Equity PLUS Convexity ETF | 1.00% | 1.76% | 1.34% | 1.01% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UPS United Parcel Service, Inc. | 3.76% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
Drawdowns
SPYC vs. UPS - Drawdown Comparison
The maximum SPYC drawdown since its inception was -28.51%, smaller than the maximum UPS drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for SPYC and UPS. For additional features, visit the drawdowns tool.
Volatility
SPYC vs. UPS - Volatility Comparison
The current volatility for Simplify US Equity PLUS Convexity ETF (SPYC) is 4.82%, while United Parcel Service, Inc. (UPS) has a volatility of 7.14%. This indicates that SPYC experiences smaller price fluctuations and is considered to be less risky than UPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.