SRFM vs. SVOL
SRFM (Surf Air Mobility Inc.) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past year, SRFM returned -45.03% vs 18.10% for SVOL. At a 0.25 correlation, their price movements are largely independent.
Performance
SRFM vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, SRFM achieves a -45.88% return, which is significantly lower than SVOL's -0.40% return.
SRFM
- 1D
- -1.87%
- 1M
- -15.32%
- YTD
- -45.88%
- 6M
- -50.47%
- 1Y
- -45.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SVOL
- 1D
- -1.35%
- 1M
- 0.75%
- YTD
- -0.40%
- 6M
- -0.86%
- 1Y
- 18.10%
- 3Y*
- 5.79%
- 5Y*
- 6.24%
- 10Y*
- —
SRFM vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SRFM Surf Air Mobility Inc. | -45.88% | -64.01% | -50.32% | -69.00% |
SVOL Simplify Volatility Premium ETF | -0.40% | 2.41% | 6.77% | 6.22% |
Correlation
The correlation between SRFM and SVOL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.25 |
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Return for Risk
SRFM vs. SVOL — Risk / Return Rank
SRFM
SVOL
SRFM vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Surf Air Mobility Inc. (SRFM) 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.
| SRFM | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.19 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 1.40 | -1.91 |
| Martin ratioReturn relative to average drawdown | -0.65 | 3.33 | -3.99 |
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Drawdowns
SRFM vs. SVOL - Drawdown Comparison
The maximum SRFM drawdown since its inception was -97.29%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for SRFM and SVOL.
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Drawdown Indicators
| SRFM | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.29% | -33.50% | -63.79% |
Max Drawdown (1Y)Largest decline over 1 year | -88.30% | -13.01% | -75.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.50% | — |
Current DrawdownCurrent decline from peak | -97.00% | -2.98% | -94.02% |
Average DrawdownAverage peak-to-trough decline | -87.76% | -4.75% | -83.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.85% | 5.44% | +63.41% |
Volatility
SRFM vs. SVOL - Volatility Comparison
Surf Air Mobility Inc. (SRFM) has a higher volatility of 18.05% compared to Simplify Volatility Premium ETF (SVOL) at 4.40%. This indicates that SRFM'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
| SRFM | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.05% | 4.40% | +13.65% |
Volatility (6M)Calculated over the trailing 6-month period | 70.40% | 10.20% | +60.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 147.81% | 20.52% | +127.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 151.56% | 22.02% | +129.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 151.56% | 21.88% | +129.68% |
Dividends
SRFM vs. SVOL - Dividend Comparison
SRFM has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 22.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SRFM Surf Air Mobility Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 22.10% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
SRFM and SVOL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRFM has higher volatility (18.05%) compared to SVOL (4.40%). In terms of maximum drawdown, SRFM dropped -97.29% vs SVOL's -33.50%.
SVOL currently has the higher Sharpe Ratio (0.89 vs -0.31), 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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