SRFM vs. SVOL

In the year-to-date period, SRFM achieves a -56.77% return, which is significantly lower than SVOL's -9.14% return.

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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.

The current SRFM Sharpe Ratio is -0.02, which is higher than the SVOL Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of SRFM and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SRFM has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 19.18%.

The maximum SRFM drawdown since its inception was -95.69%, 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.

Surf Air Mobility Inc. (SRFM) has a higher volatility of 25.23% compared to Simplify Volatility Premium ETF (SVOL) at 17.75%. 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.