SURI vs. LIFE.TO
Compare and contrast key facts about Simplify Propel Opportunities ETF (SURI) and Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO).
SURI and LIFE.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SURI is an actively managed fund by Simplify. It was launched on Feb 7, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SURI or LIFE.TO.
Key characteristics
| SURI | LIFE.TO | |
|---|---|---|
| YTD Return | 30.05% | 3.71% |
| 1Y Return | 52.56% | 10.90% |
| Sharpe Ratio | 1.86 | 1.22 |
| Sortino Ratio | 2.64 | 1.75 |
| Omega Ratio | 1.31 | 1.20 |
| Calmar Ratio | 2.89 | 1.22 |
| Martin Ratio | 7.51 | 4.41 |
| Ulcer Index | 7.08% | 2.59% |
| Daily Std Dev | 28.56% | 9.39% |
| Max Drawdown | -19.43% | -20.04% |
| Current Drawdown | -9.02% | -9.32% |
Correlation
The correlation between SURI and LIFE.TO is 0.42, 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
SURI vs. LIFE.TO - Performance Comparison
In the year-to-date period, SURI achieves a 30.05% return, which is significantly higher than LIFE.TO's 3.71% 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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SURI vs. LIFE.TO - Expense Ratio Comparison
Risk-Adjusted Performance
SURI vs. LIFE.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Propel Opportunities ETF (SURI) and Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO). 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
SURI vs. LIFE.TO - Dividend Comparison
SURI's dividend yield for the trailing twelve months is around 13.68%, more than LIFE.TO's 6.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SURI Simplify Propel Opportunities ETF | 13.68% | 14.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LIFE.TO Evolve Global Healthcare Enhanced Yield Fund | 6.21% | 9.24% | 8.20% | 6.46% | 7.09% | 2,839,567.87% | 6,633,719.19% |
Drawdowns
SURI vs. LIFE.TO - Drawdown Comparison
The maximum SURI drawdown since its inception was -19.43%, roughly equal to the maximum LIFE.TO drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for SURI and LIFE.TO. For additional features, visit the drawdowns tool.
Volatility
SURI vs. LIFE.TO - Volatility Comparison
Simplify Propel Opportunities ETF (SURI) has a higher volatility of 9.72% compared to Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) at 3.50%. This indicates that SURI's price experiences larger fluctuations and is considered to be riskier than LIFE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.