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SURI vs. MSTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SURIMSTY
Daily Std Dev28.42%74.62%
Max Drawdown-19.43%-33.16%
Current Drawdown-3.71%-0.13%

Correlation

-0.50.00.51.00.3

The correlation between SURI and MSTY is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SURI vs. MSTY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
25.35%
75.47%
SURI
MSTY

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SURI vs. MSTY - Expense Ratio Comparison

SURI has a 2.51% expense ratio, which is higher than MSTY's 0.99% expense ratio.


SURI
Simplify Propel Opportunities ETF
Expense ratio chart for SURI: current value at 2.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.51%
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

SURI vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Propel Opportunities ETF (SURI) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


SURI
Sharpe ratio
The chart of Sharpe ratio for SURI, currently valued at 2.02, compared to the broader market-2.000.002.004.002.02
Sortino ratio
The chart of Sortino ratio for SURI, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.0012.002.83
Omega ratio
The chart of Omega ratio for SURI, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for SURI, currently valued at 3.02, compared to the broader market0.005.0010.0015.003.02
Martin ratio
The chart of Martin ratio for SURI, currently valued at 8.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.16
MSTY
Sharpe ratio
No data

SURI vs. MSTY - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

SURI vs. MSTY - Dividend Comparison

SURI's dividend yield for the trailing twelve months is around 12.92%, less than MSTY's 64.60% yield.


TTM2023
SURI
Simplify Propel Opportunities ETF
12.92%14.71%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
64.60%0.00%

Drawdowns

SURI vs. MSTY - Drawdown Comparison

The maximum SURI drawdown since its inception was -19.43%, smaller than the maximum MSTY drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for SURI and MSTY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.71%
-0.13%
SURI
MSTY

Volatility

SURI vs. MSTY - Volatility Comparison

The current volatility for Simplify Propel Opportunities ETF (SURI) is 8.75%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.92%. This indicates that SURI experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
8.75%
19.92%
SURI
MSTY