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

Performance

SURI vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Propel Opportunities ETF (SURI) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
15.52%
88.06%
SURI
MSTY

Returns By Period


SURI

YTD

28.08%

1M

1.36%

6M

15.52%

1Y

44.62%

5Y (annualized)

N/A

10Y (annualized)

N/A

MSTY

YTD

N/A

1M

50.40%

6M

88.06%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


SURIMSTY
Daily Std Dev28.80%79.75%
Max Drawdown-19.43%-33.16%
Current Drawdown-10.40%-10.33%

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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%

Correlation

-0.50.00.51.00.3

The correlation between SURI and MSTY is 0.33, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for SURI, currently valued at 1.55, compared to the broader market0.002.004.001.55
The chart of Sortino ratio for SURI, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.0010.0012.002.23
The chart of Omega ratio for SURI, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
The chart of Calmar ratio for SURI, currently valued at 2.66, compared to the broader market0.005.0010.0015.002.66
The chart of Martin ratio for SURI, currently valued at 5.97, compared to the broader market0.0020.0040.0060.0080.00100.005.97
SURI
MSTY

Chart placeholderNot enough data

Dividends

SURI vs. MSTY - Dividend Comparison

SURI's dividend yield for the trailing twelve months is around 13.89%, less than MSTY's 68.14% yield.


TTM2023
SURI
Simplify Propel Opportunities ETF
13.89%14.71%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
68.14%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
-10.40%
-10.33%
SURI
MSTY

Volatility

SURI vs. MSTY - Volatility Comparison

The current volatility for Simplify Propel Opportunities ETF (SURI) is 11.46%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 31.96%. 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%30.00%JuneJulyAugustSeptemberOctoberNovember
11.46%
31.96%
SURI
MSTY