SVOL vs. RKT
SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify, while RKT (Rocket Companies, Inc.) is a stock. Over the past 5 years, SVOL returned 6.66%/yr vs -8.35%/yr for RKT. At a 0.36 correlation, their price movements are largely independent.
Performance
SVOL vs. RKT - Performance Comparison
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Returns By Period
In the year-to-date period, SVOL achieves a -0.84% return, which is significantly higher than RKT's -36.21% return.
SVOL
- 1D
- 0.50%
- 1M
- 2.47%
- YTD
- -0.84%
- 6M
- 1.19%
- 1Y
- 10.38%
- 3Y*
- 5.92%
- 5Y*
- 6.66%
- 10Y*
- —
RKT
- 1D
- -2.37%
- 1M
- -21.29%
- YTD
- -36.21%
- 6M
- -34.34%
- 1Y
- -3.29%
- 3Y*
- 13.40%
- 5Y*
- -8.35%
- 10Y*
- —
SVOL vs. RKT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVOL Simplify Volatility Premium ETF | -0.84% | 2.41% | 6.77% | 22.88% | -3.30% | 12.25% |
RKT Rocket Companies, Inc. | -36.21% | 81.69% | -22.24% | 106.86% | -46.18% | -15.56% |
Correlation
The correlation between SVOL and RKT 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 (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 14, 2021 | 0.36 |
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Return for Risk
SVOL vs. RKT — Risk / Return Rank
SVOL
RKT
SVOL vs. RKT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and Rocket Companies, Inc. (RKT). 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.
| SVOL | RKT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.04 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | -0.07 | +0.87 |
| Martin ratioReturn relative to average drawdown | 1.89 | -0.15 | +2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SVOL | RKT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | -0.06 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.16 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | -0.10 | +0.44 |
Drawdowns
SVOL vs. RKT - Drawdown Comparison
The maximum SVOL drawdown since its inception was -33.50%, smaller than the maximum RKT drawdown of -83.00%. Use the drawdown chart below to compare losses from any high point for SVOL and RKT.
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Drawdown Indicators
| SVOL | RKT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -83.00% | +49.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.01% | -47.31% | +34.30% |
Max Drawdown (3Y)Largest decline over 3 years | -33.50% | -50.60% | +17.10% |
Max Drawdown (5Y)Largest decline over 5 years | -33.50% | -67.39% | +33.89% |
Current DrawdownCurrent decline from peak | -3.40% | -64.67% | +61.27% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -60.17% | +55.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 22.62% | -17.13% |
Volatility
SVOL vs. RKT - Volatility Comparison
The current volatility for Simplify Volatility Premium ETF (SVOL) is 2.77%, while Rocket Companies, Inc. (RKT) has a volatility of 20.75%. This indicates that SVOL experiences smaller price fluctuations and is considered to be less risky than RKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOL | RKT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 20.75% | -17.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 42.53% | -32.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.78% | 58.42% | -37.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 53.55% | -31.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.92% | 64.41% | -42.49% |
Dividends
SVOL vs. RKT - Dividend Comparison
SVOL's dividend yield for the trailing twelve months is around 22.19%, while RKT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
RKT Rocket Companies, Inc. | 0.00% | 4.13% | 0.00% | 0.00% | 14.43% | 7.93% |
SVOL Simplify Volatility Premium ETF | 22.19% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Frequently Asked Questions
SVOL and RKT 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.
RKT has higher volatility (20.75%) compared to SVOL (2.77%). In terms of maximum drawdown, SVOL dropped -33.50% vs RKT's -83.00%.
SVOL currently has the higher Sharpe Ratio (0.50 vs -0.06), 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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