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SVOL vs. YYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SVOL and YYY is 0.54, 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.


-0.50.00.51.00.5

Performance

SVOL vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volatility Premium ETF (SVOL) and Amplify High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
2.85%
5.04%
SVOL
YYY

Key characteristics

Sharpe Ratio

SVOL:

0.75

YYY:

1.79

Sortino Ratio

SVOL:

1.07

YYY:

2.35

Omega Ratio

SVOL:

1.18

YYY:

1.35

Calmar Ratio

SVOL:

1.00

YYY:

1.28

Martin Ratio

SVOL:

5.34

YYY:

8.82

Ulcer Index

SVOL:

2.03%

YYY:

1.66%

Daily Std Dev

SVOL:

14.57%

YYY:

8.18%

Max Drawdown

SVOL:

-15.62%

YYY:

-42.52%

Current Drawdown

SVOL:

0.00%

YYY:

-0.11%

Returns By Period

The year-to-date returns for both investments are quite close, with SVOL having a 4.74% return and YYY slightly higher at 4.88%.


SVOL

YTD

4.74%

1M

2.52%

6M

2.85%

1Y

10.03%

5Y*

N/A

10Y*

N/A

YYY

YTD

4.88%

1M

2.13%

6M

5.04%

1Y

13.78%

5Y*

2.67%

10Y*

4.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SVOL vs. YYY - Expense Ratio Comparison

SVOL has a 0.50% expense ratio, which is lower than YYY's 2.45% expense ratio.


YYY
Amplify High Income ETF
Expense ratio chart for YYY: current value at 2.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.45%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

SVOL vs. YYY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVOL
The Risk-Adjusted Performance Rank of SVOL is 3333
Overall Rank
The Sharpe Ratio Rank of SVOL is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 4949
Martin Ratio Rank

YYY
The Risk-Adjusted Performance Rank of YYY is 6666
Overall Rank
The Sharpe Ratio Rank of YYY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of YYY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of YYY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of YYY is 4646
Calmar Ratio Rank
The Martin Ratio Rank of YYY is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SVOL vs. YYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and Amplify High Income ETF (YYY). 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 SVOL, currently valued at 0.75, compared to the broader market0.002.004.000.751.79
The chart of Sortino ratio for SVOL, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.0012.001.072.35
The chart of Omega ratio for SVOL, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.35
The chart of Calmar ratio for SVOL, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.001.28
The chart of Martin ratio for SVOL, currently valued at 5.34, compared to the broader market0.0020.0040.0060.0080.00100.005.348.82
SVOL
YYY

The current SVOL Sharpe Ratio is 0.75, which is lower than the YYY Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SVOL and YYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.75
1.79
SVOL
YYY

Dividends

SVOL vs. YYY - Dividend Comparison

SVOL's dividend yield for the trailing twelve months is around 16.09%, more than YYY's 12.04% yield.


TTM20242023202220212020201920182017201620152014
SVOL
Simplify Volatility Premium ETF
16.09%16.79%16.37%18.32%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YYY
Amplify High Income ETF
12.04%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.83%10.34%10.77%9.54%

Drawdowns

SVOL vs. YYY - Drawdown Comparison

The maximum SVOL drawdown since its inception was -15.62%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for SVOL and YYY. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.11%
SVOL
YYY

Volatility

SVOL vs. YYY - Volatility Comparison

Simplify Volatility Premium ETF (SVOL) has a higher volatility of 3.23% compared to Amplify High Income ETF (YYY) at 1.87%. This indicates that SVOL's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.23%
1.87%
SVOL
YYY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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