TG vs. SVOL
TG (Tredegar Corporation) is a stock, while SVOL (Simplify Volatility Premium ETF) is Volatility fund actively managed by Simplify. Over the past 5 years, TG returned -8.62%/yr vs 6.24%/yr for SVOL. At a 0.30 correlation, their price movements are largely independent.
Performance
TG vs. SVOL - Performance Comparison
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Returns By Period
In the year-to-date period, TG achieves a 11.70% return, which is significantly higher than SVOL's -0.40% return.
TG
- 1D
- 0.50%
- 1M
- 2.56%
- YTD
- 11.70%
- 6M
- 6.23%
- 1Y
- -7.07%
- 3Y*
- 6.55%
- 5Y*
- -8.62%
- 10Y*
- -1.27%
SVOL
- 1D
- -1.35%
- 1M
- 0.75%
- YTD
- -0.40%
- 6M
- -0.86%
- 1Y
- 18.10%
- 3Y*
- 5.79%
- 5Y*
- 6.24%
- 10Y*
- —
TG vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TG Tredegar Corporation | 11.70% | -6.51% | 41.96% | -45.17% | -9.59% | -18.05% |
SVOL Simplify Volatility Premium ETF | -0.40% | 2.41% | 6.77% | 22.88% | -3.30% | 12.70% |
Correlation
The correlation between TG and SVOL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 13, 2021 | 0.30 |
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Return for Risk
TG vs. SVOL — Risk / Return Rank
TG
SVOL
TG vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tredegar Corporation (TG) and Simplify Volatility Premium ETF (SVOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TG | SVOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.19 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.40 | -1.62 |
| Martin ratioReturn relative to average drawdown | -0.45 | 3.33 | -3.78 |
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Drawdowns
TG vs. SVOL - Drawdown Comparison
The maximum TG drawdown since its inception was -75.46%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for TG and SVOL.
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Drawdown Indicators
| TG | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.46% | -33.50% | -41.96% |
Max Drawdown (1Y)Largest decline over 1 year | -32.37% | -13.01% | -19.36% |
Max Drawdown (3Y)Largest decline over 3 years | -43.36% | -33.50% | -9.86% |
Max Drawdown (5Y)Largest decline over 5 years | -68.08% | -33.50% | -34.58% |
Max Drawdown (10Y)Largest decline over 10 years | -75.46% | — | — |
Current DrawdownCurrent decline from peak | -50.93% | -2.98% | -47.95% |
Average DrawdownAverage peak-to-trough decline | -33.59% | -4.75% | -28.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.76% | 5.44% | +10.32% |
Volatility
TG vs. SVOL - Volatility Comparison
Tredegar Corporation (TG) has a higher volatility of 9.56% compared to Simplify Volatility Premium ETF (SVOL) at 4.40%. This indicates that TG's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TG | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.56% | 4.40% | +5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 32.93% | 10.20% | +22.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.20% | 20.52% | +25.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.46% | 22.02% | +22.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.49% | 21.88% | +23.61% |
Dividends
TG vs. SVOL - Dividend Comparison
TG has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 22.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOL Simplify Volatility Premium ETF | 22.10% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TG Tredegar Corporation | 0.00% | 0.00% | 0.00% | 4.81% | 4.89% | 4.06% | 39.34% | 2.06% | 2.77% | 2.29% | 1.83% | 3.08% |
Frequently Asked Questions
TG and SVOL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TG has higher volatility (9.56%) compared to SVOL (4.40%). In terms of maximum drawdown, TG dropped -75.46% vs SVOL's -33.50%.
SVOL currently has the higher Sharpe Ratio (0.89 vs -0.15), 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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