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TIMB vs. PFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIMB vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIM S.A. (TIMB) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIMB achieves a 15.30% return, which is significantly higher than PFIX's -3.92% return.


TIMB

1D
0.54%
1M
1.69%
YTD
15.30%
6M
11.44%
1Y
31.26%
3Y*
22.01%
5Y*
19.21%
10Y*

PFIX

1D
-1.32%
1M
-9.30%
YTD
-3.92%
6M
-5.54%
1Y
-12.06%
3Y*
15.02%
5Y*
17.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIMB vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TIMB
TIM S.A.
15.30%86.96%-33.24%68.57%4.05%0.56%
PFIX
Simplify Interest Rate Hedge ETF
-3.92%0.42%35.94%5.67%92.05%-24.98%

Correlation

The correlation between TIMB and PFIX is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.20

Correlation (5Y)
Calculated over the trailing 5-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since May 11, 2021

-0.12

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Return for Risk

TIMB vs. PFIX — Risk / Return Rank

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

TIMB
TIMB Risk / Return Rank: 6868
Overall Rank
TIMB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TIMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIMB Omega Ratio Rank: 6464
Omega Ratio Rank
TIMB Calmar Ratio Rank: 6767
Calmar Ratio Rank
TIMB Martin Ratio Rank: 7070
Martin Ratio Rank

PFIX
PFIX Risk / Return Rank: 66
Overall Rank
PFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 77
Sortino Ratio Rank
PFIX Omega Ratio Rank: 77
Omega Ratio Rank
PFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
PFIX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TIMB vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIM S.A. (TIMB) and Simplify Interest Rate Hedge ETF (PFIX). 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.


TIMBPFIXDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.17

0.97

+0.21

Calmar ratioReturn relative to maximum drawdown

1.22

-0.40

+1.62

Martin ratioReturn relative to average drawdown

3.35

-0.62

+3.97

TIMB vs. PFIX - Sharpe Ratio Comparison

The current TIMB Sharpe Ratio is 0.93, which is higher than the PFIX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of TIMB and PFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TIMB vs. PFIX - Drawdown Comparison

The maximum TIMB drawdown since its inception was -37.08%, roughly equal to the maximum PFIX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for TIMB and PFIX.


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Drawdown Indicators


TIMBPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-36.17%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-23.82%

-25.64%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-37.08%

-36.17%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-37.08%

-36.17%

-0.91%

Current Drawdown

Current decline from peak

-20.28%

-20.78%

+0.50%

Average Drawdown

Average peak-to-trough decline

-12.14%

-17.13%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

16.52%

-7.84%

Volatility

TIMB vs. PFIX - Volatility Comparison

The current volatility for TIM S.A. (TIMB) is 6.33%, while Simplify Interest Rate Hedge ETF (PFIX) has a volatility of 8.38%. This indicates that TIMB experiences smaller price fluctuations and is considered to be less risky than PFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIMBPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

8.38%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

25.37%

21.22%

+4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

31.42%

30.44%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.55%

38.52%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.10%

38.29%

-6.19%

Dividends

TIMB vs. PFIX - Dividend Comparison

TIMB's dividend yield for the trailing twelve months is around 8.17%, less than PFIX's 10.11% yield.


PositionTTM202520242023202220212020
PFIX
Simplify Interest Rate Hedge ETF
10.11%9.92%3.40%87.92%0.63%0.00%0.00%
TIMB
TIM S.A.
8.17%11.67%6.03%4.98%4.05%3.43%3.05%

Frequently Asked Questions


TIMB and PFIX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFIX has higher volatility (8.38%) compared to TIMB (6.33%). In terms of maximum drawdown, TIMB dropped -37.08% vs PFIX's -36.17%.

TIMB currently has the higher Sharpe Ratio (0.93 vs -0.34), 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.

Portfolio Optimizer

Find the right allocation for TIMB and PFIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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