TWO vs. SVOL
Compare and contrast key facts about Two Harbors Investment Corp. (TWO) and Simplify Volatility Premium ETF (SVOL).
SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TWO or SVOL.
Correlation
The correlation between TWO and SVOL is 0.48, 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.
Performance
TWO vs. SVOL - Performance Comparison
Key characteristics
TWO:
0.19
SVOL:
0.64
TWO:
0.40
SVOL:
0.93
TWO:
1.05
SVOL:
1.16
TWO:
0.06
SVOL:
0.83
TWO:
0.55
SVOL:
4.48
TWO:
7.90%
SVOL:
2.03%
TWO:
22.59%
SVOL:
14.26%
TWO:
-84.71%
SVOL:
-15.62%
TWO:
-64.62%
SVOL:
-1.85%
Returns By Period
In the year-to-date period, TWO achieves a 4.87% return, which is significantly higher than SVOL's 2.16% return.
TWO
4.87%
4.51%
-7.16%
1.88%
-18.23%
-5.10%
SVOL
2.16%
2.02%
1.24%
8.61%
N/A
N/A
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Risk-Adjusted Performance
TWO vs. SVOL — Risk-Adjusted Performance Rank
TWO
SVOL
TWO vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Two Harbors Investment Corp. (TWO) 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.
Dividends
TWO vs. SVOL - Dividend Comparison
TWO's dividend yield for the trailing twelve months is around 15.08%, less than SVOL's 16.43% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWO Two Harbors Investment Corp. | 15.08% | 15.22% | 15.08% | 12.94% | 11.79% | 7.85% | 11.42% | 14.64% | 10.65% | 10.67% | 12.84% | 10.38% |
SVOL Simplify Volatility Premium ETF | 16.43% | 16.79% | 16.37% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TWO vs. SVOL - Drawdown Comparison
The maximum TWO drawdown since its inception was -84.71%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for TWO and SVOL. For additional features, visit the drawdowns tool.
Volatility
TWO vs. SVOL - Volatility Comparison
The current volatility for Two Harbors Investment Corp. (TWO) is 7.17%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 8.02%. This indicates that TWO experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.