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TYA vs. RINF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYA and RINF is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

TYA vs. RINF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and ProShares Inflation Expectations ETF (RINF). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-40.71%
24.11%
TYA
RINF

Key characteristics

Sharpe Ratio

TYA:

0.67

RINF:

0.42

Sortino Ratio

TYA:

1.08

RINF:

0.61

Omega Ratio

TYA:

1.12

RINF:

1.08

Calmar Ratio

TYA:

0.24

RINF:

0.41

Martin Ratio

TYA:

1.27

RINF:

1.55

Ulcer Index

TYA:

9.14%

RINF:

2.03%

Daily Std Dev

TYA:

17.21%

RINF:

7.61%

Max Drawdown

TYA:

-51.15%

RINF:

-43.45%

Current Drawdown

TYA:

-41.63%

RINF:

-1.85%

Returns By Period

In the year-to-date period, TYA achieves a 8.31% return, which is significantly higher than RINF's -0.11% return.


TYA

YTD

8.31%

1M

1.70%

6M

1.34%

1Y

11.70%

5Y*

N/A

10Y*

N/A

RINF

YTD

-0.11%

1M

-0.02%

6M

1.03%

1Y

2.91%

5Y*

9.62%

10Y*

3.38%

*Annualized

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TYA vs. RINF - Expense Ratio Comparison

TYA has a 0.17% expense ratio, which is lower than RINF's 0.30% expense ratio.


Expense ratio chart for RINF: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RINF: 0.30%
Expense ratio chart for TYA: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TYA: 0.17%

Risk-Adjusted Performance

TYA vs. RINF — Risk-Adjusted Performance Rank

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

TYA
The Risk-Adjusted Performance Rank of TYA is 5858
Overall Rank
The Sharpe Ratio Rank of TYA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of TYA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of TYA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of TYA is 4343
Calmar Ratio Rank
The Martin Ratio Rank of TYA is 4848
Martin Ratio Rank

RINF
The Risk-Adjusted Performance Rank of RINF is 5151
Overall Rank
The Sharpe Ratio Rank of RINF is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of RINF is 4848
Sortino Ratio Rank
The Omega Ratio Rank of RINF is 4545
Omega Ratio Rank
The Calmar Ratio Rank of RINF is 5757
Calmar Ratio Rank
The Martin Ratio Rank of RINF is 5353
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.

TYA vs. RINF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and ProShares Inflation Expectations ETF (RINF). 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.


The chart of Sharpe ratio for TYA, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.00
TYA: 0.67
RINF: 0.42
The chart of Sortino ratio for TYA, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.00
TYA: 1.08
RINF: 0.61
The chart of Omega ratio for TYA, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
TYA: 1.12
RINF: 1.08
The chart of Calmar ratio for TYA, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
TYA: 0.24
RINF: 0.41
The chart of Martin ratio for TYA, currently valued at 1.27, compared to the broader market0.0020.0040.0060.00
TYA: 1.27
RINF: 1.55

The current TYA Sharpe Ratio is 0.67, which is higher than the RINF Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of TYA and RINF, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.67
0.42
TYA
RINF

Dividends

TYA vs. RINF - Dividend Comparison

TYA's dividend yield for the trailing twelve months is around 4.43%, less than RINF's 4.50% yield.


TTM20242023202220212020201920182017201620152014
TYA
Simplify Intermediate Term Treasury Futures Strategy ETF
4.43%4.84%4.29%2.24%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RINF
ProShares Inflation Expectations ETF
4.50%4.68%5.07%1.15%2.76%0.83%1.91%2.47%2.99%1.09%1.83%1.42%

Drawdowns

TYA vs. RINF - Drawdown Comparison

The maximum TYA drawdown since its inception was -51.15%, which is greater than RINF's maximum drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for TYA and RINF. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.63%
-1.85%
TYA
RINF

Volatility

TYA vs. RINF - Volatility Comparison

Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a higher volatility of 6.57% compared to ProShares Inflation Expectations ETF (RINF) at 3.00%. This indicates that TYA's price experiences larger fluctuations and is considered to be riskier than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.57%
3.00%
TYA
RINF