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USAF vs. CTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USAF vs. CTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atlas America Fund (USAF) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USAF achieves a 2.08% return, which is significantly lower than CTAP's 21.95% return.


USAF

1D
-0.37%
1M
-0.68%
YTD
2.08%
6M
2.69%
1Y
6.07%
3Y*
5Y*
10Y*

CTAP

1D
-0.32%
1M
-3.24%
YTD
21.95%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USAF vs. CTAP - Yearly Performance Comparison


Correlation

The correlation between USAF and CTAP is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.43

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Return for Risk

USAF vs. CTAP — Risk / Return Rank

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

USAF
USAF Risk / Return Rank: 2727
Overall Rank
USAF Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
USAF Sortino Ratio Rank: 2525
Sortino Ratio Rank
USAF Omega Ratio Rank: 2929
Omega Ratio Rank
USAF Calmar Ratio Rank: 2828
Calmar Ratio Rank
USAF Martin Ratio Rank: 2525
Martin Ratio Rank

CTAP
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.

USAF vs. CTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Atlas America Fund (USAF) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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.


USAFCTAPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.37

Martin ratioReturn relative to average drawdown

3.27

USAF vs. CTAP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USAFCTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

2.50

-1.18

Drawdowns

USAF vs. CTAP - Drawdown Comparison

The maximum USAF drawdown since its inception was -4.46%, smaller than the maximum CTAP drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for USAF and CTAP.


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Drawdown Indicators


USAFCTAPDifference

Max Drawdown

Largest peak-to-trough decline

-4.46%

-9.02%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

Current Drawdown

Current decline from peak

-3.41%

-4.47%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.09%

-2.18%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

Volatility

USAF vs. CTAP - Volatility Comparison


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Volatility by Period


USAFCTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.00%

23.94%

-17.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

23.94%

-18.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

23.94%

-18.25%

USAF vs. CTAP - Expense Ratio Comparison

USAF has a 0.89% expense ratio, which is higher than CTAP's 0.10% expense ratio.


Dividends

USAF vs. CTAP - Dividend Comparison

USAF's dividend yield for the trailing twelve months is around 2.45%, more than CTAP's 0.65% yield.


Frequently Asked Questions


USAF and CTAP have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CTAP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTAP is cheaper with a 0.10% expense ratio, compared with 0.89% for USAF.

USAF has the higher dividend yield at 2.45%, compared with 0.65% for CTAP.

They also come from different issuers: Atlas and Simplify. Their fees differ too: 0.89% for USAF and 0.10% for CTAP.

Portfolio Optimizer

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