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VIRT vs. CTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIRT vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtu Financial, Inc. (VIRT) and Simplify Managed Futures Strategy ETF (CTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIRT achieves a 81.20% return, which is significantly higher than CTA's 6.14% return.


VIRT

1D
0.12%
1M
-2.15%
6M
62.47%
YTD
81.20%
1Y
38.30%
3Y*
52.81%
5Y*
23.17%
10Y*
18.05%
ALL TIME*
13.40%

CTA

1D
-1.88%
1M
7.04%
6M
2.60%
YTD
6.14%
1Y
4.94%
3Y*
9.57%
5Y*
10Y*
ALL TIME*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.73M$13.32M$14.98M
$75.83M$74.91M$74.80M

VIRT vs. CTA - Yearly Performance Comparison


2026 (YTD)2025202420232022
VIRT
Virtu Financial, Inc.
81.20%-4.24%83.03%4.61%-37.06%
CTA
Simplify Managed Futures Strategy ETF
6.14%0.88%24.15%-2.23%9.01%

Correlation

The correlation between VIRT and CTA is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.00

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2022

-0.04

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Return for Risk

VIRT vs. CTA — Risk / Return Rank

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

VIRT
VIRT Risk / Return Rank: 7676
Overall Rank
VIRT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VIRT Sortino Ratio Rank: 7777
Sortino Ratio Rank
VIRT Omega Ratio Rank: 7676
Omega Ratio Rank
VIRT Calmar Ratio Rank: 7474
Calmar Ratio Rank
VIRT Martin Ratio Rank: 7171
Martin Ratio Rank

CTA
CTA Risk / Return Rank: 1616
Overall Rank
CTA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 1616
Sortino Ratio Rank
CTA Omega Ratio Rank: 1616
Omega Ratio Rank
CTA Calmar Ratio Rank: 1616
Calmar Ratio Rank
CTA Martin Ratio Rank: 1616
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.

VIRT vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtu Financial, Inc. (VIRT) and Simplify Managed Futures Strategy ETF (CTA). 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.


VIRTCTADifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.22

1.05

+0.17

Calmar ratioReturn relative to maximum drawdown

1.46

0.20

+1.26

Martin ratioReturn relative to average drawdown

2.68

0.57

+2.11

VIRT vs. CTA - Sharpe Ratio Comparison

The current VIRT Sharpe Ratio is 1.24, which is higher than the CTA Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of VIRT and CTA, 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

VIRT vs. CTA - Drawdown Comparison

The maximum VIRT drawdown since its inception was -56.17%, which is greater than CTA's maximum drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for VIRT and CTA.


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Drawdown Indicators


VIRTCTADifference

Max Drawdown

Largest peak-to-trough decline

-56.17%

-20.44%

-35.73%

Max Drawdown (1Y)

Largest decline over 1 year

-27.30%

-20.44%

-6.86%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-20.44%

-7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-54.52%

Max Drawdown (10Y)

Largest decline over 10 years

-56.17%

Current Drawdown

Current decline from peak

-10.60%

-12.91%

+2.31%

Average Drawdown

Average peak-to-trough decline

-25.46%

-6.01%

-19.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.83%

7.33%

+7.50%

Volatility

VIRT vs. CTA - Volatility Comparison

Virtu Financial, Inc. (VIRT) has a higher volatility of 14.15% compared to Simplify Managed Futures Strategy ETF (CTA) at 5.80%. This indicates that VIRT's price experiences larger fluctuations and is considered to be riskier than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIRTCTADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.15%

5.80%

+8.35%

Volatility (6M)

Calculated over the trailing 6-month period

27.24%

18.29%

+8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

32.11%

20.97%

+11.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.78%

16.71%

+16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.06%

16.71%

+19.35%

Dividends

VIRT vs. CTA - Dividend Comparison

VIRT's dividend yield for the trailing twelve months is around 1.61%, less than CTA's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CTA
Simplify Managed Futures Strategy ETF
4.73%3.19%4.80%7.78%6.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIRT
Virtu Financial, Inc.
1.61%2.88%2.69%4.74%4.70%3.33%3.81%6.00%3.73%5.25%6.02%2.12%

Frequently Asked Questions


VIRT and CTA have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIRT has higher volatility (14.15%) compared to CTA (5.80%). In terms of maximum drawdown, VIRT dropped -56.17% vs CTA's -20.44%.

VIRT currently has the higher Sharpe Ratio (1.24 vs 0.20), 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

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