(SVOL) Simplify Volatility - Performance -17% in 12m
Compare SVOL with Indices, Sectors and Commodities and Bonds. Who performs better in which timeframe?
Performance Rating
34.20%
#179 in Group
Rel. Strength
31.72%
#5462 in Universe
Total Return 12m
-16.97%
#200 in Group
Total Return 5y
10.93%
#179 in Group
P/E -
(?) Percentile in Group
P/E Forward -
(?) Percentile in Group
PEG -
(?) Percentile in Group
FCF Yield -
(?) Percentile in Group
12m Total Return: SVOL (-17%) vs SPY (5.7%)
5y Drawdown (Underwater) Chart
Top Performers in Large Blend
Overall best picks of Peer Group Selected by proven GARP Predictive Metrics, sorted by Growth Rating
| Symbol | 1m | 12m | 5y | P/E | P/E Forward | PEG | EPS Stability |
EPS CAGR |
|---|---|---|---|---|---|---|---|---|
| SPMO NYSE ARCA Invesco SP500 Momentum |
-6.48% | 13.7% | 137% | - | - | - | - | - |
| FCPI BATS Fidelity Stocks Inflation |
-5.58% | 9.35% | 113% | - | - | - | - | - |
| FMIL BATS Fidelity New Millennium |
-5.68% | 4.04% | 113% | - | - | - | - | - |
| FFLC BATS Fidelity Fundamental Large |
-7.1% | 2.47% | 112% | - | - | - | - | - |
| LGLV NYSE ARCA SPDR SSGA US Large Cap Low |
-3.09% | 15.1% | 90.7% | - | - | - | - | - |
| PTLC BATS Pacer Trendpilot US Large |
-6.06% | 6.42% | 88.9% | - | - | - | - | - |
| JQUA NYSE ARCA JPMorgan U.S. Quality |
-6.42% | 7.1% | 106% | - | - | - | - | - |
| USMC NASDAQ Principal U.S. Mega-Cap |
-5.49% | 10.3% | 103% | - | - | - | - | - |
Performance Comparison: SVOL vs SPY vs S&P 500
SPY (SPDR SP500 Trust ETF) is the Sector Benchmark for SVOL
| Total Return (including Dividends) | SVOL | SPY | S&P 500 |
|---|---|---|---|
| 1 Month | -16.13% | -7.04% | -7.04% |
| 3 Months | -23.58% | -10.88% | -10.88% |
| 12 Months | -16.97% | 5.72% | 5.72% |
| 5 Years | 10.93% | 100.77% | 100.77% |
| Trend Score (consistency of price movement) | SVOL | SPY | S&P 500 |
| 1 Month | -81.8% | -76.1% | -76.1% |
| 3 Months | -86.0% | -86.4% | -86.4% |
| 12 Months | 11.8% | 67.8% | 67.8% |
| 5 Years | 84.2% | 84.3% | 84.3% |
| Relative Strength (compared with Indexes) | Rank in Peer Group | vs. SPY | vs. S&P 500 |
| 1 Month | #199 | -9.78% | -9.78% |
| 3 Month | #198 | -14.2% | -14.2% |
| 12 Month | #199 | -21.5% | -21.5% |
| 5 Years | #185 | -18.2% | -18.2% |
FAQs
Does SVOL Simplify Volatility outperforms the market?
No,
over the last 12 months SVOL made -16.97%, while its related Sector, the SPDR SP500 Trust (SPY) made 5.72%.
Over the last 3 months SVOL made -23.58%, while SPY made -10.88%.
Over the last 3 months SVOL made -23.58%, while SPY made -10.88%.
Performance Comparison SVOL vs Indeces and Sectors
SVOL vs. Indices SVOL is Over or Underperforming
| Symbol | 1w | 1m | 6m | 12m | |
|---|---|---|---|---|---|
| US S&P 500 | SPY | -2.66% | -9.09% | -13.7% | -22.7% |
| US NASDAQ 100 | QQQ | -2.17% | -8.27% | -13.6% | -20.6% |
| US Dow Jones Industrial 30 | DIA | -4.56% | -11.0% | -15.6% | -23.7% |
| German DAX 40 | DAX | -15.2% | -8.08% | -32.2% | -36.3% |
| Shanghai Shenzhen CSI 300 | CSI 300 | -9.66% | -8.38% | -18.5% | -24.9% |
| Hongkong Hang Seng | HSI | -10.3% | -4.98% | -15.1% | -33.1% |
| India NIFTY 50 | INDA | -6.67% | -19.6% | -13.1% | -17.7% |
| Brasil Bovespa | EWZ | -7.17% | -9.85% | -14.0% | -6.04% |
SVOL vs. Sectors SVOL is Over or Underperforming
| Symbol | 1w | 1m | 6m | 12m | |
|---|---|---|---|---|---|
| Communication Services | XLC | -2.47% | -8.55% | -21.9% | -30.2% |
| Consumer Discretionary | XLY | -1.07% | -9.91% | -15.9% | -24.3% |
| Consumer Staples | XLP | -7.92% | -16.0% | -21.3% | -29.5% |
| Energy | XLE | -3.62% | -4.21% | -12.6% | -4.17% |
| Financial | XLF | -5.37% | -11.3% | -21.6% | -36.3% |
| Health Care | XLV | -5.07% | -9.35% | -12.5% | -16.8% |
| Industrial | XLI | -5.16% | -10.2% | -13.0% | -20.9% |
| Materials | XLB | -6.16% | -8.69% | -6.24% | -9.03% |
| Real Estate | XLRE | -8.41% | -11.1% | -13.4% | -31.3% |
| Technology | XLK | -1.97% | -6.30% | -7.63% | -13.8% |
| Utilities | XLU | -8.18% | -14.0% | -17.9% | -43.4% |
| Aerospace & Defense | XAR | -7.32% | -15.5% | -23.1% | -40.1% |
| Biotech | XBI | -7.18% | -1.23% | 2.24% | -4.86% |
| Homebuilder | XHB | -2.05% | -6.92% | 5.76% | -5.28% |
| Retail | XRT | -2.42% | -10.4% | -6.37% | -9.95% |