(SVOL) Simplify Volatility Premium - Ratings and Ratios
Futures, Options, Collateral
Dividends
| Dividend Yield | 19.37% |
| Yield on Cost 5y | 29.00% |
| Yield CAGR 5y | 29.04% |
| Payout Consistency | 95.3% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 35.0% |
| Value at Risk 5%th | 58.0% |
| Relative Tail Risk | 0.83% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.09 |
| Alpha | -24.83 |
| CAGR/Max DD | 0.27 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.408 |
| Beta | 1.842 |
| Beta Downside | 1.598 |
| Drawdowns 3y | |
|---|---|
| Max DD | 33.50% |
| Mean DD | 3.78% |
| Median DD | 1.24% |
Description: SVOL Simplify Volatility Premium December 25, 2025
SVOL aims to generate income by actively trading VIX-related derivatives-specifically, futures contracts, call options, and put options on VIX futures-while maintaining a collateral buffer of cash, cash-equivalents, or high-quality fixed-income securities to meet margin requirements and provide liquidity.
Key metrics that investors typically monitor for this type of fund include an expense ratio around 0.65% (subject to change), assets under management (AUM) in the low-hundreds of millions, and an average daily volume that reflects its niche liquidity profile. Performance is heavily driven by the shape of the VIX futures term structure, which in turn reacts to macro variables such as Federal Reserve policy stance, upcoming earnings seasons, and geopolitical risk events that can widen equity market volatility.
For a deeper quantitative breakdown, you might explore the fund’s profile on ValueRay to see how its volatility exposure compares with peers.
What is the price of SVOL shares?
Over the past week, the price has changed by -0.06%, over one month by +0.74%, over three months by +4.52% and over the past year by +0.09%.
Is SVOL a buy, sell or hold?
What are the forecasts/targets for the SVOL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 23.2 | 30.9% |
SVOL Fundamental Data Overview January 21, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 626.5m USD (626.5m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 626.5m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 626.5m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 12.70% (E(626.5m)/V(626.5m) * Re(12.70%) + (debt-free company))
Discount Rate = 12.70% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SVOL ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle