(SVOL) Simplify Volatility - Performance -12.2% in 12m
Compare SVOL with Indices, Sectors and Commodities and Bonds. Who performs better in which timeframe?
Performance Rating
36.66%
#173 in Group
Rel. Strength
32.33%
#5401 in Universe
Total Return 12m
-12.21%
#199 in Group
Total Return 5y
20.56%
#171 in Group
P/E -
(?) Percentile in Group
P/E Forward -
(?) Percentile in Group
PEG -
(?) Percentile in Group
FCF Yield -
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12m Total Return: SVOL (-12.2%) vs SPY (11.9%)
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 |
2.2% | 25.4% | 154% | - | - | - | - | - |
| FCPI BATS Fidelity Stocks Inflation |
-1.59% | 14.5% | 119% | - | - | - | - | - |
| LGLV NYSE ARCA SPDR SSGA US Large Cap Low |
-1.88% | 16.8% | 96.5% | - | - | - | - | - |
| JQUA NYSE ARCA JPMorgan U.S. Quality |
-0.67% | 13.6% | 115% | - | - | - | - | - |
| FFLC BATS Fidelity Fundamental Large |
-0.97% | 7.91% | 123% | - | - | - | - | - |
| FMIL BATS Fidelity New Millennium |
-0.78% | 8.11% | 121% | - | - | - | - | - |
| USMC NASDAQ Principal U.S. Mega-Cap |
0.11% | 16.3% | 115% | - | - | - | - | - |
| LRGF NYSE ARCA iShares U.S. Equity Factor |
-0.35% | 13.5% | 116% | - | - | - | - | - |
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 | -7.34% | -0.87% | -0.87% |
| 3 Months | -18.49% | -7.58% | -7.58% |
| 12 Months | -12.21% | 11.88% | 11.88% |
| 5 Years | 20.56% | 110.33% | 110.33% |
| Trend Score (consistency of price movement) | SVOL | SPY | S&P 500 |
| 1 Month | 2.90% | 23% | 23% |
| 3 Months | -90.3% | -88.5% | -88.5% |
| 12 Months | -4.40% | 55.1% | 55.1% |
| 5 Years | 82.8% | 84.1% | 84.1% |
| Relative Strength (compared with Indexes) | Rank in Peer Group | vs. SPY | vs. S&P 500 |
| 1 Month | #197 | -6.53% | -6.53% |
| 3 Month | #197 | -11.8% | -11.8% |
| 12 Month | #199 | -21.5% | -21.5% |
| 5 Years | #180 | -15.7% | -15.7% |
FAQs
Does SVOL Simplify Volatility outperforms the market?
No,
over the last 12 months SVOL made -12.21%, while its related Sector, the SPDR SP500 Trust (SPY) made 11.88%.
Over the last 3 months SVOL made -18.49%, while SPY made -7.58%.
Over the last 3 months SVOL made -18.49%, while SPY made -7.58%.
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 | 2.44% | -6.47% | -12.1% | -24.1% |
| US NASDAQ 100 | QQQ | 1.41% | -8.74% | -12.6% | -24.9% |
| US Dow Jones Industrial 30 | DIA | 3.38% | -4.16% | -12.1% | -21.4% |
| German DAX 40 | DAX | 3.67% | -8.66% | -31.7% | -36.9% |
| Shanghai Shenzhen CSI 300 | CSI 300 | 6.40% | -4.52% | -9.15% | -18.2% |
| Hongkong Hang Seng | HSI | 3.43% | -7.40% | -14.1% | -26.1% |
| India NIFTY 50 | INDA | 5.28% | -11.4% | -12.4% | -15.3% |
| Brasil Bovespa | EWZ | 3.24% | -11.9% | -15.8% | -6.39% |
SVOL vs. Sectors SVOL is Over or Underperforming
| Symbol | 1w | 1m | 6m | 12m | |
|---|---|---|---|---|---|
| Communication Services | XLC | 2.19% | -6.29% | -18.3% | -36.2% |
| Consumer Discretionary | XLY | 2.36% | -7.24% | -14.7% | -25.5% |
| Consumer Staples | XLP | 5.94% | -7.54% | -17.5% | -23.4% |
| Energy | XLE | 6.92% | 6.52% | -6.35% | -1.12% |
| Financial | XLF | 3.83% | -5.23% | -19.7% | -34.9% |
| Health Care | XLV | 2.52% | -3.55% | -10.5% | -13.9% |
| Industrial | XLI | 2.02% | -7.45% | -12.9% | -21.8% |
| Materials | XLB | 3.05% | -4.91% | -4.73% | -8.69% |
| Real Estate | XLRE | 3.96% | -6.03% | -11.3% | -30.3% |
| Technology | XLK | -0.01% | -9.03% | -8.80% | -19.9% |
| Utilities | XLU | 5.28% | -7.40% | -14.3% | -34.0% |
| Aerospace & Defense | XAR | 1.49% | -13.7% | -25.7% | -38.8% |
| Biotech | XBI | 1.14% | -9.62% | 0.50% | -10.4% |
| Homebuilder | XHB | 3.13% | -5.07% | 2.67% | -5.18% |
| Retail | XRT | 4.01% | -6.78% | -6.57% | -9.47% |