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^NQROBO vs. SPY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^NQROBO vs. SPY

Last updated May 24, 2025

Compare and contrast key facts about Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NQROBO or SPY.

Correlation

The correlation between ^NQROBO and SPY is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

^NQROBO vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^NQROBO:

0.10

SPY:

0.57

Sortino Ratio

^NQROBO:

0.41

SPY:

0.87

Omega Ratio

^NQROBO:

1.05

SPY:

1.13

Calmar Ratio

^NQROBO:

0.11

SPY:

0.55

Martin Ratio

^NQROBO:

0.49

SPY:

2.11

Ulcer Index

^NQROBO:

8.60%

SPY:

4.91%

Daily Std Dev

^NQROBO:

23.90%

SPY:

20.35%

Max Drawdown

^NQROBO:

-44.12%

SPY:

-55.19%

Current Drawdown

^NQROBO:

-25.05%

SPY:

-5.23%

Returns By Period

In the year-to-date period, ^NQROBO achieves a -2.01% return, which is significantly lower than SPY's -0.89% return.

^NQROBO

YTD

-2.01%

1M

11.62%

6M

-5.53%

1Y

2.56%

3Y*

4.14%

5Y*

5.72%

10Y*

N/A

SPY

YTD

-0.89%

1M

8.16%

6M

-2.13%

1Y

11.51%

3Y*

15.38%

5Y*

16.09%

10Y*

12.57%

*Annualized

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Nasdaq CTA Artificial Intelligence & Robotics

SPDR S&P 500 ETF

Risk-Adjusted Performance

^NQROBO vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^NQROBO
The Risk-Adjusted Performance Rank of ^NQROBO is 3131
Overall Rank
The Sharpe Ratio Rank of ^NQROBO is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NQROBO is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^NQROBO is 3232
Omega Ratio Rank
The Calmar Ratio Rank of ^NQROBO is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ^NQROBO is 3131
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6060
Overall Rank
The Sharpe Ratio Rank of SPY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^NQROBO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and SPDR S&P 500 ETF (SPY). 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.

The current ^NQROBO Sharpe Ratio is 0.10, which is lower than the SPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ^NQROBO and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

^NQROBO vs. SPY - Drawdown Comparison

The maximum ^NQROBO drawdown since its inception was -44.12%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^NQROBO and SPY. For additional features, visit the drawdowns tool.

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Volatility

^NQROBO vs. SPY - Volatility Comparison

Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) has a higher volatility of 6.84% compared to SPDR S&P 500 ETF (SPY) at 4.45%. This indicates that ^NQROBO's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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