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^OEX vs. SPOT
Performance
Return for Risk
Drawdowns
Volatility

Performance

^OEX vs. SPOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 100 Index (^OEX) and Spotify Technology S.A. (SPOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^OEX achieves a 5.15% return, which is significantly higher than SPOT's -21.56% return.


^OEX

1D
-1.46%
1M
-2.80%
YTD
5.15%
6M
4.24%
1Y
22.49%
3Y*
21.03%
5Y*
13.11%
10Y*
14.89%

SPOT

1D
-0.84%
1M
-12.38%
YTD
-21.56%
6M
-21.38%
1Y
-37.70%
3Y*
42.48%
5Y*
11.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^OEX vs. SPOT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
^OEX
S&P 100 Index
5.15%18.76%29.25%30.83%-22.12%27.55%19.30%29.47%-1.57%
SPOT
Spotify Technology S.A.
-21.56%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-31.59%

Correlation

The correlation between ^OEX and SPOT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.45

Over the past year, the correlation between ^OEX and SPOT has dropped to 0.23 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

^OEX vs. SPOT — Risk / Return Rank

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

^OEX
^OEX Risk / Return Rank: 5151
Overall Rank
^OEX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
^OEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
^OEX Omega Ratio Rank: 5656
Omega Ratio Rank
^OEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
^OEX Martin Ratio Rank: 5252
Martin Ratio Rank

SPOT
SPOT Risk / Return Rank: 1010
Overall Rank
SPOT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1010
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1111
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1010
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.

^OEX vs. SPOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) and Spotify Technology S.A. (SPOT). 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.


^OEXSPOTDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.43

Omega ratioGain probability vs. loss probability

1.30

0.86

+0.44

Calmar ratioReturn relative to maximum drawdown

2.00

-0.81

+2.81

Martin ratioReturn relative to average drawdown

8.02

-1.36

+9.38

^OEX vs. SPOT - Sharpe Ratio Comparison

The current ^OEX Sharpe Ratio is 1.68, which is higher than the SPOT Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of ^OEX and SPOT, 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

^OEX vs. SPOT - Drawdown Comparison

The maximum ^OEX drawdown since its inception was -61.31%, smaller than the maximum SPOT drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for ^OEX and SPOT.


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Drawdown Indicators


^OEXSPOTDifference

Max Drawdown

Largest peak-to-trough decline

-61.31%

-80.51%

+19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-46.80%

+35.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-46.80%

+26.91%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-76.39%

+49.16%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

Current Drawdown

Current decline from peak

-4.59%

-41.29%

+36.70%

Average Drawdown

Average peak-to-trough decline

-12.65%

-30.89%

+18.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

27.85%

-25.04%

Volatility

^OEX vs. SPOT - Volatility Comparison

The current volatility for S&P 100 Index (^OEX) is 5.28%, while Spotify Technology S.A. (SPOT) has a volatility of 11.25%. This indicates that ^OEX experiences smaller price fluctuations and is considered to be less risky than SPOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^OEXSPOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

11.25%

-5.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

37.35%

-26.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

45.48%

-32.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

47.59%

-29.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

47.33%

-28.82%

Frequently Asked Questions


^OEX and SPOT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (11.25%) compared to ^OEX (5.28%). In terms of maximum drawdown, ^OEX dropped -61.31% vs SPOT's -80.51%.

^OEX currently has the higher Sharpe Ratio (1.68 vs -0.83), 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

Find the right allocation for ^OEX and SPOT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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