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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 7.70% return, which is significantly higher than SPOT's -17.37% return.


^OEX

1D
-0.87%
1M
1.40%
6M
6.54%
YTD
7.70%
1Y
20.26%
3Y*
20.75%
5Y*
12.89%
10Y*
14.48%

SPOT

1D
0.01%
1M
-0.45%
6M
-9.46%
YTD
-17.37%
1Y
-32.34%
3Y*
40.77%
5Y*
13.62%
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
7.70%18.76%29.25%30.83%-22.12%27.55%19.30%29.47%-1.57%
SPOT
Spotify Technology S.A.
-17.37%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-31.59%

Correlation

The correlation between ^OEX and SPOT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.35

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

0.44

Over the past year, the correlation between ^OEX and SPOT has dropped to 0.22 - well below their long-term average of 0.44, 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: 5757
Overall Rank
^OEX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
^OEX Sortino Ratio Rank: 6060
Sortino Ratio Rank
^OEX Omega Ratio Rank: 6666
Omega Ratio Rank
^OEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
^OEX Martin Ratio Rank: 5353
Martin Ratio Rank

SPOT
SPOT Risk / Return Rank: 1515
Overall Rank
SPOT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1515
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1515
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

+2.24

Sortino ratioReturn per unit of downside risk

+3.00

Omega ratioGain probability vs. loss probability

1.27

0.89

+0.39

Calmar ratioReturn relative to maximum drawdown

1.80

-0.74

+2.54

Martin ratioReturn relative to average drawdown

6.97

-1.24

+8.21

^OEX vs. SPOT - Sharpe Ratio Comparison

The current ^OEX Sharpe Ratio is 1.52, which is higher than the SPOT Sharpe Ratio of -0.72. 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%

-44.11%

+32.81%

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

-2.28%

-38.16%

+35.88%

Average Drawdown

Average peak-to-trough decline

-12.64%

-30.95%

+18.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

26.13%

-23.22%

Volatility

^OEX vs. SPOT - Volatility Comparison

The current volatility for S&P 100 Index (^OEX) is 4.23%, while Spotify Technology S.A. (SPOT) has a volatility of 9.79%. 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

4.23%

9.79%

-5.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

37.47%

-26.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

45.06%

-31.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

47.63%

-29.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

47.25%

-28.76%

Frequently Asked Questions


^OEX and SPOT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (9.79%) compared to ^OEX (4.23%). In terms of maximum drawdown, ^OEX dropped -61.31% vs SPOT's -80.51%.

^OEX currently has the higher Sharpe Ratio (1.52 vs -0.72), 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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