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^SP100 vs. SPY
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SP100 vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 100 Index (^SP100) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^SP100 achieves a 6.71% return, which is significantly lower than SPY's 9.74% return. Both investments have delivered pretty close results over the past 10 years, with ^SP100 having a 15.06% annualized return and SPY not far ahead at 15.70%.


^SP100

1D
-0.78%
1M
-1.36%
YTD
6.71%
6M
6.49%
1Y
25.48%
3Y*
21.62%
5Y*
13.57%
10Y*
15.06%

SPY

1D
-0.31%
1M
0.09%
YTD
9.74%
6M
9.27%
1Y
26.65%
3Y*
21.27%
5Y*
13.51%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SP100 vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^SP100
S&P 100 Index
6.71%18.76%29.25%30.83%-22.12%27.55%19.30%29.47%-5.86%19.34%
SPY
State Street SPDR S&P 500 ETF
9.74%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between ^SP100 and SPY is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 29, 1993

0.96

The correlation between ^SP100 and SPY has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

^SP100 vs. SPY — Risk / Return Rank

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

^SP100
^SP100 Risk / Return Rank: 6464
Overall Rank
^SP100 Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
^SP100 Sortino Ratio Rank: 6868
Sortino Ratio Rank
^SP100 Omega Ratio Rank: 7171
Omega Ratio Rank
^SP100 Calmar Ratio Rank: 5151
Calmar Ratio Rank
^SP100 Martin Ratio Rank: 6262
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6868
Overall Rank
SPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPY Omega Ratio Rank: 6868
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7474
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.

^SP100 vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^SP100) and State Street 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.

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.


^SP100SPYDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

2.26

3.01

-0.75

Martin ratioReturn relative to average drawdown

9.14

13.54

-4.40

^SP100 vs. SPY - Sharpe Ratio Comparison

The current ^SP100 Sharpe Ratio is 1.92, which is comparable to the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of ^SP100 and SPY, 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

^SP100 vs. SPY - Drawdown Comparison

The maximum ^SP100 drawdown since its inception was -61.31%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^SP100 and SPY.


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Drawdown Indicators


^SP100SPYDifference

Max Drawdown

Largest peak-to-trough decline

-61.31%

-55.19%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-8.88%

-2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-19.89%

-18.76%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-24.50%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-31.53%

-33.72%

+2.19%

Current Drawdown

Current decline from peak

-3.18%

-1.75%

-1.43%

Average Drawdown

Average peak-to-trough decline

-12.66%

-9.04%

-3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.97%

+0.83%

Volatility

^SP100 vs. SPY - Volatility Comparison

S&P 100 Index (^SP100) has a higher volatility of 5.09% compared to State Street SPDR S&P 500 ETF (SPY) at 4.64%. This indicates that ^SP100'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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Volatility by Period


^SP100SPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.64%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

9.75%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

12.43%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

17.14%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

17.99%

+0.54%

Frequently Asked Questions


With a correlation of 0.97, ^SP100 and SPY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^SP100 has higher volatility (5.09%) compared to SPY (4.64%). In terms of maximum drawdown, ^SP100 dropped -61.31% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (2.16 vs 1.92), 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 ^SP100 and SPY

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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