^SP400 vs. TTEK

Last updated Apr 2, 2026

Compare and contrast key facts about S&P 400 Index (^SP400) and Tetra Tech, Inc. (TTEK).

Performance

^SP400 vs. TTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 400 Index (^SP400) and Tetra Tech, Inc. (TTEK). The values are adjusted to include any dividend payments, if applicable.

^SP400 vs. TTEK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SP400 S&P 400 Index	3.02%	5.90%	12.20%	14.45%	-14.48%	23.21%	11.81%	24.05%	-12.50%	14.45%
TTEK Tetra Tech, Inc.	-8.23%	-15.19%	19.98%	15.74%	-13.96%	47.46%	35.34%	67.76%	8.39%	12.57%

Returns By Period

In the year-to-date period, ^SP400 achieves a 3.02% return, which is significantly higher than TTEK's -8.23% return. Over the past 10 years, ^SP400 has underperformed TTEK with an annualized return of 8.90%, while TTEK has yielded a comparatively higher 18.57% annualized return.

^SP400

• 1D: 0.85%
• 1M: -5.55%
• YTD: 3.02%
• 6M: 3.99%
• 1Y: 15.98%
• 3Y*: 10.67%
• 5Y*: 5.16%
• 10Y*: 8.90%

TTEK

• 1D: 2.03%
• 1M: -14.69%
• YTD: -8.23%
• 6M: -7.09%
• 1Y: 4.74%
• 3Y*: 2.17%
• 5Y*: 2.98%
• 10Y*: 18.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SP400 vs. TTEK — Risk / Return Rank

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

^SP400

^SP400 Risk / Return Rank: 50
^SP400 Sharpe Ratio Rank: 46
^SP400 Sortino Ratio Rank: 48
^SP400 Omega Ratio Rank: 49
^SP400 Calmar Ratio Rank: 47
^SP400 Martin Ratio Rank: 58

TTEK

TTEK Risk / Return Rank: 44
TTEK Sharpe Ratio Rank: 45
TTEK Sortino Ratio Rank: 41
TTEK Omega Ratio Rank: 40
TTEK Calmar Ratio Rank: 45
TTEK Martin Ratio Rank: 47

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.

^SP400 vs. TTEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 400 Index (^SP400) and Tetra Tech, Inc. (TTEK). 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.

	^SP400	TTEK	Difference
Sharpe ratio Return per unit of total volatility	0.77	0.13	+0.64
Sortino ratio Return per unit of downside risk	1.22	0.48	+0.74
Omega ratio Gain probability vs. loss probability	1.17	1.06	+0.10
Calmar ratio Return relative to maximum drawdown	1.18	0.19	+0.99
Martin ratio Return relative to average drawdown	4.99	0.54	+4.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SP400 vs. TTEK - Sharpe Ratio Comparison

The current ^SP400 Sharpe Ratio is 0.77, which is higher than the TTEK Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of ^SP400 and TTEK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SP400	TTEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	0.13	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.09	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.58	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.34	+0.13

Correlation

The correlation between ^SP400 and TTEK is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^SP400 vs. TTEK - Drawdown Comparison

The maximum ^SP400 drawdown since its inception was -56.32%, smaller than the maximum TTEK drawdown of -77.89%. Use the drawdown chart below to compare losses from any high point for ^SP400 and TTEK.

Drawdown Indicators

	^SP400	TTEK	Difference
Max Drawdown Largest peak-to-trough decline	-56.32%	-77.89%	+21.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.11%	-30.04%	+15.93%
Max Drawdown (5Y) Largest decline over 5 years	-24.46%	-44.38%	+19.92%
Max Drawdown (10Y) Largest decline over 10 years	-42.14%	-44.38%	+2.24%
Current Drawdown Current decline from peak	-5.60%	-38.54%	+32.94%
Average Drawdown Average peak-to-trough decline	-7.18%	-20.55%	+13.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	10.72%	-7.38%

Volatility

^SP400 vs. TTEK - Volatility Comparison

The current volatility for S&P 400 Index (^SP400) is 6.38%, while Tetra Tech, Inc. (TTEK) has a volatility of 9.40%. This indicates that ^SP400 experiences smaller price fluctuations and is considered to be less risky than TTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SP400	TTEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.38%	9.40%	-3.02%
Volatility (6M) Calculated over the trailing 6-month period	11.84%	30.88%	-19.04%
Volatility (1Y) Calculated over the trailing 1-year period	20.98%	37.23%	-16.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.63%	32.10%	-12.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.97%	31.96%	-10.99%