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

Correlation

The correlation between ^SPSUPX and SPY is 0.98, 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

^SPSUPX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P Composite 1500 Index (^SPSUPX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%December2025FebruaryMarchAprilMay
1,136.55%
1,947.93%
^SPSUPX
SPY

Key characteristics

Sharpe Ratio

^SPSUPX:

0.43

SPY:

0.54

Sortino Ratio

^SPSUPX:

0.74

SPY:

0.90

Omega Ratio

^SPSUPX:

1.11

SPY:

1.13

Calmar Ratio

^SPSUPX:

0.44

SPY:

0.57

Martin Ratio

^SPSUPX:

1.70

SPY:

2.24

Ulcer Index

^SPSUPX:

4.96%

SPY:

4.82%

Daily Std Dev

^SPSUPX:

19.39%

SPY:

20.02%

Max Drawdown

^SPSUPX:

-56.77%

SPY:

-55.19%

Current Drawdown

^SPSUPX:

-7.93%

SPY:

-7.53%

Returns By Period

In the year-to-date period, ^SPSUPX achieves a -3.97% return, which is significantly lower than SPY's -3.30% return. Over the past 10 years, ^SPSUPX has underperformed SPY with an annualized return of 10.10%, while SPY has yielded a comparatively higher 12.33% annualized return.


^SPSUPX

YTD

-3.97%

1M

13.76%

6M

-5.73%

1Y

8.29%

5Y*

13.94%

10Y*

10.10%

SPY

YTD

-3.30%

1M

13.81%

6M

-4.52%

1Y

10.65%

5Y*

15.81%

10Y*

12.33%

*Annualized

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Risk-Adjusted Performance

^SPSUPX vs. SPY — Risk-Adjusted Performance Rank

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

^SPSUPX
The Risk-Adjusted Performance Rank of ^SPSUPX is 6161
Overall Rank
The Sharpe Ratio Rank of ^SPSUPX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPSUPX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ^SPSUPX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^SPSUPX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^SPSUPX is 6767
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
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.

^SPSUPX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P Composite 1500 Index (^SPSUPX) 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 ^SPSUPX Sharpe Ratio is 0.43, which is comparable to the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ^SPSUPX 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.43
0.54
^SPSUPX
SPY

Drawdowns

^SPSUPX vs. SPY - Drawdown Comparison

The maximum ^SPSUPX drawdown since its inception was -56.77%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^SPSUPX and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.93%
-7.53%
^SPSUPX
SPY

Volatility

^SPSUPX vs. SPY - Volatility Comparison

The current volatility for S&P Composite 1500 Index (^SPSUPX) is 11.19%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that ^SPSUPX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.19%
12.36%
^SPSUPX
SPY