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ACSI vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACSI vs. SPY - Performance Comparison

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

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ACSI vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACSI
American Customer Satisfaction ETF
-3.29%10.70%22.51%21.06%-20.93%23.33%22.93%24.88%-4.97%15.77%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, ACSI achieves a -3.29% return, which is significantly higher than SPY's -4.37% return.


ACSI

1D
2.22%
1M
-4.94%
YTD
-3.29%
6M
-2.09%
1Y
9.48%
3Y*
14.24%
5Y*
7.52%
10Y*

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACSI vs. SPY - Expense Ratio Comparison

ACSI has a 0.66% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

ACSI vs. SPY — Risk / Return Rank

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

ACSI
ACSI Risk / Return Rank: 3838
Overall Rank
ACSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3535
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3535
Omega Ratio Rank
ACSI Calmar Ratio Rank: 4242
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4646
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

ACSI vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) 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.


ACSISPYDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.93

-0.32

Sortino ratio

Return per unit of downside risk

0.98

1.45

-0.48

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

1.03

1.53

-0.50

Martin ratio

Return relative to average drawdown

4.19

7.30

-3.10

ACSI vs. SPY - Sharpe Ratio Comparison

The current ACSI Sharpe Ratio is 0.61, which is lower than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ACSI 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.


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Sharpe Ratios by Period


ACSISPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.93

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.69

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.56

+0.11

Correlation

The correlation between ACSI and SPY is 0.87, 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.


Dividends

ACSI vs. SPY - Dividend Comparison

ACSI's dividend yield for the trailing twelve months is around 0.94%, less than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

ACSI vs. SPY - Drawdown Comparison

The maximum ACSI drawdown since its inception was -34.49%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ACSI and SPY.


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Drawdown Indicators


ACSISPYDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-55.19%

+20.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-12.05%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-24.50%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-5.67%

-6.24%

+0.57%

Average Drawdown

Average peak-to-trough decline

-5.47%

-9.09%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.52%

-0.09%

Volatility

ACSI vs. SPY - Volatility Comparison

The current volatility for American Customer Satisfaction ETF (ACSI) is 4.72%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that ACSI 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.


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Volatility by Period


ACSISPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

5.31%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

9.47%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

19.05%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

17.06%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

17.92%

-0.42%