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ADDYY vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADDYY and SPY is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ADDYY vs. SPY - Performance Comparison

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

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%NovemberDecember2025FebruaryMarchApril
747.71%
576.49%
ADDYY
SPY

Key characteristics

Sharpe Ratio

ADDYY:

0.07

SPY:

0.52

Sortino Ratio

ADDYY:

0.34

SPY:

0.87

Omega Ratio

ADDYY:

1.04

SPY:

1.13

Calmar Ratio

ADDYY:

0.05

SPY:

0.55

Martin Ratio

ADDYY:

0.26

SPY:

2.26

Ulcer Index

ADDYY:

8.56%

SPY:

4.59%

Daily Std Dev

ADDYY:

32.96%

SPY:

20.10%

Max Drawdown

ADDYY:

-76.64%

SPY:

-55.19%

Current Drawdown

ADDYY:

-35.85%

SPY:

-9.86%

Returns By Period

In the year-to-date period, ADDYY achieves a 1.87% return, which is significantly higher than SPY's -5.73% return. Over the past 10 years, ADDYY has outperformed SPY with an annualized return of 13.61%, while SPY has yielded a comparatively lower 12.04% annualized return.


ADDYY

YTD

1.87%

1M

3.36%

6M

7.57%

1Y

0.49%

5Y*

2.15%

10Y*

13.61%

SPY

YTD

-5.73%

1M

-0.87%

6M

-4.56%

1Y

9.76%

5Y*

15.17%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

ADDYY vs. SPY — Risk-Adjusted Performance Rank

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

ADDYY
The Risk-Adjusted Performance Rank of ADDYY is 5252
Overall Rank
The Sharpe Ratio Rank of ADDYY is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ADDYY is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ADDYY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ADDYY is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ADDYY is 5555
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 6060
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.

ADDYY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adidas AG ADR (ADDYY) 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 chart of Sharpe ratio for ADDYY, currently valued at 0.07, compared to the broader market-2.00-1.000.001.002.003.00
ADDYY: 0.07
SPY: 0.52
The chart of Sortino ratio for ADDYY, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
ADDYY: 0.34
SPY: 0.87
The chart of Omega ratio for ADDYY, currently valued at 1.04, compared to the broader market0.501.001.502.00
ADDYY: 1.04
SPY: 1.13
The chart of Calmar ratio for ADDYY, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.00
ADDYY: 0.05
SPY: 0.55
The chart of Martin ratio for ADDYY, currently valued at 0.26, compared to the broader market-5.000.005.0010.0015.0020.00
ADDYY: 0.26
SPY: 2.26

The current ADDYY Sharpe Ratio is 0.07, which is lower than the SPY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ADDYY 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.07
0.52
ADDYY
SPY

Dividends

ADDYY vs. SPY - Dividend Comparison

ADDYY's dividend yield for the trailing twelve months is around 0.31%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
ADDYY
Adidas AG ADR
0.31%0.31%0.38%2.69%1.23%0.00%1.16%1.55%1.08%5.71%1.64%3.02%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ADDYY vs. SPY - Drawdown Comparison

The maximum ADDYY drawdown since its inception was -76.64%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ADDYY and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.85%
-9.86%
ADDYY
SPY

Volatility

ADDYY vs. SPY - Volatility Comparison

Adidas AG ADR (ADDYY) has a higher volatility of 19.26% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that ADDYY'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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.26%
15.12%
ADDYY
SPY