PortfoliosLab logo
AEHR vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AEHR and SPY is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

AEHR vs. SPY - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
43.26%
6.59%
AEHR
SPY

Key characteristics

Sharpe Ratio

AEHR:

-0.24

SPY:

2.17

Sortino Ratio

AEHR:

0.25

SPY:

2.88

Omega Ratio

AEHR:

1.03

SPY:

1.40

Calmar Ratio

AEHR:

-0.26

SPY:

3.26

Martin Ratio

AEHR:

-0.53

SPY:

14.09

Ulcer Index

AEHR:

39.31%

SPY:

1.95%

Daily Std Dev

AEHR:

87.24%

SPY:

12.64%

Max Drawdown

AEHR:

-97.98%

SPY:

-55.19%

Current Drawdown

AEHR:

-66.88%

SPY:

-2.83%

Returns By Period

In the year-to-date period, AEHR achieves a 6.92% return, which is significantly higher than SPY's 0.44% return. Over the past 10 years, AEHR has outperformed SPY with an annualized return of 21.21%, while SPY has yielded a comparatively lower 13.15% annualized return.


AEHR

YTD

6.92%

1M

51.97%

6M

43.27%

1Y

-19.22%

5Y*

52.93%

10Y*

21.21%

SPY

YTD

0.44%

1M

-2.83%

6M

6.59%

1Y

25.62%

5Y*

14.26%

10Y*

13.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Aehr Test Systems

SPDR S&P 500 ETF

Risk-Adjusted Performance

AEHR vs. SPY — Risk-Adjusted Performance Rank

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

AEHR
The Risk-Adjusted Performance Rank of AEHR is 3636
Overall Rank
The Sharpe Ratio Rank of AEHR is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of AEHR is 4040
Sortino Ratio Rank
The Omega Ratio Rank of AEHR is 3939
Omega Ratio Rank
The Calmar Ratio Rank of AEHR is 3131
Calmar Ratio Rank
The Martin Ratio Rank of AEHR is 3636
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8484
Overall Rank
The Sharpe Ratio Rank of SPY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8585
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.

AEHR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aehr Test Systems (AEHR) 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 AEHR, currently valued at -0.24, compared to the broader market-4.00-2.000.002.00-0.242.17
The chart of Sortino ratio for AEHR, currently valued at 0.25, compared to the broader market-4.00-2.000.002.004.000.252.88
The chart of Omega ratio for AEHR, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.40
The chart of Calmar ratio for AEHR, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.263.26
The chart of Martin ratio for AEHR, currently valued at -0.53, compared to the broader market-10.000.0010.0020.00-0.5314.09
AEHR
SPY

The current AEHR Sharpe Ratio is -0.24, which is lower than the SPY Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of AEHR 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.24
2.17
AEHR
SPY

Dividends

AEHR vs. SPY - Dividend Comparison

AEHR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
AEHR
Aehr Test Systems
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.20%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AEHR vs. SPY - Drawdown Comparison

The maximum AEHR drawdown since its inception was -97.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AEHR and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-66.88%
-2.83%
AEHR
SPY

Volatility

AEHR vs. SPY - Volatility Comparison

Aehr Test Systems (AEHR) has a higher volatility of 28.11% compared to SPDR S&P 500 ETF (SPY) at 4.49%. This indicates that AEHR'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%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
28.11%
4.49%
AEHR
SPY

User Portfolios with AEHR or SPY


AMD
APLD
CAMT
ELF
ENPH
JBL
MDB
MDXG
NVDA
RIOT
SMCI
AEHR
NVDA
AAPL
QQQ
SMH
AMZN
GOOG
AMD
TSM
CDNS
SNPS
TSLA
CRM
NFLX
SPY
1 / 166

Recent discussions