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

Correlation

The correlation between AEO and SPY is 0.41, 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: 0.4

Performance

AEO vs. SPY - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,273.89%
2,052.09%
AEO
SPY

Key characteristics

Sharpe Ratio

AEO:

-0.99

SPY:

0.51

Sortino Ratio

AEO:

-1.48

SPY:

0.86

Omega Ratio

AEO:

0.82

SPY:

1.13

Calmar Ratio

AEO:

-0.70

SPY:

0.55

Martin Ratio

AEO:

-1.69

SPY:

2.26

Ulcer Index

AEO:

29.68%

SPY:

4.55%

Daily Std Dev

AEO:

50.39%

SPY:

20.08%

Max Drawdown

AEO:

-80.67%

SPY:

-55.19%

Current Drawdown

AEO:

-67.01%

SPY:

-9.89%

Returns By Period

In the year-to-date period, AEO achieves a -31.49% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, AEO has underperformed SPY with an annualized return of -0.80%, while SPY has yielded a comparatively higher 12.04% annualized return.


AEO

YTD

-31.49%

1M

-4.85%

6M

-42.49%

1Y

-52.61%

5Y*

10.30%

10Y*

-0.80%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

AEO vs. SPY — Risk-Adjusted Performance Rank

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

AEO
The Risk-Adjusted Performance Rank of AEO is 66
Overall Rank
The Sharpe Ratio Rank of AEO is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of AEO is 66
Sortino Ratio Rank
The Omega Ratio Rank of AEO is 88
Omega Ratio Rank
The Calmar Ratio Rank of AEO is 99
Calmar Ratio Rank
The Martin Ratio Rank of AEO is 44
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 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

AEO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Eagle Outfitters, Inc. (AEO) 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 AEO, currently valued at -0.99, compared to the broader market-2.00-1.000.001.002.003.00
AEO: -0.99
SPY: 0.51
The chart of Sortino ratio for AEO, currently valued at -1.48, compared to the broader market-6.00-4.00-2.000.002.004.00
AEO: -1.48
SPY: 0.86
The chart of Omega ratio for AEO, currently valued at 0.82, compared to the broader market0.501.001.502.00
AEO: 0.82
SPY: 1.13
The chart of Calmar ratio for AEO, currently valued at -0.70, compared to the broader market0.001.002.003.004.005.00
AEO: -0.70
SPY: 0.55
The chart of Martin ratio for AEO, currently valued at -1.69, compared to the broader market-5.000.005.0010.0015.0020.00
AEO: -1.69
SPY: 2.26

The current AEO Sharpe Ratio is -0.99, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AEO 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.99
0.51
AEO
SPY

Dividends

AEO vs. SPY - Dividend Comparison

AEO's dividend yield for the trailing twelve months is around 4.46%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
AEO
American Eagle Outfitters, Inc.
4.46%3.00%1.42%2.58%3.22%1.37%2.81%2.85%2.66%3.30%3.23%3.60%
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

AEO vs. SPY - Drawdown Comparison

The maximum AEO drawdown since its inception was -80.67%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AEO and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-67.01%
-9.89%
AEO
SPY

Volatility

AEO vs. SPY - Volatility Comparison

American Eagle Outfitters, Inc. (AEO) has a higher volatility of 29.67% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that AEO'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%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
29.67%
15.12%
AEO
SPY