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

Correlation

The correlation between ALKS and SPY is 0.40, 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.


Performance

ALKS vs. SPY - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
575.11%
2,210.99%
ALKS
SPY

Key characteristics

Sharpe Ratio

ALKS:

0.78

SPY:

0.54

Sortino Ratio

ALKS:

1.35

SPY:

0.90

Omega Ratio

ALKS:

1.16

SPY:

1.13

Calmar Ratio

ALKS:

0.34

SPY:

0.57

Martin Ratio

ALKS:

3.34

SPY:

2.24

Ulcer Index

ALKS:

7.81%

SPY:

4.82%

Daily Std Dev

ALKS:

33.57%

SPY:

20.02%

Max Drawdown

ALKS:

-96.15%

SPY:

-55.19%

Current Drawdown

ALKS:

-69.02%

SPY:

-7.53%

Returns By Period

In the year-to-date period, ALKS achieves a 5.63% return, which is significantly higher than SPY's -3.30% return. Over the past 10 years, ALKS has underperformed SPY with an annualized return of -6.52%, while SPY has yielded a comparatively higher 12.33% annualized return.


ALKS

YTD

5.63%

1M

7.77%

6M

4.87%

1Y

26.06%

5Y*

15.23%

10Y*

-6.52%

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

ALKS vs. SPY — Risk-Adjusted Performance Rank

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

ALKS
The Risk-Adjusted Performance Rank of ALKS is 7575
Overall Rank
The Sharpe Ratio Rank of ALKS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of ALKS is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ALKS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ALKS is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ALKS is 8181
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.

ALKS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alkermes plc (ALKS) 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 ALKS Sharpe Ratio is 0.78, which is higher than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of ALKS 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
0.78
0.54
ALKS
SPY

Dividends

ALKS vs. SPY - Dividend Comparison

ALKS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
ALKS
Alkermes plc
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
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ALKS vs. SPY - Drawdown Comparison

The maximum ALKS drawdown since its inception was -96.15%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ALKS and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-69.02%
-7.53%
ALKS
SPY

Volatility

ALKS vs. SPY - Volatility Comparison

Alkermes plc (ALKS) has a higher volatility of 12.99% compared to SPDR S&P 500 ETF (SPY) at 12.36%. This indicates that ALKS'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%December2025FebruaryMarchAprilMay
12.99%
12.36%
ALKS
SPY