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

Correlation

The correlation between ARM and SPY is 0.62, 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: 0.6

Performance

ARM vs. SPY - Performance Comparison

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

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
70.06%
21.98%
ARM
SPY

Key characteristics

Sharpe Ratio

ARM:

-0.22

SPY:

0.32

Sortino Ratio

ARM:

0.16

SPY:

0.51

Omega Ratio

ARM:

1.02

SPY:

1.07

Calmar Ratio

ARM:

-0.35

SPY:

0.39

Martin Ratio

ARM:

-0.62

SPY:

1.52

Ulcer Index

ARM:

23.84%

SPY:

3.13%

Daily Std Dev

ARM:

68.56%

SPY:

14.74%

Max Drawdown

ARM:

-42.73%

SPY:

-55.19%

Current Drawdown

ARM:

-42.00%

SPY:

-12.17%

Returns By Period

In the year-to-date period, ARM achieves a -12.34% return, which is significantly lower than SPY's -8.15% return.


ARM

YTD

-12.34%

1M

-10.70%

6M

-21.08%

1Y

-12.99%

5Y*

N/A

10Y*

N/A

SPY

YTD

-8.15%

1M

-6.68%

6M

-4.88%

1Y

4.64%

5Y*

18.45%

10Y*

11.89%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ARM vs. SPY — Risk-Adjusted Performance Rank

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

ARM
The Risk-Adjusted Performance Rank of ARM is 3939
Overall Rank
The Sharpe Ratio Rank of ARM is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ARM is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ARM is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ARM is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ARM is 4040
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 3535
Overall Rank
The Sharpe Ratio Rank of SPY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 4040
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.

ARM vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arm Holdings plc American Depositary Shares (ARM) 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.


Sharpe ratio
The chart of Sharpe ratio for ARM, currently valued at -0.19, compared to the broader market-2.00-1.000.001.002.003.00
ARM: -0.19
SPY: 0.32
The chart of Sortino ratio for ARM, currently valued at 0.20, compared to the broader market-6.00-4.00-2.000.002.004.00
ARM: 0.20
SPY: 0.51
The chart of Omega ratio for ARM, currently valued at 1.02, compared to the broader market0.501.001.502.00
ARM: 1.02
SPY: 1.07
The chart of Calmar ratio for ARM, currently valued at -0.30, compared to the broader market0.001.002.003.004.005.00
ARM: -0.30
SPY: 0.39
The chart of Martin ratio for ARM, currently valued at -0.54, compared to the broader market-5.000.005.0010.0015.0020.00
ARM: -0.54
SPY: 1.52

The current ARM Sharpe Ratio is -0.22, which is lower than the SPY Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of ARM 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
-0.19
0.32
ARM
SPY

Dividends

ARM vs. SPY - Dividend Comparison

ARM has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
ARM
Arm Holdings plc American Depositary Shares
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
1.34%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ARM vs. SPY - Drawdown Comparison

The maximum ARM drawdown since its inception was -42.73%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ARM and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.00%
-12.17%
ARM
SPY

Volatility

ARM vs. SPY - Volatility Comparison

Arm Holdings plc American Depositary Shares (ARM) has a higher volatility of 17.37% compared to SPDR S&P 500 ETF (SPY) at 7.47%. This indicates that ARM'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%NovemberDecember2025FebruaryMarchApril
17.37%
7.47%
ARM
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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