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ASST vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ASST vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive, Inc. (ASST) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASST achieves a -24.73% return, which is significantly lower than ^GSPC's 9.41% return.


ASST

1D
-6.95%
1M
-15.26%
6M
-32.35%
YTD
-24.73%
1Y
-81.61%
3Y*
-53.43%
5Y*
10Y*
ALL TIME*
-67.95%

^GSPC

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.98T$37.61T$41.48T
$33.59M$35.42M$61.63M

ASST vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023
ASST
Strive, Inc.
-24.73%50.46%-84.65%-89.13%
^GSPC
S&P 500 Index
9.41%16.39%23.31%14.12%

Correlation

The correlation between ASST and ^GSPC is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.40

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2023

0.18

Over the past year, ASST and ^GSPC have become more correlated (0.40) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

ASST vs. ^GSPC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ASST
ASST Risk / Return Rank: 1717
Overall Rank
ASST Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ASST Sortino Ratio Rank: 1616
Sortino Ratio Rank
ASST Omega Ratio Rank: 1818
Omega Ratio Rank
ASST Calmar Ratio Rank: 99
Calmar Ratio Rank
ASST Martin Ratio Rank: 2323
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6868
Overall Rank
^GSPC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6666
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6565
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ASST vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive, Inc. (ASST) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASST^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.75

Omega ratioGain probability vs. loss probability

0.92

1.25

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.87

2.00

-2.87

Martin ratioReturn relative to average drawdown

-0.99

8.49

-9.49

ASST vs. ^GSPC - Sharpe Ratio Comparison

The current ASST Sharpe Ratio is -0.57, which is lower than the ^GSPC Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ASST and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASST vs. ^GSPC - Drawdown Comparison

The maximum ASST drawdown since its inception was -98.78%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ASST and ^GSPC.


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Drawdown Indicators


ASST^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-98.78%

-56.78%

-42.00%

Max Drawdown (1Y)

Largest decline over 1 year

-95.98%

-9.10%

-86.88%

Max Drawdown (3Y)

Largest decline over 3 years

-97.25%

-18.90%

-78.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-98.11%

-1.58%

-96.53%

Average Drawdown

Average peak-to-trough decline

-90.68%

-10.70%

-79.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

83.80%

2.14%

+81.66%

Volatility

ASST vs. ^GSPC - Volatility Comparison

Strive, Inc. (ASST) has a higher volatility of 23.26% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that ASST's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASST^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.26%

3.51%

+19.75%

Volatility (6M)

Calculated over the trailing 6-month period

76.79%

10.11%

+66.68%

Volatility (1Y)

Calculated over the trailing 1-year period

146.43%

12.87%

+133.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

316.88%

17.01%

+299.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

316.88%

18.07%

+298.81%

Frequently Asked Questions


ASST and ^GSPC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASST has higher volatility (23.26%) compared to ^GSPC (3.51%). In terms of maximum drawdown, ASST dropped -98.78% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ASST and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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