ASST vs. ^GSPC
ASST (Strive, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, ASST returned -56.58%/yr vs 18.60%/yr for ^GSPC. At a 0.18 correlation, their price movements are largely independent.
Performance
ASST vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ASST achieves a -19.85% return, which is significantly lower than ^GSPC's 9.79% return.
ASST
- 1D
- -4.29%
- 1M
- -21.91%
- 6M
- -46.23%
- YTD
- -19.85%
- 1Y
- -91.12%
- 3Y*
- -56.58%
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
ASST vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASST Strive, Inc. | -19.85% | 50.46% | -84.65% | -89.13% |
^GSPC S&P 500 Index | 9.79% | 16.39% | 23.31% | 14.12% |
Correlation
The correlation between ASST and ^GSPC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
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 (0.39) 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
ASST
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.29 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.21 | -3.16 |
| Martin ratioReturn relative to average drawdown | -1.11 | 9.61 | -10.72 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -97.99% | -1.24% | -96.75% |
Average DrawdownAverage peak-to-trough decline | -90.56% | -10.71% | -79.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 81.97% | 2.09% | +79.88% |
Volatility
ASST vs. ^GSPC - Volatility Comparison
Strive, Inc. (ASST) has a higher volatility of 25.83% compared to S&P 500 Index (^GSPC) at 3.96%. 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 | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.83% | 3.96% | +21.87% |
Volatility (6M)Calculated over the trailing 6-month period | 78.59% | 9.99% | +68.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 148.61% | 12.57% | +136.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 319.26% | 17.01% | +302.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 319.26% | 18.05% | +301.21% |
Frequently Asked Questions
ASST and ^GSPC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASST has higher volatility (25.83%) compared to ^GSPC (3.96%). In terms of maximum drawdown, ASST dropped -98.78% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -0.61), 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.
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