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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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASST vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

ASST
ASST Risk / Return Rank: 1212
Overall Rank
ASST Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ASST Sortino Ratio Rank: 88
Sortino Ratio Rank
ASST Omega Ratio Rank: 1111
Omega Ratio Rank
ASST Calmar Ratio Rank: 44
Calmar Ratio Rank
ASST Martin Ratio Rank: 1919
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7171
Overall Rank
^GSPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7474
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

-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

ASST vs. ^GSPC - Sharpe Ratio Comparison

The current ASST Sharpe Ratio is -0.61, which is lower than the ^GSPC Sharpe Ratio of 1.61. 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

-97.99%

-1.24%

-96.75%

Average Drawdown

Average peak-to-trough decline

-90.56%

-10.71%

-79.85%

Ulcer Index

Depth 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^GSPCDifference

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.

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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