PortfoliosLab logo
ATOS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ATOS and SPY is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ATOS vs. SPY - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ATOS:

-0.72

SPY:

0.66

Sortino Ratio

ATOS:

-1.15

SPY:

1.12

Omega Ratio

ATOS:

0.88

SPY:

1.17

Calmar Ratio

ATOS:

-0.50

SPY:

0.75

Martin Ratio

ATOS:

-1.34

SPY:

2.92

Ulcer Index

ATOS:

37.31%

SPY:

4.86%

Daily Std Dev

ATOS:

61.65%

SPY:

20.32%

Max Drawdown

ATOS:

-99.98%

SPY:

-55.19%

Current Drawdown

ATOS:

-99.96%

SPY:

-4.60%

Returns By Period

In the year-to-date period, ATOS achieves a -11.35% return, which is significantly lower than SPY's -0.23% return. Over the past 10 years, ATOS has underperformed SPY with an annualized return of -44.13%, while SPY has yielded a comparatively higher 12.59% annualized return.


ATOS

YTD

-11.35%

1M

29.53%

6M

-48.34%

1Y

-43.83%

5Y*

-11.64%

10Y*

-44.13%

SPY

YTD

-0.23%

1M

9.19%

6M

-2.01%

1Y

13.36%

5Y*

17.44%

10Y*

12.59%

*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

ATOS vs. SPY — Risk-Adjusted Performance Rank

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

ATOS
The Risk-Adjusted Performance Rank of ATOS is 1212
Overall Rank
The Sharpe Ratio Rank of ATOS is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ATOS is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ATOS is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ATOS is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ATOS is 1111
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7575
Overall Rank
The Sharpe Ratio Rank of SPY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7676
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.

ATOS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atossa Therapeutics, Inc. (ATOS) 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 ATOS Sharpe Ratio is -0.72, which is lower than the SPY Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ATOS 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.


Loading data...

Dividends

ATOS vs. SPY - Dividend Comparison

ATOS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.23%.


TTM20242023202220212020201920182017201620152014
ATOS
Atossa Therapeutics, Inc.
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
1.23%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ATOS vs. SPY - Drawdown Comparison

The maximum ATOS drawdown since its inception was -99.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ATOS and SPY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ATOS vs. SPY - Volatility Comparison

Atossa Therapeutics, Inc. (ATOS) has a higher volatility of 22.59% compared to SPDR S&P 500 ETF (SPY) at 6.39%. This indicates that ATOS'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.


Loading data...