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AX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AX and ^SP500TR is 0.38, 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.


-0.50.00.51.00.4

Performance

AX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axos Financial, Inc. (AX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%AugustSeptemberOctoberNovemberDecember2025
2,220.00%
616.70%
AX
^SP500TR

Key characteristics

Sharpe Ratio

AX:

0.57

^SP500TR:

1.90

Sortino Ratio

AX:

1.26

^SP500TR:

2.54

Omega Ratio

AX:

1.14

^SP500TR:

1.35

Calmar Ratio

AX:

1.02

^SP500TR:

2.87

Martin Ratio

AX:

1.96

^SP500TR:

12.20

Ulcer Index

AX:

11.94%

^SP500TR:

1.98%

Daily Std Dev

AX:

41.37%

^SP500TR:

12.77%

Max Drawdown

AX:

-70.49%

^SP500TR:

-55.25%

Current Drawdown

AX:

-22.98%

^SP500TR:

-4.20%

Returns By Period

In the year-to-date period, AX achieves a -4.51% return, which is significantly lower than ^SP500TR's -0.89% return. Both investments have delivered pretty close results over the past 10 years, with AX having a 12.87% annualized return and ^SP500TR not far ahead at 13.30%.


AX

YTD

-4.51%

1M

-16.02%

6M

7.48%

1Y

25.92%

5Y*

17.86%

10Y*

12.87%

^SP500TR

YTD

-0.89%

1M

-3.60%

6M

4.47%

1Y

23.49%

5Y*

13.95%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AX vs. ^SP500TR — Risk-Adjusted Performance Rank

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

AX
The Risk-Adjusted Performance Rank of AX is 7171
Overall Rank
The Sharpe Ratio Rank of AX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of AX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of AX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AX is 6969
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9595
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9696
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.

AX vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axos Financial, Inc. (AX) and S&P 500 Total Return (^SP500TR). 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 AX, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.571.90
The chart of Sortino ratio for AX, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.262.54
The chart of Omega ratio for AX, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.35
The chart of Calmar ratio for AX, currently valued at 1.02, compared to the broader market0.002.004.006.001.022.87
The chart of Martin ratio for AX, currently valued at 1.96, compared to the broader market0.0010.0020.001.9612.20
AX
^SP500TR

The current AX Sharpe Ratio is 0.57, which is lower than the ^SP500TR Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of AX and ^SP500TR, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.57
1.90
AX
^SP500TR

Drawdowns

AX vs. ^SP500TR - Drawdown Comparison

The maximum AX drawdown since its inception was -70.49%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AX and ^SP500TR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-22.98%
-4.20%
AX
^SP500TR

Volatility

AX vs. ^SP500TR - Volatility Comparison

Axos Financial, Inc. (AX) has a higher volatility of 8.84% compared to S&P 500 Total Return (^SP500TR) at 4.66%. This indicates that AX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR 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%AugustSeptemberOctoberNovemberDecember2025
8.84%
4.66%
AX
^SP500TR
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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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