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BBAI vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBAI and SPY is 0.25, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

BBAI vs. SPY - Performance Comparison

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

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-64.09%
43.44%
BBAI
SPY

Key characteristics

Sharpe Ratio

BBAI:

0.82

SPY:

0.51

Sortino Ratio

BBAI:

2.15

SPY:

0.86

Omega Ratio

BBAI:

1.23

SPY:

1.13

Calmar Ratio

BBAI:

1.17

SPY:

0.55

Martin Ratio

BBAI:

3.37

SPY:

2.26

Ulcer Index

BBAI:

31.58%

SPY:

4.55%

Daily Std Dev

BBAI:

130.30%

SPY:

20.08%

Max Drawdown

BBAI:

-95.01%

SPY:

-55.19%

Current Drawdown

BBAI:

-72.18%

SPY:

-9.89%

Returns By Period

In the year-to-date period, BBAI achieves a -20.67% return, which is significantly lower than SPY's -5.76% return.


BBAI

YTD

-20.67%

1M

10.66%

6M

122.01%

1Y

112.65%

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

BBAI vs. SPY — Risk-Adjusted Performance Rank

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

BBAI
The Risk-Adjusted Performance Rank of BBAI is 8383
Overall Rank
The Sharpe Ratio Rank of BBAI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BBAI is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BBAI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BBAI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BBAI is 8181
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

BBAI vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BigBear.ai Holdings, Inc. (BBAI) 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 chart of Sharpe ratio for BBAI, currently valued at 0.82, compared to the broader market-2.00-1.000.001.002.003.00
BBAI: 0.82
SPY: 0.51
The chart of Sortino ratio for BBAI, currently valued at 2.15, compared to the broader market-6.00-4.00-2.000.002.004.00
BBAI: 2.15
SPY: 0.86
The chart of Omega ratio for BBAI, currently valued at 1.23, compared to the broader market0.501.001.502.00
BBAI: 1.23
SPY: 1.13
The chart of Calmar ratio for BBAI, currently valued at 1.17, compared to the broader market0.001.002.003.004.005.00
BBAI: 1.17
SPY: 0.55
The chart of Martin ratio for BBAI, currently valued at 3.37, compared to the broader market-5.000.005.0010.0015.0020.00
BBAI: 3.37
SPY: 2.26

The current BBAI Sharpe Ratio is 0.82, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BBAI 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.82
0.51
BBAI
SPY

Dividends

BBAI vs. SPY - Dividend Comparison

BBAI has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
BBAI
BigBear.ai Holdings, 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
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BBAI vs. SPY - Drawdown Comparison

The maximum BBAI drawdown since its inception was -95.01%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BBAI and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.18%
-9.89%
BBAI
SPY

Volatility

BBAI vs. SPY - Volatility Comparison

BigBear.ai Holdings, Inc. (BBAI) has a higher volatility of 34.93% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that BBAI'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
34.93%
15.12%
BBAI
SPY