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BKYI vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BKYI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BIO-key International, Inc. (BKYI) 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, BKYI achieves a -11.89% return, which is significantly lower than ^GSPC's 7.49% return. Over the past 10 years, BKYI has underperformed ^GSPC with an annualized return of -49.97%, while ^GSPC has yielded a comparatively higher 13.70% annualized return.


BKYI

1D
1.93%
1M
0.00%
YTD
-11.89%
6M
-23.15%
1Y
-43.45%
3Y*
-66.94%
5Y*
-63.37%
10Y*
-49.97%

^GSPC

1D
-0.10%
1M
-1.54%
YTD
7.49%
6M
6.15%
1Y
20.78%
3Y*
19.17%
5Y*
11.44%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKYI vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKYI
BIO-key International, Inc.
-11.89%-68.47%-43.00%-71.51%-73.52%-37.22%-12.00%-33.33%-57.63%-33.21%
^GSPC
S&P 500 Index
7.49%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between BKYI and ^GSPC is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2002

0.07

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Return for Risk

BKYI vs. ^GSPC — Risk / Return Rank

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

BKYI
BKYI Risk / Return Rank: 2424
Overall Rank
BKYI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BKYI Sortino Ratio Rank: 3131
Sortino Ratio Rank
BKYI Omega Ratio Rank: 3131
Omega Ratio Rank
BKYI Calmar Ratio Rank: 1919
Calmar Ratio Rank
BKYI Martin Ratio Rank: 1414
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6060
Overall Rank
^GSPC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5656
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5959
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5555
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
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.

BKYI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BIO-key International, Inc. (BKYI) 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.


BKYI^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

0.99

1.30

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.66

2.29

-2.95

Martin ratioReturn relative to average drawdown

-1.25

10.15

-11.40

BKYI vs. ^GSPC - Sharpe Ratio Comparison

The current BKYI Sharpe Ratio is -0.41, which is lower than the ^GSPC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of BKYI 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

BKYI vs. ^GSPC - Drawdown Comparison

The maximum BKYI drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BKYI and ^GSPC.


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Drawdown Indicators


BKYI^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-56.78%

-43.22%

Max Drawdown (1Y)

Largest decline over 1 year

-66.41%

-9.10%

-57.31%

Max Drawdown (3Y)

Largest decline over 3 years

-97.54%

-18.90%

-78.64%

Max Drawdown (5Y)

Largest decline over 5 years

-99.52%

-25.43%

-74.09%

Max Drawdown (10Y)

Largest decline over 10 years

-99.93%

-33.92%

-66.01%

Current Drawdown

Current decline from peak

-99.99%

-3.31%

-96.68%

Average Drawdown

Average peak-to-trough decline

-88.56%

-10.71%

-77.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.66%

2.05%

+32.61%

Volatility

BKYI vs. ^GSPC - Volatility Comparison

BIO-key International, Inc. (BKYI) has a higher volatility of 26.08% compared to S&P 500 Index (^GSPC) at 4.87%. This indicates that BKYI'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


BKYI^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.08%

4.87%

+21.21%

Volatility (6M)

Calculated over the trailing 6-month period

77.79%

9.90%

+67.89%

Volatility (1Y)

Calculated over the trailing 1-year period

107.26%

12.54%

+94.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

116.20%

17.00%

+99.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.64%

18.08%

+104.56%

Frequently Asked Questions


BKYI and ^GSPC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKYI has higher volatility (26.08%) compared to ^GSPC (4.87%). In terms of maximum drawdown, BKYI dropped -100.00% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.67 vs -0.41), 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

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