BKYI vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about BIO-key International, Inc. (BKYI) and S&P 500 Index (^GSPC).

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.

BKYI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKYI BIO-key International, Inc.	-2.50%	-68.47%	-43.00%	-71.51%	-73.52%	-37.22%	-12.00%	-33.33%	-57.63%	-33.21%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, BKYI achieves a -2.50% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, BKYI has underperformed ^GSPC with an annualized return of -46.88%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

BKYI

• 1D: -0.85%
• 1M: -20.39%
• YTD: -2.50%
• 6M: -32.39%
• 1Y: -30.88%
• 3Y*: -65.32%
• 5Y*: -61.86%
• 10Y*: -46.88%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

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: 24
BKYI Sharpe Ratio Rank: 26
BKYI Sortino Ratio Rank: 31
BKYI Omega Ratio Rank: 31
BKYI Calmar Ratio Rank: 17
BKYI Martin Ratio Rank: 13

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

	BKYI	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.32	0.92	-1.23
Sortino ratio Return per unit of downside risk	0.10	1.41	-1.31
Omega ratio Gain probability vs. loss probability	1.01	1.21	-0.20
Calmar ratio Return relative to maximum drawdown	-0.68	1.41	-2.10
Martin ratio Return relative to average drawdown	-1.35	6.61	-7.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKYI vs. ^GSPC - Sharpe Ratio Comparison

The current BKYI Sharpe Ratio is -0.32, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BKYI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKYI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.32	0.92	-1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.54	0.61	-1.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.26	0.68	-0.94
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.46	-0.67

Correlation

The correlation between BKYI and ^GSPC is 0.07, 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.

Drawdowns

BKYI vs. ^GSPC - Drawdown Comparison

The maximum BKYI drawdown since its inception was -99.99%, 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.

Drawdown Indicators

	BKYI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.99%	-56.78%	-43.21%
Max Drawdown (1Y) Largest decline over 1 year	-48.97%	-12.14%	-36.83%
Max Drawdown (5Y) Largest decline over 5 years	-99.29%	-25.43%	-73.86%
Max Drawdown (10Y) Largest decline over 10 years	-99.90%	-33.92%	-65.98%
Current Drawdown Current decline from peak	-99.99%	-5.78%	-94.21%
Average Drawdown Average peak-to-trough decline	-88.47%	-10.75%	-77.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.78%	2.60%	+22.18%

Volatility

BKYI vs. ^GSPC - Volatility Comparison

BIO-key International, Inc. (BKYI) has a higher volatility of 21.59% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	BKYI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.59%	5.37%	+16.22%
Volatility (6M) Calculated over the trailing 6-month period	82.12%	9.55%	+72.57%
Volatility (1Y) Calculated over the trailing 1-year period	97.38%	18.33%	+79.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	114.17%	16.90%	+97.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	178.60%	18.05%	+160.55%