BKYI vs. ^GSPC
BKYI (BIO-key International, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, BKYI returned -49.97%/yr vs 13.70%/yr for ^GSPC. At a 0.07 correlation, their price movements are largely independent.
Performance
BKYI vs. ^GSPC - Performance Comparison
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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%
BKYI vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
BKYI
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
| 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 |
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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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.99% | -3.31% | -96.68% |
Average DrawdownAverage peak-to-trough decline | -88.56% | -10.71% | -77.85% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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.
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