PortfoliosLab logo
CARG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CARG and SPY is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

CARG vs. SPY - Performance Comparison

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

Loading data...

Key characteristics

Daily Std Dev

CARG:

91.29%

SPY:

20.02%

Max Drawdown

CARG:

-1.41%

SPY:

-55.19%

Current Drawdown

CARG:

0.00%

SPY:

-7.65%

Returns By Period


CARG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CARG vs. SPY — Risk-Adjusted Performance Rank

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

CARG
The Risk-Adjusted Performance Rank of CARG is 7878
Overall Rank
The Sharpe Ratio Rank of CARG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of CARG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of CARG is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CARG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CARG is 7878
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6767
Overall Rank
The Sharpe Ratio Rank of SPY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6969
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.

CARG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CarGurus, Inc. (CARG) 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.



Loading data...

Dividends

CARG vs. SPY - Dividend Comparison

CARG has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
CARG
CarGurus, 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
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CARG vs. SPY - Drawdown Comparison

The maximum CARG drawdown since its inception was -1.41%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CARG and SPY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CARG vs. SPY - Volatility Comparison


Loading data...