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

Correlation

The correlation between CCB and SPY is 0.40, 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: 0.4

Performance

CCB vs. SPY - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
395.98%
124.60%
CCB
SPY

Key characteristics

Sharpe Ratio

CCB:

2.87

SPY:

0.72

Sortino Ratio

CCB:

3.41

SPY:

1.13

Omega Ratio

CCB:

1.45

SPY:

1.17

Calmar Ratio

CCB:

4.02

SPY:

0.76

Martin Ratio

CCB:

14.80

SPY:

3.04

Ulcer Index

CCB:

7.45%

SPY:

4.72%

Daily Std Dev

CCB:

38.50%

SPY:

20.06%

Max Drawdown

CCB:

-50.22%

SPY:

-55.19%

Current Drawdown

CCB:

-19.23%

SPY:

-7.25%

Returns By Period

In the year-to-date period, CCB achieves a -4.20% return, which is significantly lower than SPY's -3.01% return.


CCB

YTD

-4.20%

1M

-2.66%

6M

28.58%

1Y

94.18%

5Y*

46.20%

10Y*

N/A

SPY

YTD

-3.01%

1M

5.60%

6M

-0.12%

1Y

12.26%

5Y*

16.60%

10Y*

12.50%

*Annualized

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Risk-Adjusted Performance

CCB vs. SPY — Risk-Adjusted Performance Rank

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

CCB
The Risk-Adjusted Performance Rank of CCB is 9797
Overall Rank
The Sharpe Ratio Rank of CCB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of CCB is 9696
Sortino Ratio Rank
The Omega Ratio Rank of CCB is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CCB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CCB is 9797
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6767
Overall Rank
The Sharpe Ratio Rank of SPY is 6363
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 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6868
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.

CCB vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coastal Financial Corporation (CCB) 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 CCB, currently valued at 2.87, compared to the broader market-2.00-1.000.001.002.003.00
CCB: 2.87
SPY: 0.72
The chart of Sortino ratio for CCB, currently valued at 3.41, compared to the broader market-6.00-4.00-2.000.002.004.00
CCB: 3.41
SPY: 1.13
The chart of Omega ratio for CCB, currently valued at 1.45, compared to the broader market0.501.001.502.00
CCB: 1.45
SPY: 1.17
The chart of Calmar ratio for CCB, currently valued at 4.02, compared to the broader market0.001.002.003.004.005.00
CCB: 4.02
SPY: 0.76
The chart of Martin ratio for CCB, currently valued at 14.80, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
CCB: 14.80
SPY: 3.04

The current CCB Sharpe Ratio is 2.87, which is higher than the SPY Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CCB 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 Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.87
0.72
CCB
SPY

Dividends

CCB vs. SPY - Dividend Comparison

CCB has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.26%.


TTM20242023202220212020201920182017201620152014
CCB
Coastal Financial Corporation
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
1.26%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CCB vs. SPY - Drawdown Comparison

The maximum CCB drawdown since its inception was -50.22%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CCB and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.23%
-7.25%
CCB
SPY

Volatility

CCB vs. SPY - Volatility Comparison

Coastal Financial Corporation (CCB) and SPDR S&P 500 ETF (SPY) have volatilities of 15.25% and 15.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.25%
15.07%
CCB
SPY