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

Correlation

The correlation between CFLT and SPY is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

CFLT vs. SPY - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-31.12%
48.46%
CFLT
SPY

Key characteristics

Sharpe Ratio

CFLT:

-0.09

SPY:

1.75

Sortino Ratio

CFLT:

0.29

SPY:

2.36

Omega Ratio

CFLT:

1.04

SPY:

1.32

Calmar Ratio

CFLT:

-0.07

SPY:

2.66

Martin Ratio

CFLT:

-0.21

SPY:

11.01

Ulcer Index

CFLT:

24.80%

SPY:

2.03%

Daily Std Dev

CFLT:

57.35%

SPY:

12.77%

Max Drawdown

CFLT:

-82.61%

SPY:

-55.19%

Current Drawdown

CFLT:

-66.87%

SPY:

-2.12%

Returns By Period

In the year-to-date period, CFLT achieves a 10.91% return, which is significantly higher than SPY's 2.36% return.


CFLT

YTD

10.91%

1M

9.54%

6M

45.18%

1Y

-6.54%

5Y*

N/A

10Y*

N/A

SPY

YTD

2.36%

1M

-1.61%

6M

7.41%

1Y

19.65%

5Y*

15.00%

10Y*

12.97%

*Annualized

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Risk-Adjusted Performance

CFLT vs. SPY — Risk-Adjusted Performance Rank

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

CFLT
The Risk-Adjusted Performance Rank of CFLT is 4141
Overall Rank
The Sharpe Ratio Rank of CFLT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of CFLT is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CFLT is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CFLT is 4343
Calmar Ratio Rank
The Martin Ratio Rank of CFLT is 4343
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7777
Overall Rank
The Sharpe Ratio Rank of SPY is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8181
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.

CFLT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Confluent, Inc. (CFLT) 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 CFLT, currently valued at -0.09, compared to the broader market-2.000.002.00-0.091.75
The chart of Sortino ratio for CFLT, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.292.36
The chart of Omega ratio for CFLT, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.32
The chart of Calmar ratio for CFLT, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.072.66
The chart of Martin ratio for CFLT, currently valued at -0.21, compared to the broader market-10.000.0010.0020.0030.00-0.2111.01
CFLT
SPY

The current CFLT Sharpe Ratio is -0.09, which is lower than the SPY Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of CFLT 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.09
1.75
CFLT
SPY

Dividends

CFLT vs. SPY - Dividend Comparison

CFLT has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.18%.


TTM20242023202220212020201920182017201620152014
CFLT
Confluent, 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
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CFLT vs. SPY - Drawdown Comparison

The maximum CFLT drawdown since its inception was -82.61%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CFLT and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-66.87%
-2.12%
CFLT
SPY

Volatility

CFLT vs. SPY - Volatility Comparison

Confluent, Inc. (CFLT) has a higher volatility of 27.23% compared to SPDR S&P 500 ETF (SPY) at 3.38%. This indicates that CFLT's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
27.23%
3.38%
CFLT
SPY