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

Correlation

The correlation between COUR and SPY is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

COUR vs. SPY - Performance Comparison

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

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-82.89%
46.01%
COUR
SPY

Key characteristics

Sharpe Ratio

COUR:

-0.54

SPY:

0.54

Sortino Ratio

COUR:

-0.64

SPY:

0.89

Omega Ratio

COUR:

0.92

SPY:

1.13

Calmar Ratio

COUR:

-0.41

SPY:

0.58

Martin Ratio

COUR:

-1.03

SPY:

2.39

Ulcer Index

COUR:

35.91%

SPY:

4.51%

Daily Std Dev

COUR:

69.20%

SPY:

20.07%

Max Drawdown

COUR:

-89.36%

SPY:

-55.19%

Current Drawdown

COUR:

-86.72%

SPY:

-10.54%

Returns By Period

In the year-to-date period, COUR achieves a -9.41% return, which is significantly lower than SPY's -6.44% return.


COUR

YTD

-9.41%

1M

5.62%

6M

1.05%

1Y

-35.40%

5Y*

N/A

10Y*

N/A

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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Risk-Adjusted Performance

COUR vs. SPY — Risk-Adjusted Performance Rank

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

COUR
The Risk-Adjusted Performance Rank of COUR is 2424
Overall Rank
The Sharpe Ratio Rank of COUR is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of COUR is 2121
Sortino Ratio Rank
The Omega Ratio Rank of COUR is 2222
Omega Ratio Rank
The Calmar Ratio Rank of COUR is 2626
Calmar Ratio Rank
The Martin Ratio Rank of COUR is 2828
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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.

COUR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coursera, Inc. (COUR) 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 COUR, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.003.00
COUR: -0.54
SPY: 0.54
The chart of Sortino ratio for COUR, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
COUR: -0.64
SPY: 0.89
The chart of Omega ratio for COUR, currently valued at 0.92, compared to the broader market0.501.001.502.00
COUR: 0.92
SPY: 1.13
The chart of Calmar ratio for COUR, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00
COUR: -0.41
SPY: 0.58
The chart of Martin ratio for COUR, currently valued at -1.03, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
COUR: -1.03
SPY: 2.39

The current COUR Sharpe Ratio is -0.54, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of COUR 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.54
0.54
COUR
SPY

Dividends

COUR vs. SPY - Dividend Comparison

COUR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.31%.


TTM20242023202220212020201920182017201620152014
COUR
Coursera, 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
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

COUR vs. SPY - Drawdown Comparison

The maximum COUR drawdown since its inception was -89.36%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for COUR and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-86.72%
-10.54%
COUR
SPY

Volatility

COUR vs. SPY - Volatility Comparison

Coursera, Inc. (COUR) has a higher volatility of 17.90% compared to SPDR S&P 500 ETF (SPY) at 15.13%. This indicates that COUR'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%NovemberDecember2025FebruaryMarchApril
17.90%
15.13%
COUR
SPY