PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CPNG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CPNGSPY
YTD Return42.06%11.74%
1Y Return43.84%28.12%
3Y Return (Ann)-14.87%10.36%
Sharpe Ratio1.122.56
Daily Std Dev38.58%11.48%
Max Drawdown-81.47%-55.19%
Current Drawdown-54.41%-0.06%

Correlation

-0.50.00.51.00.4

The correlation between CPNG 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.

Performance

CPNG vs. SPY - Performance Comparison

In the year-to-date period, CPNG achieves a 42.06% return, which is significantly higher than SPY's 11.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
-53.30%
41.09%
CPNG
SPY

Compare stocks, funds, or ETFs

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


Coupang, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

CPNG vs. SPY - Risk-Adjusted Performance Comparison

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


CPNG
Sharpe ratio
The chart of Sharpe ratio for CPNG, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.004.001.12
Sortino ratio
The chart of Sortino ratio for CPNG, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.006.001.62
Omega ratio
The chart of Omega ratio for CPNG, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for CPNG, currently valued at 0.60, compared to the broader market0.002.004.006.000.60
Martin ratio
The chart of Martin ratio for CPNG, currently valued at 3.62, compared to the broader market-10.000.0010.0020.0030.003.62
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.56, compared to the broader market-2.00-1.000.001.002.003.004.002.56
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.60, compared to the broader market-4.00-2.000.002.004.006.003.60
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.45, compared to the broader market0.501.001.502.001.45
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.40, compared to the broader market0.002.004.006.002.40
Martin ratio
The chart of Martin ratio for SPY, currently valued at 10.14, compared to the broader market-10.000.0010.0020.0030.0010.14

CPNG vs. SPY - Sharpe Ratio Comparison

The current CPNG Sharpe Ratio is 1.12, which is lower than the SPY Sharpe Ratio of 2.56. The chart below compares the 12-month rolling Sharpe Ratio of CPNG and SPY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.12
2.56
CPNG
SPY

Dividends

CPNG vs. SPY - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
CPNG
Coupang, 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%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

CPNG vs. SPY - Drawdown Comparison

The maximum CPNG drawdown since its inception was -81.47%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CPNG and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-54.41%
-0.06%
CPNG
SPY

Volatility

CPNG vs. SPY - Volatility Comparison

Coupang, Inc. (CPNG) has a higher volatility of 12.09% compared to SPDR S&P 500 ETF (SPY) at 3.37%. This indicates that CPNG'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%December2024FebruaryMarchAprilMay
12.09%
3.37%
CPNG
SPY