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

Correlation

The correlation between CTSH and SPY is 0.56, 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.


Performance

CTSH vs. SPY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CTSH:

0.96

SPY:

0.66

Sortino Ratio

CTSH:

1.38

SPY:

1.12

Omega Ratio

CTSH:

1.18

SPY:

1.17

Calmar Ratio

CTSH:

0.80

SPY:

0.75

Martin Ratio

CTSH:

2.81

SPY:

2.92

Ulcer Index

CTSH:

8.09%

SPY:

4.86%

Daily Std Dev

CTSH:

25.32%

SPY:

20.32%

Max Drawdown

CTSH:

-71.38%

SPY:

-55.19%

Current Drawdown

CTSH:

-9.49%

SPY:

-4.60%

Returns By Period

In the year-to-date period, CTSH achieves a 6.75% return, which is significantly higher than SPY's -0.23% return. Over the past 10 years, CTSH has underperformed SPY with an annualized return of 3.68%, while SPY has yielded a comparatively higher 12.59% annualized return.


CTSH

YTD

6.75%

1M

16.59%

6M

1.12%

1Y

24.06%

5Y*

12.30%

10Y*

3.68%

SPY

YTD

-0.23%

1M

9.19%

6M

-2.01%

1Y

13.36%

5Y*

17.44%

10Y*

12.59%

*Annualized

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Risk-Adjusted Performance

CTSH vs. SPY — Risk-Adjusted Performance Rank

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

CTSH
The Risk-Adjusted Performance Rank of CTSH is 7878
Overall Rank
The Sharpe Ratio Rank of CTSH is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CTSH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CTSH is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CTSH is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CTSH is 7878
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6969
Overall Rank
The Sharpe Ratio Rank of SPY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7171
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.

CTSH vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cognizant Technology Solutions Corporation (CTSH) 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 current CTSH Sharpe Ratio is 0.96, which is higher than the SPY Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CTSH 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.


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Dividends

CTSH vs. SPY - Dividend Comparison

CTSH's dividend yield for the trailing twelve months is around 1.48%, more than SPY's 1.23% yield.


TTM20242023202220212020201920182017201620152014
CTSH
Cognizant Technology Solutions Corporation
1.48%1.56%1.54%1.89%1.08%1.07%1.29%1.26%0.63%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.23%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CTSH vs. SPY - Drawdown Comparison

The maximum CTSH drawdown since its inception was -71.38%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CTSH and SPY. For additional features, visit the drawdowns tool.


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Volatility

CTSH vs. SPY - Volatility Comparison

Cognizant Technology Solutions Corporation (CTSH) and SPDR S&P 500 ETF (SPY) have volatilities of 6.44% and 6.39%, 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.


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