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

Correlation

The correlation between CUTR and SPY is 0.34, 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.


-0.50.00.51.00.3

Performance

CUTR vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cutera, Inc. (CUTR) 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%SeptemberOctoberNovemberDecember2025February
-42.43%
10.04%
CUTR
SPY

Key characteristics

Sharpe Ratio

CUTR:

-0.67

SPY:

1.87

Sortino Ratio

CUTR:

-1.05

SPY:

2.52

Omega Ratio

CUTR:

0.88

SPY:

1.35

Calmar Ratio

CUTR:

-0.83

SPY:

2.81

Martin Ratio

CUTR:

-1.28

SPY:

11.69

Ulcer Index

CUTR:

64.49%

SPY:

2.02%

Daily Std Dev

CUTR:

124.03%

SPY:

12.65%

Max Drawdown

CUTR:

-99.60%

SPY:

-55.19%

Current Drawdown

CUTR:

-99.29%

SPY:

0.00%

Returns By Period

In the year-to-date period, CUTR achieves a 46.50% return, which is significantly higher than SPY's 4.58% return. Over the past 10 years, CUTR has underperformed SPY with an annualized return of -27.38%, while SPY has yielded a comparatively higher 13.23% annualized return.


CUTR

YTD

46.50%

1M

8.39%

6M

-42.42%

1Y

-82.35%

5Y*

-54.84%

10Y*

-27.38%

SPY

YTD

4.58%

1M

2.57%

6M

10.04%

1Y

24.97%

5Y*

14.73%

10Y*

13.23%

*Annualized

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Risk-Adjusted Performance

CUTR vs. SPY — Risk-Adjusted Performance Rank

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

CUTR
The Risk-Adjusted Performance Rank of CUTR is 1010
Overall Rank
The Sharpe Ratio Rank of CUTR is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CUTR is 1010
Sortino Ratio Rank
The Omega Ratio Rank of CUTR is 1111
Omega Ratio Rank
The Calmar Ratio Rank of CUTR is 44
Calmar Ratio Rank
The Martin Ratio Rank of CUTR is 1212
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7777
Overall Rank
The Sharpe Ratio Rank of SPY is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7777
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.

CUTR vs. SPY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for CUTR, currently valued at -0.67, compared to the broader market-2.000.002.00-0.671.87
The chart of Sortino ratio for CUTR, currently valued at -1.05, compared to the broader market-4.00-2.000.002.004.006.00-1.052.52
The chart of Omega ratio for CUTR, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.35
The chart of Calmar ratio for CUTR, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.832.81
The chart of Martin ratio for CUTR, currently valued at -1.28, compared to the broader market0.0010.0020.0030.00-1.2811.69
CUTR
SPY

The current CUTR Sharpe Ratio is -0.67, which is lower than the SPY Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of CUTR 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
-0.67
1.87
CUTR
SPY

Dividends

CUTR vs. SPY - Dividend Comparison

CUTR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.15%.


TTM20242023202220212020201920182017201620152014
CUTR
Cutera, 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
1.15%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CUTR vs. SPY - Drawdown Comparison

The maximum CUTR drawdown since its inception was -99.60%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CUTR and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.29%
0
CUTR
SPY

Volatility

CUTR vs. SPY - Volatility Comparison

Cutera, Inc. (CUTR) has a higher volatility of 28.96% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that CUTR'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%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
28.96%
3.00%
CUTR
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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