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

Correlation

The correlation between CXDO and SPY is 0.13, 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.


-0.50.00.51.00.1

Performance

CXDO vs. SPY - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
37.96%
7.74%
CXDO
SPY

Key characteristics

Sharpe Ratio

CXDO:

0.13

SPY:

2.05

Sortino Ratio

CXDO:

0.71

SPY:

2.73

Omega Ratio

CXDO:

1.08

SPY:

1.38

Calmar Ratio

CXDO:

0.09

SPY:

3.11

Martin Ratio

CXDO:

0.24

SPY:

13.02

Ulcer Index

CXDO:

36.99%

SPY:

2.01%

Daily Std Dev

CXDO:

69.61%

SPY:

12.77%

Max Drawdown

CXDO:

-99.51%

SPY:

-55.19%

Current Drawdown

CXDO:

-96.12%

SPY:

-2.33%

Returns By Period

In the year-to-date period, CXDO achieves a 1.34% return, which is significantly higher than SPY's 0.95% return. Over the past 10 years, CXDO has outperformed SPY with an annualized return of 16.45%, while SPY has yielded a comparatively lower 13.35% annualized return.


CXDO

YTD

1.34%

1M

-0.00%

6M

38.02%

1Y

3.72%

5Y*

2.66%

10Y*

16.45%

SPY

YTD

0.95%

1M

-1.76%

6M

7.74%

1Y

26.88%

5Y*

14.01%

10Y*

13.35%

*Annualized

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Risk-Adjusted Performance

CXDO vs. SPY — Risk-Adjusted Performance Rank

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

CXDO
The Risk-Adjusted Performance Rank of CXDO is 5151
Overall Rank
The Sharpe Ratio Rank of CXDO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of CXDO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CXDO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CXDO is 5151
Calmar Ratio Rank
The Martin Ratio Rank of CXDO is 5050
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8181
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
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.

CXDO vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crexendo, Inc. (CXDO) 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 CXDO, currently valued at 0.13, compared to the broader market-2.000.002.004.000.132.05
The chart of Sortino ratio for CXDO, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.000.712.73
The chart of Omega ratio for CXDO, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.38
The chart of Calmar ratio for CXDO, currently valued at 0.09, compared to the broader market0.002.004.006.000.093.11
The chart of Martin ratio for CXDO, currently valued at 0.24, compared to the broader market-10.000.0010.0020.0030.000.2413.02
CXDO
SPY

The current CXDO Sharpe Ratio is 0.13, which is lower than the SPY Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CXDO 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.13
2.05
CXDO
SPY

Dividends

CXDO vs. SPY - Dividend Comparison

CXDO has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
CXDO
Crexendo, Inc.
0.00%0.00%0.10%1.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.19%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CXDO vs. SPY - Drawdown Comparison

The maximum CXDO drawdown since its inception was -99.51%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CXDO and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-96.12%
-2.33%
CXDO
SPY

Volatility

CXDO vs. SPY - Volatility Comparison

Crexendo, Inc. (CXDO) has a higher volatility of 14.29% compared to SPDR S&P 500 ETF (SPY) at 5.01%. This indicates that CXDO'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%AugustSeptemberOctoberNovemberDecember2025
14.29%
5.01%
CXDO
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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