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

Correlation

The correlation between DNA and SPY is 0.47, 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: 0.5

Performance

DNA vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ginkgo Bioworks Holdings, Inc. (DNA) 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
-98.06%
40.38%
DNA
SPY

Key characteristics

Sharpe Ratio

DNA:

-0.68

SPY:

0.51

Sortino Ratio

DNA:

-1.08

SPY:

0.86

Omega Ratio

DNA:

0.89

SPY:

1.13

Calmar Ratio

DNA:

-0.78

SPY:

0.55

Martin Ratio

DNA:

-1.09

SPY:

2.26

Ulcer Index

DNA:

71.34%

SPY:

4.55%

Daily Std Dev

DNA:

113.40%

SPY:

20.08%

Max Drawdown

DNA:

-99.10%

SPY:

-55.19%

Current Drawdown

DNA:

-98.69%

SPY:

-9.89%

Returns By Period

In the year-to-date period, DNA achieves a -20.16% return, which is significantly lower than SPY's -5.76% return.


DNA

YTD

-20.16%

1M

18.97%

6M

-3.92%

1Y

-77.21%

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

DNA vs. SPY — Risk-Adjusted Performance Rank

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

DNA
The Risk-Adjusted Performance Rank of DNA is 1515
Overall Rank
The Sharpe Ratio Rank of DNA is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DNA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of DNA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DNA is 66
Calmar Ratio Rank
The Martin Ratio Rank of DNA is 2525
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

DNA vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ginkgo Bioworks Holdings, Inc. (DNA) 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 DNA, currently valued at -0.68, compared to the broader market-2.00-1.000.001.002.003.00
DNA: -0.68
SPY: 0.51
The chart of Sortino ratio for DNA, currently valued at -1.08, compared to the broader market-6.00-4.00-2.000.002.004.00
DNA: -1.08
SPY: 0.86
The chart of Omega ratio for DNA, currently valued at 0.89, compared to the broader market0.501.001.502.00
DNA: 0.89
SPY: 1.13
The chart of Calmar ratio for DNA, currently valued at -0.78, compared to the broader market0.001.002.003.004.005.00
DNA: -0.78
SPY: 0.55
The chart of Martin ratio for DNA, currently valued at -1.09, compared to the broader market-5.000.005.0010.0015.0020.00
DNA: -1.09
SPY: 2.26

The current DNA Sharpe Ratio is -0.68, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DNA 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
-0.68
0.51
DNA
SPY

Dividends

DNA vs. SPY - Dividend Comparison

DNA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
DNA
Ginkgo Bioworks Holdings, 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
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DNA vs. SPY - Drawdown Comparison

The maximum DNA drawdown since its inception was -99.10%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DNA and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-98.69%
-9.89%
DNA
SPY

Volatility

DNA vs. SPY - Volatility Comparison

Ginkgo Bioworks Holdings, Inc. (DNA) has a higher volatility of 32.07% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that DNA'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%NovemberDecember2025FebruaryMarchApril
32.07%
15.12%
DNA
SPY