DVLT vs. SPYI
DVLT (Datavault AI Inc) is a stock, while SPYI (NEOS S&P 500 High Income ETF) is Derivative Income fund actively managed by Neos. Over the past 3 years, DVLT returned -87.37%/yr vs 15.25%/yr for SPYI. At a 0.10 correlation, their price movements are largely independent.
Performance
DVLT vs. SPYI - Performance Comparison
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Returns By Period
In the year-to-date period, DVLT achieves a -43.87% return, which is significantly lower than SPYI's 7.92% return.
DVLT
- 1D
- -1.72%
- 1M
- -0.81%
- 6M
- -59.97%
- YTD
- -43.87%
- 1Y
- -48.38%
- 3Y*
- -87.37%
- 5Y*
- -90.75%
- 10Y*
- —
SPYI
- 1D
- -0.61%
- 1M
- 1.51%
- 6M
- 6.46%
- YTD
- 7.92%
- 1Y
- 18.57%
- 3Y*
- 15.25%
- 5Y*
- —
- 10Y*
- —
DVLT vs. SPYI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DVLT Datavault AI Inc | -43.87% | -68.19% | -88.31% | -98.92% | -83.43% |
SPYI NEOS S&P 500 High Income ETF | 7.92% | 16.67% | 19.03% | 18.09% | -3.96% |
Correlation
The correlation between DVLT and SPYI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2022 | 0.10 |
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Return for Risk
DVLT vs. SPYI — Risk / Return Rank
DVLT
SPYI
DVLT vs. SPYI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Datavault AI Inc (DVLT) and NEOS S&P 500 High Income ETF (SPYI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DVLT | SPYI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.42 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.74 | 11.80 | -12.54 |
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Drawdowns
DVLT vs. SPYI - Drawdown Comparison
The maximum DVLT drawdown since its inception was -100.00%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for DVLT and SPYI.
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Drawdown Indicators
| DVLT | SPYI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -16.47% | -83.53% |
Max Drawdown (1Y)Largest decline over 1 year | -90.18% | -7.72% | -82.46% |
Max Drawdown (3Y)Largest decline over 3 years | -99.87% | -16.47% | -83.40% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -0.61% | -99.39% |
Average DrawdownAverage peak-to-trough decline | -90.66% | -1.80% | -88.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 65.81% | 1.58% | +64.23% |
Volatility
DVLT vs. SPYI - Volatility Comparison
Datavault AI Inc (DVLT) has a higher volatility of 27.16% compared to NEOS S&P 500 High Income ETF (SPYI) at 3.66%. This indicates that DVLT's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVLT | SPYI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.16% | 3.66% | +23.50% |
Volatility (6M)Calculated over the trailing 6-month period | 82.33% | 8.45% | +73.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 206.76% | 10.46% | +196.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 192.84% | 12.97% | +179.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 165.78% | 12.97% | +152.81% |
Dividends
DVLT vs. SPYI - Dividend Comparison
DVLT has not paid dividends to shareholders, while SPYI's dividend yield for the trailing twelve months is around 11.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DVLT Datavault AI Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 11.79% | 11.70% | 12.04% | 12.01% | 4.10% |
Frequently Asked Questions
DVLT and SPYI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVLT has higher volatility (27.16%) compared to SPYI (3.66%). In terms of maximum drawdown, DVLT dropped -100.00% vs SPYI's -16.47%.
SPYI currently has the higher Sharpe Ratio (1.79 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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