EA vs. SPY
EA (Electronic Arts Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EA returned 10.48%/yr vs 15.09%/yr for SPY. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
EA vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, EA achieves a 2.93% return, which is significantly lower than SPY's 11.70% return. Over the past 10 years, EA has underperformed SPY with an annualized return of 10.48%, while SPY has yielded a comparatively higher 15.09% annualized return.
EA
- 1D
- 0.02%
- 1M
- 2.29%
- 6M
- 3.29%
- YTD
- 2.93%
- 1Y
- 34.16%
- 3Y*
- 20.23%
- 5Y*
- 9.02%
- 10Y*
- 10.48%
- ALL TIME*
- 17.88%
SPY
- 1D
- 1.42%
- 1M
- 1.73%
- 6M
- 9.53%
- YTD
- 11.70%
- 1Y
- 23.22%
- 3Y*
- 20.74%
- 5Y*
- 13.05%
- 10Y*
- 15.09%
- ALL TIME*
- 10.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $676.20M | $554.73M | $471.13M | |
| $38.19B | $36.17B | $39.59B |
EA vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 2.93% | 40.33% | 7.49% | 12.67% | -6.84% | -7.69% | 33.75% | 36.24% | -24.89% | 33.39% |
SPY State Street SPDR S&P 500 ETF | 11.70% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between EA and SPY is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 1993 | 0.44 |
Over the past year, the correlation between EA and SPY has dropped to 0.11 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
EA vs. SPY — Risk / Return Rank
EA
SPY
EA vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Electronic Arts Inc. (EA) and State Street 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.
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.
| EA | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.32 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 2.62 | +2.18 |
| Martin ratioReturn relative to average drawdown | 18.29 | 11.20 | +7.10 |
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Drawdowns
EA vs. SPY - Drawdown Comparison
The maximum EA drawdown since its inception was -84.24%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EA and SPY.
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Drawdown Indicators
| EA | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.24% | -55.19% | -29.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -8.88% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -30.54% | -18.76% | -11.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.54% | -24.50% | -6.04% |
Max Drawdown (10Y)Largest decline over 10 years | -49.83% | -33.72% | -16.11% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -26.11% | -9.01% | -17.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.08% | -0.21% |
Volatility
EA vs. SPY - Volatility Comparison
The current volatility for Electronic Arts Inc. (EA) is 1.09%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 3.84%. This indicates that EA experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EA | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 3.84% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 10.23% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 12.87% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 17.19% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 17.96% | +9.65% |
Dividends
EA vs. SPY - Dividend Comparison
EA's dividend yield for the trailing twelve months is around 0.36%, less than SPY's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 0.36% | 0.37% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 0.99% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
EA and SPY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPY has higher volatility (3.84%) compared to EA (1.09%). In terms of maximum drawdown, EA dropped -84.24% vs SPY's -55.19%.
EA currently has the higher Sharpe Ratio (1.83 vs 1.82), 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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