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 10.57%/yr vs 15.08%/yr for SPY. At a 0.44 correlation, their price movements are largely independent.
Performance
EA vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, EA achieves a 1.18% return, which is significantly lower than SPY's 10.45% return. Over the past 10 years, EA has underperformed SPY with an annualized return of 10.57%, while SPY has yielded a comparatively higher 15.08% annualized return.
EA
- 1D
- -0.03%
- 1M
- 1.52%
- 6M
- 1.22%
- YTD
- 1.18%
- 1Y
- 39.33%
- 3Y*
- 15.10%
- 5Y*
- 8.16%
- 10Y*
- 10.57%
SPY
- 1D
- -0.77%
- 1M
- 1.26%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.46%
- 3Y*
- 20.07%
- 5Y*
- 12.94%
- 10Y*
- 15.08%
EA vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 1.18% | 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 | 10.45% | 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 price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.31 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.53 | 2.43 | +3.10 |
| Martin ratioReturn relative to average drawdown | 20.20 | 10.57 | +9.62 |
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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 | -0.10% | -1.12% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -26.16% | -9.02% | -17.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.03% | -0.08% |
Volatility
EA vs. SPY - Volatility Comparison
The current volatility for Electronic Arts Inc. (EA) is 1.24%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 4.26%. 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 | 1.24% | 4.26% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 10.01% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.59% | 12.60% | +7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 17.17% | +6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 17.93% | +9.71% |
Dividends
EA vs. SPY - Dividend Comparison
EA's dividend yield for the trailing twelve months is around 0.37%, less than SPY's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 0.37% | 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 | 1.00% | 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 (4.26%) compared to EA (1.24%). In terms of maximum drawdown, EA dropped -84.24% vs SPY's -55.19%.
EA currently has the higher Sharpe Ratio (1.92 vs 1.71), 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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