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EDIT vs. SPYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDIT and SPYI is 0.41, 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.

EDIT vs. SPYI

Last updated May 31, 2025

Compare and contrast key facts about Editas Medicine, Inc. (EDIT) and NEOS S&P 500 High Income ETF (SPYI).

SPYI is an actively managed fund by Neos. It was launched on Aug 29, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDIT or SPYI.

Performance

EDIT vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Editas Medicine, Inc. (EDIT) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EDIT:

-0.52

SPYI:

0.72

Sortino Ratio

EDIT:

-0.56

SPYI:

1.06

Omega Ratio

EDIT:

0.93

SPYI:

1.17

Calmar Ratio

EDIT:

-0.68

SPYI:

0.71

Martin Ratio

EDIT:

-1.15

SPYI:

2.95

Ulcer Index

EDIT:

59.01%

SPYI:

3.96%

Daily Std Dev

EDIT:

129.34%

SPYI:

17.19%

Max Drawdown

EDIT:

-98.92%

SPYI:

-16.47%

Current Drawdown

EDIT:

-98.10%

SPYI:

-2.63%

Returns By Period

In the year-to-date period, EDIT achieves a 35.43% return, which is significantly higher than SPYI's 1.48% return.

EDIT

YTD

35.43%

1M

4.24%

6M

-23.21%

1Y

-66.73%

3Y*

-46.75%

5Y*

-42.38%

10Y*

N/A

SPYI

YTD

1.48%

1M

4.88%

6M

-0.36%

1Y

12.30%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Editas Medicine, Inc.

NEOS S&P 500 High Income ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EDIT vs. SPYI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EDIT
The Risk-Adjusted Performance Rank of EDIT is 1818
Overall Rank
The Sharpe Ratio Rank of EDIT is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EDIT is 2020
Sortino Ratio Rank
The Omega Ratio Rank of EDIT is 2222
Omega Ratio Rank
The Calmar Ratio Rank of EDIT is 99
Calmar Ratio Rank
The Martin Ratio Rank of EDIT is 1919
Martin Ratio Rank
SPYI
The Risk-Adjusted Performance Rank of SPYI is 6666
Overall Rank
The Sharpe Ratio Rank of SPYI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 7070
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.

EDIT vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Editas Medicine, Inc. (EDIT) 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.

The current EDIT Sharpe Ratio is -0.52, which is lower than the SPYI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EDIT and SPYI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EDIT vs. SPYI - Dividend Comparison

EDIT has not paid dividends to shareholders, while SPYI's dividend yield for the trailing twelve months is around 12.54%.

TTM202420232022
EDIT
Editas Medicine, Inc.		0.00%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF		12.54%12.04%12.01%4.10%

Drawdowns

EDIT vs. SPYI - Drawdown Comparison

The maximum EDIT drawdown since its inception was -98.92%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for EDIT and SPYI.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EDIT vs. SPYI - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 31.81% compared to NEOS S&P 500 High Income ETF (SPYI) at 3.21%. This indicates that EDIT'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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