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EDIT vs. SPYI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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EDIT vs. SPYI - Yearly Performance Comparison


2026 (YTD)2025202420232022
EDIT
Editas Medicine, Inc.
20.49%61.42%-87.46%14.21%-41.34%
SPYI
NEOS S&P 500 High Income ETF
-3.13%16.67%19.03%18.09%-2.44%

Returns By Period

In the year-to-date period, EDIT achieves a 20.49% return, which is significantly higher than SPYI's -3.13% return.


EDIT

1D
10.76%
1M
12.27%
YTD
20.49%
6M
-28.82%
1Y
112.93%
3Y*
-30.16%
5Y*
-43.48%
10Y*
-23.69%

SPYI

1D
2.91%
1M
-4.27%
YTD
-3.13%
6M
0.26%
1Y
16.35%
3Y*
14.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EDIT vs. SPYI — Risk / Return Rank

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

EDIT
EDIT Risk / Return Rank: 7575
Overall Rank
EDIT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EDIT Sortino Ratio Rank: 8282
Sortino Ratio Rank
EDIT Omega Ratio Rank: 7575
Omega Ratio Rank
EDIT Calmar Ratio Rank: 7373
Calmar Ratio Rank
EDIT Martin Ratio Rank: 6868
Martin Ratio Rank

SPYI
SPYI Risk / Return Rank: 6969
Overall Rank
SPYI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYI Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPYI Omega Ratio Rank: 7373
Omega Ratio Rank
SPYI Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPYI Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDIT vs. SPYI - Risk-Adjusted Trends 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.


EDITSPYIDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.01

+0.14

Sortino ratio

Return per unit of downside risk

2.16

1.53

+0.62

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.63

1.55

+0.08

Martin ratio

Return relative to average drawdown

3.10

8.15

-5.05

EDIT vs. SPYI - Sharpe Ratio Comparison

The current EDIT Sharpe Ratio is 1.16, which is comparable to the SPYI Sharpe Ratio of 1.01. 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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Sharpe Ratios by Period


EDITSPYIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.01

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

1.00

-1.21

Correlation

The correlation between EDIT and SPYI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 12.50%.


TTM2025202420232022
EDIT
Editas Medicine, Inc.
0.00%0.00%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF
12.50%11.70%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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Drawdown Indicators


EDITSPYIDifference

Max Drawdown

Largest peak-to-trough decline

-98.92%

-16.47%

-82.45%

Max Drawdown (1Y)

Largest decline over 1 year

-59.88%

-11.02%

-48.86%

Max Drawdown (5Y)

Largest decline over 5 years

-98.66%

Max Drawdown (10Y)

Largest decline over 10 years

-98.92%

Current Drawdown

Current decline from peak

-97.27%

-5.03%

-92.24%

Average Drawdown

Average peak-to-trough decline

-61.98%

-1.86%

-60.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.49%

2.09%

+29.40%

Volatility

EDIT vs. SPYI - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 31.71% compared to NEOS S&P 500 High Income ETF (SPYI) at 5.08%. 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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Volatility by Period


EDITSPYIDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.71%

5.08%

+26.63%

Volatility (6M)

Calculated over the trailing 6-month period

60.26%

8.27%

+51.99%

Volatility (1Y)

Calculated over the trailing 1-year period

98.42%

16.22%

+82.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.19%

13.12%

+80.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.41%

13.12%

+70.29%