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ENV vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ENV vs. SPY

Last updated May 21, 2025

Compare and contrast key facts about Envestnet, Inc. (ENV) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

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

Correlation

The correlation between ENV and SPY is 0.51, 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.

Performance

ENV vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Envestnet, Inc. (ENV) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

ENV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

1.46%

1M

12.62%

6M

1.07%

1Y

13.27%

3Y*

16.71%

5Y*

16.68%

10Y*

12.71%

*Annualized

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Envestnet, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

ENV vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENV
The Risk-Adjusted Performance Rank of ENV is 9393
Overall Rank
The Sharpe Ratio Rank of ENV is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ENV is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ENV is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ENV is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ENV is 9292
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6767
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6969
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.

ENV vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Envestnet, Inc. (ENV) and 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.

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Dividends

ENV vs. SPY - Dividend Comparison

ENV has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.

TTM20242023202220212020201920182017201620152014
ENV
Envestnet, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF		1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ENV vs. SPY - Drawdown Comparison

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Volatility

ENV vs. SPY - Volatility Comparison

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