EVTL vs. SPY
EVTL (Vertical Aerospace Ltd.) 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 3 years, EVTL returned -55.55%/yr vs 20.99%/yr for SPY. At a 0.30 correlation, their price movements are largely independent.
Performance
EVTL vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, EVTL achieves a -68.86% return, which is significantly lower than SPY's 11.30% return.
EVTL
- 1D
- -2.92%
- 1M
- -22.43%
- 6M
- -74.85%
- YTD
- -68.86%
- 1Y
- -66.19%
- 3Y*
- -55.55%
- 5Y*
- —
- 10Y*
- —
SPY
- 1D
- 0.43%
- 1M
- 2.04%
- 6M
- 9.35%
- YTD
- 11.30%
- 1Y
- 22.40%
- 3Y*
- 20.99%
- 5Y*
- 13.15%
- 10Y*
- 15.22%
EVTL vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EVTL Vertical Aerospace Ltd. | -68.86% | -57.63% | 82.85% | -79.71% | -49.63% | -25.06% |
SPY State Street SPDR S&P 500 ETF | 11.30% | 17.72% | 24.89% | 26.18% | -18.18% | 2.86% |
Correlation
The correlation between EVTL and SPY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.30 |
The correlation between EVTL and SPY shifts across timeframes, from 0.30 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EVTL vs. SPY — Risk / Return Rank
EVTL
SPY
EVTL vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertical Aerospace Ltd. (EVTL) 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.
| EVTL | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.62 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.48 | -3.35 |
| Martin ratioReturn relative to average drawdown | -1.49 | 10.83 | -12.32 |
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Drawdowns
EVTL vs. SPY - Drawdown Comparison
The maximum EVTL drawdown since its inception was -98.50%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EVTL and SPY.
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Drawdown Indicators
| EVTL | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -55.19% | -43.31% |
Max Drawdown (1Y)Largest decline over 1 year | -77.20% | -8.88% | -68.32% |
Max Drawdown (3Y)Largest decline over 3 years | -91.31% | -18.76% | -72.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -98.50% | -0.35% | -98.15% |
Average DrawdownAverage peak-to-trough decline | -80.64% | -9.03% | -71.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.85% | 2.03% | +42.82% |
Volatility
EVTL vs. SPY - Volatility Comparison
Vertical Aerospace Ltd. (EVTL) has a higher volatility of 19.23% compared to State Street SPDR S&P 500 ETF (SPY) at 4.52%. This indicates that EVTL's price experiences larger fluctuations and is considered to be riskier 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
| EVTL | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.23% | 4.52% | +14.71% |
Volatility (6M)Calculated over the trailing 6-month period | 62.04% | 9.98% | +52.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.98% | 12.55% | +75.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 111.94% | 17.16% | +94.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.94% | 17.92% | +94.02% |
Dividends
EVTL vs. SPY - Dividend Comparison
EVTL has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVTL Vertical Aerospace Ltd. | 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 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
EVTL and SPY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVTL has higher volatility (19.23%) compared to SPY (4.52%). In terms of maximum drawdown, EVTL dropped -98.50% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.76 vs -0.76), 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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