EVVTY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Evolution Gaming Group AB ADR (EVVTY) and S&P 500 Index (^GSPC).

Performance

EVVTY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Evolution Gaming Group AB ADR (EVVTY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

EVVTY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EVVTY Evolution Gaming Group AB ADR	-5.56%	-3.86%	-34.01%	24.02%	-30.55%	42.20%	244.10%	158.72%	-18.41%	160.85%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, EVVTY achieves a -5.56% return, which is significantly lower than ^GSPC's -3.95% return.

EVVTY

• 1D: 3.05%
• 1M: 7.38%
• YTD: -5.56%
• 6M: -21.58%
• 1Y: -6.07%
• 3Y*: -18.30%
• 5Y*: -12.96%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EVVTY vs. ^GSPC — Risk / Return Rank

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

EVVTY

EVVTY Risk / Return Rank: 33
EVVTY Sharpe Ratio Rank: 33
EVVTY Sortino Ratio Rank: 30
EVVTY Omega Ratio Rank: 30
EVVTY Calmar Ratio Rank: 35
EVVTY Martin Ratio Rank: 36

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

EVVTY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolution Gaming Group AB ADR (EVVTY) and S&P 500 Index (^GSPC). 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.

	EVVTY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.16	0.92	-1.08
Sortino ratio Return per unit of downside risk	0.03	1.41	-1.38
Omega ratio Gain probability vs. loss probability	1.01	1.21	-0.21
Calmar ratio Return relative to maximum drawdown	-0.17	1.41	-1.58
Martin ratio Return relative to average drawdown	-0.30	6.61	-6.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EVVTY vs. ^GSPC - Sharpe Ratio Comparison

The current EVVTY Sharpe Ratio is -0.16, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EVVTY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EVVTY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	0.92	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.61	-0.91
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.46	+0.03

Correlation

The correlation between EVVTY and ^GSPC is 0.29, 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.

Drawdowns

EVVTY vs. ^GSPC - Drawdown Comparison

The maximum EVVTY drawdown since its inception was -67.34%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EVVTY and ^GSPC.

Drawdown Indicators

	EVVTY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-67.34%	-56.78%	-10.56%
Max Drawdown (1Y) Largest decline over 1 year	-38.61%	-12.14%	-26.47%
Max Drawdown (5Y) Largest decline over 5 years	-67.34%	-25.43%	-41.91%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-63.24%	-5.78%	-57.46%
Average Drawdown Average peak-to-trough decline	-28.95%	-10.75%	-18.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.40%	2.60%	+18.80%

Volatility

EVVTY vs. ^GSPC - Volatility Comparison

Evolution Gaming Group AB ADR (EVVTY) has a higher volatility of 12.87% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that EVVTY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVVTY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.87%	5.37%	+7.50%
Volatility (6M) Calculated over the trailing 6-month period	22.51%	9.55%	+12.96%
Volatility (1Y) Calculated over the trailing 1-year period	37.47%	18.33%	+19.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.01%	16.90%	+27.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.61%	18.05%	+44.56%