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EVVTY vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EVVTY and ^SP500TR is 0.25, 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.


Performance

EVVTY vs. ^SP500TR - 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 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
1,232.23%
202.91%
EVVTY
^SP500TR

Key characteristics

Sharpe Ratio

EVVTY:

-0.95

^SP500TR:

0.52

Sortino Ratio

EVVTY:

-1.23

^SP500TR:

0.89

Omega Ratio

EVVTY:

0.81

^SP500TR:

1.13

Calmar Ratio

EVVTY:

-0.60

^SP500TR:

0.57

Martin Ratio

EVVTY:

-1.61

^SP500TR:

2.19

Ulcer Index

EVVTY:

23.30%

^SP500TR:

4.84%

Daily Std Dev

EVVTY:

39.59%

^SP500TR:

19.36%

Max Drawdown

EVVTY:

-64.22%

^SP500TR:

-55.25%

Current Drawdown

EVVTY:

-61.61%

^SP500TR:

-7.62%

Returns By Period

In the year-to-date period, EVVTY achieves a -7.70% return, which is significantly lower than ^SP500TR's -3.34% return.


EVVTY

YTD

-7.70%

1M

-4.14%

6M

-21.15%

1Y

-37.37%

5Y*

8.83%

10Y*

N/A

^SP500TR

YTD

-3.34%

1M

3.81%

6M

-4.97%

1Y

10.02%

5Y*

15.88%

10Y*

12.45%

*Annualized

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Risk-Adjusted Performance

EVVTY vs. ^SP500TR — Risk-Adjusted Performance Rank

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

EVVTY
The Risk-Adjusted Performance Rank of EVVTY is 88
Overall Rank
The Sharpe Ratio Rank of EVVTY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of EVVTY is 99
Sortino Ratio Rank
The Omega Ratio Rank of EVVTY is 77
Omega Ratio Rank
The Calmar Ratio Rank of EVVTY is 1414
Calmar Ratio Rank
The Martin Ratio Rank of EVVTY is 55
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7575
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8080
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.

EVVTY vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolution Gaming Group AB ADR (EVVTY) and S&P 500 Total Return (^SP500TR). 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 EVVTY Sharpe Ratio is -0.95, which is lower than the ^SP500TR Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EVVTY and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.95
0.52
EVVTY
^SP500TR

Drawdowns

EVVTY vs. ^SP500TR - Drawdown Comparison

The maximum EVVTY drawdown since its inception was -64.22%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EVVTY and ^SP500TR. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-61.61%
-7.62%
EVVTY
^SP500TR

Volatility

EVVTY vs. ^SP500TR - Volatility Comparison

Evolution Gaming Group AB ADR (EVVTY) has a higher volatility of 23.99% compared to S&P 500 Total Return (^SP500TR) at 6.81%. This indicates that EVVTY's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
23.99%
6.81%
EVVTY
^SP500TR