FIS vs. SPY
FIS (Fidelity National Information Services, Inc.) 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 10 years, FIS returned -4.34%/yr vs 15.70%/yr for SPY. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
FIS vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, FIS achieves a -42.10% return, which is significantly lower than SPY's 9.74% return. Over the past 10 years, FIS has underperformed SPY with an annualized return of -4.34%, while SPY has yielded a comparatively higher 15.70% annualized return.
FIS
- 1D
- -1.28%
- 1M
- -12.42%
- YTD
- -42.10%
- 6M
- -42.47%
- 1Y
- -51.43%
- 3Y*
- -8.19%
- 5Y*
- -21.70%
- 10Y*
- -4.34%
SPY
- 1D
- -0.31%
- 1M
- 0.09%
- YTD
- 9.74%
- 6M
- 9.27%
- 1Y
- 26.65%
- 3Y*
- 21.27%
- 5Y*
- 13.51%
- 10Y*
- 15.70%
FIS vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | -42.10% | -15.85% | 36.96% | -8.21% | -36.46% | -21.90% | 2.71% | 37.19% | 10.32% | 26.04% |
SPY State Street SPDR S&P 500 ETF | 9.74% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between FIS and SPY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2001 | 0.56 |
Over the past year, the correlation between FIS and SPY has dropped to 0.24 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
FIS vs. SPY — Risk / Return Rank
FIS
SPY
FIS vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity National Information Services, Inc. (FIS) 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.
| FIS | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.86 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.39 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 3.01 | -3.99 |
| Martin ratioReturn relative to average drawdown | -1.72 | 13.54 | -15.25 |
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Drawdowns
FIS vs. SPY - Drawdown Comparison
The maximum FIS drawdown since its inception was -72.46%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FIS and SPY.
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Drawdown Indicators
| FIS | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.46% | -55.19% | -17.27% |
Max Drawdown (1Y)Largest decline over 1 year | -52.71% | -8.88% | -43.83% |
Max Drawdown (3Y)Largest decline over 3 years | -56.55% | -18.76% | -37.79% |
Max Drawdown (5Y)Largest decline over 5 years | -71.65% | -24.50% | -47.15% |
Max Drawdown (10Y)Largest decline over 10 years | -72.46% | -33.72% | -38.74% |
Current DrawdownCurrent decline from peak | -72.46% | -1.75% | -70.71% |
Average DrawdownAverage peak-to-trough decline | -19.77% | -9.04% | -10.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.01% | 1.97% | +28.04% |
Volatility
FIS vs. SPY - Volatility Comparison
Fidelity National Information Services, Inc. (FIS) has a higher volatility of 8.91% compared to State Street SPDR S&P 500 ETF (SPY) at 4.64%. This indicates that FIS'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
| FIS | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 4.64% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 24.69% | 9.75% | +14.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.40% | 12.43% | +17.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.51% | 17.14% | +16.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.97% | 17.99% | +11.98% |
Dividends
FIS vs. SPY - Dividend Comparison
FIS's dividend yield for the trailing twelve months is around 4.45%, more than SPY's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIS Fidelity National Information Services, Inc. | 4.45% | 2.41% | 1.78% | 3.46% | 2.77% | 1.43% | 0.99% | 1.01% | 1.25% | 1.23% | 1.37% | 1.72% |
SPY State Street SPDR S&P 500 ETF | 1.01% | 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
FIS and SPY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIS has higher volatility (8.91%) compared to SPY (4.64%). In terms of maximum drawdown, FIS dropped -72.46% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (2.16 vs -1.70), 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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