FLNT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Fluent, Inc. (FLNT) and S&P 500 Index (^GSPC).

Performance

FLNT vs. ^GSPC - Performance Comparison

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

FLNT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLNT Fluent, Inc.	35.83%	-4.76%	-37.31%	-38.53%	-45.23%	-62.52%	112.40%	-30.56%	-18.18%	27.54%
^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, FLNT achieves a 35.83% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, FLNT has underperformed ^GSPC with an annualized return of -20.55%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

FLNT

• 1D: 3.16%
• 1M: -1.51%
• YTD: 35.83%
• 6M: 46.85%
• 1Y: 46.85%
• 3Y*: -12.82%
• 5Y*: -34.36%
• 10Y*: -20.55%

^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

FLNT vs. ^GSPC — Risk / Return Rank

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

FLNT

FLNT Risk / Return Rank: 63
FLNT Sharpe Ratio Rank: 61
FLNT Sortino Ratio Rank: 65
FLNT Omega Ratio Rank: 59
FLNT Calmar Ratio Rank: 65
FLNT Martin Ratio Rank: 64

^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.

FLNT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fluent, Inc. (FLNT) 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.

	FLNT	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.58	0.92	-0.33
Sortino ratio Return per unit of downside risk	1.41	1.41	-0.01
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.05
Calmar ratio Return relative to maximum drawdown	1.20	1.41	-0.22
Martin ratio Return relative to average drawdown	2.57	6.61	-4.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLNT vs. ^GSPC - Sharpe Ratio Comparison

The current FLNT Sharpe Ratio is 0.58, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FLNT 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

	FLNT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	0.92	-0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.46	0.61	-1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.26	0.68	-0.94
Sharpe Ratio (All Time) Calculated using the full available price history	-0.25	0.46	-0.71

Correlation

The correlation between FLNT and ^GSPC is 0.19, 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

FLNT vs. ^GSPC - Drawdown Comparison

The maximum FLNT drawdown since its inception was -99.42%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FLNT and ^GSPC.

Drawdown Indicators

	FLNT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.42%	-56.78%	-42.64%
Max Drawdown (1Y) Largest decline over 1 year	-41.35%	-12.14%	-29.21%
Max Drawdown (5Y) Largest decline over 5 years	-94.17%	-25.43%	-68.74%
Max Drawdown (10Y) Largest decline over 10 years	-96.67%	-33.92%	-62.75%
Current Drawdown Current decline from peak	-98.79%	-5.78%	-93.01%
Average Drawdown Average peak-to-trough decline	-79.56%	-10.75%	-68.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.30%	2.60%	+16.70%

Volatility

FLNT vs. ^GSPC - Volatility Comparison

Fluent, Inc. (FLNT) has a higher volatility of 24.73% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that FLNT'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

	FLNT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.73%	5.37%	+19.36%
Volatility (6M) Calculated over the trailing 6-month period	52.99%	9.55%	+43.44%
Volatility (1Y) Calculated over the trailing 1-year period	80.91%	18.33%	+62.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.50%	16.90%	+57.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.46%	18.05%	+61.41%