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

Correlation

The correlation between FOUR and ^SP500TR is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

FOUR vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shift4 Payments, Inc. (FOUR) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
57.96%
5.74%
FOUR
^SP500TR

Key characteristics

Sharpe Ratio

FOUR:

1.01

^SP500TR:

2.05

Sortino Ratio

FOUR:

1.60

^SP500TR:

2.74

Omega Ratio

FOUR:

1.21

^SP500TR:

1.38

Calmar Ratio

FOUR:

1.07

^SP500TR:

3.07

Martin Ratio

FOUR:

3.09

^SP500TR:

13.20

Ulcer Index

FOUR:

14.79%

^SP500TR:

1.97%

Daily Std Dev

FOUR:

45.51%

^SP500TR:

12.66%

Max Drawdown

FOUR:

-69.95%

^SP500TR:

-55.25%

Current Drawdown

FOUR:

-7.34%

^SP500TR:

-2.72%

Returns By Period

In the year-to-date period, FOUR achieves a 2.63% return, which is significantly higher than ^SP500TR's 0.65% return.


FOUR

YTD

2.63%

1M

3.51%

6M

57.96%

1Y

45.90%

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

0.65%

1M

-2.13%

6M

5.74%

1Y

26.13%

5Y*

14.46%

10Y*

13.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FOUR vs. ^SP500TR — Risk-Adjusted Performance Rank

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

FOUR
The Risk-Adjusted Performance Rank of FOUR is 7777
Overall Rank
The Sharpe Ratio Rank of FOUR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FOUR is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FOUR is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FOUR is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FOUR is 7474
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9393
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9393
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9595
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.

FOUR vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shift4 Payments, Inc. (FOUR) 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.


Sharpe ratio
The chart of Sharpe ratio for FOUR, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.012.05
The chart of Sortino ratio for FOUR, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.602.74
The chart of Omega ratio for FOUR, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.38
The chart of Calmar ratio for FOUR, currently valued at 1.07, compared to the broader market0.002.004.006.001.073.07
The chart of Martin ratio for FOUR, currently valued at 3.09, compared to the broader market-10.000.0010.0020.003.0913.20
FOUR
^SP500TR

The current FOUR Sharpe Ratio is 1.01, which is lower than the ^SP500TR Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FOUR 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.01
2.05
FOUR
^SP500TR

Drawdowns

FOUR vs. ^SP500TR - Drawdown Comparison

The maximum FOUR drawdown since its inception was -69.95%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FOUR and ^SP500TR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.34%
-2.72%
FOUR
^SP500TR

Volatility

FOUR vs. ^SP500TR - Volatility Comparison

Shift4 Payments, Inc. (FOUR) has a higher volatility of 10.26% compared to S&P 500 Total Return (^SP500TR) at 4.47%. This indicates that FOUR'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%AugustSeptemberOctoberNovemberDecember2025
10.26%
4.47%
FOUR
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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