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FVRR vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FVRRSPYG
YTD Return-22.89%11.22%
1Y Return-20.46%33.07%
3Y Return (Ann)-52.20%7.83%
Sharpe Ratio-0.442.30
Daily Std Dev56.71%13.98%
Max Drawdown-94.05%-67.79%
Current Drawdown-93.50%-2.01%

Correlation

-0.50.00.51.00.5

The correlation between FVRR and SPYG is 0.46, 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.

Performance

FVRR vs. SPYG - Performance Comparison

In the year-to-date period, FVRR achieves a -22.89% return, which is significantly lower than SPYG's 11.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
-0.05%
102.62%
FVRR
SPYG

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Fiverr International Ltd.

SPDR Portfolio S&P 500 Growth ETF

Risk-Adjusted Performance

FVRR vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiverr International Ltd. (FVRR) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


FVRR
Sharpe ratio
The chart of Sharpe ratio for FVRR, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.004.00-0.44
Sortino ratio
The chart of Sortino ratio for FVRR, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.006.00-0.33
Omega ratio
The chart of Omega ratio for FVRR, currently valued at 0.96, compared to the broader market0.501.001.500.96
Calmar ratio
The chart of Calmar ratio for FVRR, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26
Martin ratio
The chart of Martin ratio for FVRR, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.03
SPYG
Sharpe ratio
The chart of Sharpe ratio for SPYG, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for SPYG, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for SPYG, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for SPYG, currently valued at 1.32, compared to the broader market0.002.004.006.001.32
Martin ratio
The chart of Martin ratio for SPYG, currently valued at 12.36, compared to the broader market-10.000.0010.0020.0030.0012.36

FVRR vs. SPYG - Sharpe Ratio Comparison

The current FVRR Sharpe Ratio is -0.44, which is lower than the SPYG Sharpe Ratio of 2.30. The chart below compares the 12-month rolling Sharpe Ratio of FVRR and SPYG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.44
2.30
FVRR
SPYG

Dividends

FVRR vs. SPYG - Dividend Comparison

FVRR has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.94%.


TTM20232022202120202019201820172016201520142013
FVRR
Fiverr International Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.94%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%

Drawdowns

FVRR vs. SPYG - Drawdown Comparison

The maximum FVRR drawdown since its inception was -94.05%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for FVRR and SPYG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-93.50%
-2.01%
FVRR
SPYG

Volatility

FVRR vs. SPYG - Volatility Comparison

Fiverr International Ltd. (FVRR) has a higher volatility of 12.64% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.89%. This indicates that FVRR's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
12.64%
5.89%
FVRR
SPYG