HOOD vs. FEZ
HOOD (Robinhood Markets, Inc.) is a stock, while FEZ (State Street SPDR EURO STOXX 50 ETF) is Europe Equities fund tracking the EURO STOXX 50 Index. Over the past 3 years, HOOD returned 98.15%/yr vs 15.93%/yr for FEZ. At a 0.45 correlation, their price movements are largely independent.
Performance
HOOD vs. FEZ - Performance Comparison
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Returns By Period
In the year-to-date period, HOOD achieves a -12.22% return, which is significantly lower than FEZ's 6.18% return.
HOOD
- 1D
- -0.68%
- 1M
- -8.20%
- 6M
- -8.70%
- YTD
- -12.22%
- 1Y
- -9.53%
- 3Y*
- 98.15%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.29%
FEZ
- 1D
- -0.80%
- 1M
- -2.56%
- 6M
- 2.67%
- YTD
- 6.18%
- 1Y
- 16.45%
- 3Y*
- 15.93%
- 5Y*
- 11.10%
- 10Y*
- 10.83%
- ALL TIME*
- 7.67%
HOOD vs. FEZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HOOD Robinhood Markets, Inc. | -12.22% | 203.54% | 192.46% | 56.51% | -54.17% | -53.26% |
FEZ State Street SPDR EURO STOXX 50 ETF | 6.18% | 37.81% | 3.57% | 27.16% | -14.27% | 0.69% |
Correlation
The correlation between HOOD and FEZ is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2021 | 0.45 |
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Return for Risk
HOOD vs. FEZ — Risk / Return Rank
HOOD
FEZ
HOOD vs. FEZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Robinhood Markets, Inc. (HOOD) and State Street SPDR EURO STOXX 50 ETF (FEZ). 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.
| HOOD | FEZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.21 | -1.38 |
| Martin ratioReturn relative to average drawdown | -0.29 | 4.15 | -4.44 |
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Drawdowns
HOOD vs. FEZ - Drawdown Comparison
The maximum HOOD drawdown since its inception was -90.21%, which is greater than FEZ's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for HOOD and FEZ.
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Drawdown Indicators
| HOOD | FEZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.21% | -64.21% | -26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -57.26% | -13.63% | -43.63% |
Max Drawdown (3Y)Largest decline over 3 years | -57.26% | -15.85% | -41.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.69% | — |
Current DrawdownCurrent decline from peak | -34.88% | -3.38% | -31.50% |
Average DrawdownAverage peak-to-trough decline | -60.27% | -16.99% | -43.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.07% | 3.97% | +29.10% |
Volatility
HOOD vs. FEZ - Volatility Comparison
Robinhood Markets, Inc. (HOOD) has a higher volatility of 19.39% compared to State Street SPDR EURO STOXX 50 ETF (FEZ) at 4.58%. This indicates that HOOD's price experiences larger fluctuations and is considered to be riskier than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HOOD | FEZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.39% | 4.58% | +14.81% |
Volatility (6M)Calculated over the trailing 6-month period | 52.44% | 15.84% | +36.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.79% | 18.46% | +51.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.98% | 20.66% | +53.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.98% | 20.68% | +53.30% |
Dividends
HOOD vs. FEZ - Dividend Comparison
HOOD has not paid dividends to shareholders, while FEZ's dividend yield for the trailing twelve months is around 2.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEZ State Street SPDR EURO STOXX 50 ETF | 2.65% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
HOOD Robinhood Markets, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HOOD and FEZ have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOOD has higher volatility (19.39%) compared to FEZ (4.58%). In terms of maximum drawdown, HOOD dropped -90.21% vs FEZ's -64.21%.
FEZ currently has the higher Sharpe Ratio (0.90 vs -0.14), 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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