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HURN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HURN and SPY is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

HURN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huron Consulting Group Inc. (HURN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
628.89%
567.13%
HURN
SPY

Key characteristics

Sharpe Ratio

HURN:

1.33

SPY:

-0.09

Sortino Ratio

HURN:

2.27

SPY:

-0.02

Omega Ratio

HURN:

1.30

SPY:

1.00

Calmar Ratio

HURN:

2.03

SPY:

-0.09

Martin Ratio

HURN:

8.45

SPY:

-0.45

Ulcer Index

HURN:

5.15%

SPY:

3.31%

Daily Std Dev

HURN:

32.79%

SPY:

15.87%

Max Drawdown

HURN:

-85.60%

SPY:

-55.19%

Current Drawdown

HURN:

-9.64%

SPY:

-17.32%

Returns By Period

In the year-to-date period, HURN achieves a 10.86% return, which is significantly higher than SPY's -13.53% return. Over the past 10 years, HURN has underperformed SPY with an annualized return of 7.48%, while SPY has yielded a comparatively higher 11.17% annualized return.


HURN

YTD

10.86%

1M

-7.72%

6M

28.92%

1Y

46.26%

5Y*

24.07%

10Y*

7.48%

SPY

YTD

-13.53%

1M

-12.00%

6M

-11.25%

1Y

-1.30%

5Y*

15.50%

10Y*

11.17%

*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

HURN vs. SPY — Risk-Adjusted Performance Rank

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

HURN
The Risk-Adjusted Performance Rank of HURN is 9393
Overall Rank
The Sharpe Ratio Rank of HURN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of HURN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of HURN is 9090
Omega Ratio Rank
The Calmar Ratio Rank of HURN is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HURN is 9494
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 3939
Overall Rank
The Sharpe Ratio Rank of SPY is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 3838
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.

HURN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huron Consulting Group Inc. (HURN) and 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.


Sharpe ratio
The chart of Sharpe ratio for HURN, currently valued at 1.33, compared to the broader market-2.00-1.000.001.002.00
HURN: 1.33
SPY: -0.09
The chart of Sortino ratio for HURN, currently valued at 2.27, compared to the broader market-6.00-4.00-2.000.002.004.00
HURN: 2.27
SPY: -0.02
The chart of Omega ratio for HURN, currently valued at 1.30, compared to the broader market0.501.001.502.00
HURN: 1.30
SPY: 1.00
The chart of Calmar ratio for HURN, currently valued at 2.03, compared to the broader market0.001.002.003.004.00
HURN: 2.03
SPY: -0.09
The chart of Martin ratio for HURN, currently valued at 8.45, compared to the broader market-10.000.0010.0020.00
HURN: 8.45
SPY: -0.45

The current HURN Sharpe Ratio is 1.33, which is higher than the SPY Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of HURN and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.33
-0.09
HURN
SPY

Dividends

HURN vs. SPY - Dividend Comparison

HURN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.42%.


TTM20242023202220212020201920182017201620152014
HURN
Huron Consulting Group 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%
SPY
SPDR S&P 500 ETF
1.42%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

HURN vs. SPY - Drawdown Comparison

The maximum HURN drawdown since its inception was -85.60%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HURN and SPY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.64%
-17.32%
HURN
SPY

Volatility

HURN vs. SPY - Volatility Comparison

Huron Consulting Group Inc. (HURN) has a higher volatility of 10.94% compared to SPDR S&P 500 ETF (SPY) at 9.29%. This indicates that HURN'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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.94%
9.29%
HURN
SPY
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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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