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ICP-USD vs. SPY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ICP-USD and SPY is 0.24, 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.


-0.50.00.51.00.2

Performance

ICP-USD vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Internet Computer (ICP-USD) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
-12.23%
9.78%
ICP-USD
SPY

Key characteristics

Sharpe Ratio

ICP-USD:

-0.46

SPY:

1.91

Sortino Ratio

ICP-USD:

-0.19

SPY:

2.57

Omega Ratio

ICP-USD:

0.98

SPY:

1.35

Calmar Ratio

ICP-USD:

0.00

SPY:

2.88

Martin Ratio

ICP-USD:

-1.57

SPY:

11.96

Ulcer Index

ICP-USD:

28.08%

SPY:

2.03%

Daily Std Dev

ICP-USD:

78.93%

SPY:

12.68%

Max Drawdown

ICP-USD:

-99.32%

SPY:

-55.19%

Current Drawdown

ICP-USD:

-98.42%

SPY:

0.00%

Returns By Period

In the year-to-date period, ICP-USD achieves a -31.59% return, which is significantly lower than SPY's 4.34% return.


ICP-USD

YTD

-31.59%

1M

-31.60%

6M

-7.36%

1Y

-53.72%

5Y*

N/A

10Y*

N/A

SPY

YTD

4.34%

1M

2.33%

6M

10.15%

1Y

23.99%

5Y*

14.44%

10Y*

13.21%

*Annualized

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Risk-Adjusted Performance

ICP-USD vs. SPY — Risk-Adjusted Performance Rank

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

ICP-USD
The Risk-Adjusted Performance Rank of ICP-USD is 2424
Overall Rank
The Sharpe Ratio Rank of ICP-USD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ICP-USD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ICP-USD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ICP-USD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ICP-USD is 1616
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7878
Overall Rank
The Sharpe Ratio Rank of SPY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8181
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.

ICP-USD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-USD) 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 ICP-USD, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.461.68
The chart of Sortino ratio for ICP-USD, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.005.00-0.192.23
The chart of Omega ratio for ICP-USD, currently valued at 0.98, compared to the broader market0.901.001.101.201.301.401.500.981.32
The chart of Calmar ratio for ICP-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.000.76
The chart of Martin ratio for ICP-USD, currently valued at -1.57, compared to the broader market0.0010.0020.0030.0040.0050.00-1.5710.66
ICP-USD
SPY

The current ICP-USD Sharpe Ratio is -0.46, which is lower than the SPY Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ICP-USD 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.46
1.68
ICP-USD
SPY

Drawdowns

ICP-USD vs. SPY - Drawdown Comparison

The maximum ICP-USD drawdown since its inception was -99.32%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ICP-USD and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.42%
0
ICP-USD
SPY

Volatility

ICP-USD vs. SPY - Volatility Comparison

Internet Computer (ICP-USD) has a higher volatility of 22.92% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that ICP-USD'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%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
22.92%
3.00%
ICP-USD
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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