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

Correlation

The correlation between INFN and SPY is 0.51, 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

INFN vs. SPY - Performance Comparison

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

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Key characteristics

Returns By Period


INFN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

0.87%

1M

5.54%

6M

-1.56%

1Y

13.18%

3Y*

14.25%

5Y*

15.81%

10Y*

12.73%

*Annualized

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Infinera Corporation

SPDR S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

INFN vs. SPY — Risk-Adjusted Performance Rank

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

INFN
The Risk-Adjusted Performance Rank of INFN is 7171
Overall Rank
The Sharpe Ratio Rank of INFN is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of INFN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of INFN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of INFN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of INFN is 7474
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

INFN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Infinera Corporation (INFN) 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

INFN vs. SPY - Dividend Comparison

INFN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
INFN
Infinera Corporation
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
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

INFN vs. SPY - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

INFN vs. SPY - Volatility Comparison


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