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INV vs. SPYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INV vs. SPYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innventure, Inc (INV) and State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INV achieves a 45.45% return, which is significantly higher than SPYM's 9.79% return.


INV

1D
-8.30%
1M
-8.43%
YTD
45.45%
6M
39.77%
1Y
14.50%
3Y*
5Y*
10Y*

SPYM

1D
-0.32%
1M
0.12%
YTD
9.79%
6M
9.30%
1Y
26.75%
3Y*
21.36%
5Y*
13.59%
10Y*
15.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INV vs. SPYM - Yearly Performance Comparison


2026 (YTD)20252024
INV
Innventure, Inc
45.45%-69.82%2.59%
SPYM
State Street SPDR Portfolio S&P 500 ETF
9.79%17.79%3.40%

Correlation

The correlation between INV and SPYM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2024

0.23

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Return for Risk

INV vs. SPYM — Risk / Return Rank

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

INV
INV Risk / Return Rank: 5151
Overall Rank
INV Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
INV Sortino Ratio Rank: 5959
Sortino Ratio Rank
INV Omega Ratio Rank: 5656
Omega Ratio Rank
INV Calmar Ratio Rank: 4848
Calmar Ratio Rank
INV Martin Ratio Rank: 4747
Martin Ratio Rank

SPYM
SPYM Risk / Return Rank: 6868
Overall Rank
SPYM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPYM Omega Ratio Rank: 6969
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INV vs. SPYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innventure, Inc (INV) and State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.


INVSPYMDifference
Sharpe ratioReturn per unit of total volatility

-2.05

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.13

1.39

-0.27

Calmar ratioReturn relative to maximum drawdown

0.23

3.02

-2.78

Martin ratioReturn relative to average drawdown

0.43

13.57

-13.14

INV vs. SPYM - Sharpe Ratio Comparison

The current INV Sharpe Ratio is 0.12, which is lower than the SPYM Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of INV and SPYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INV vs. SPYM - Drawdown Comparison

The maximum INV drawdown since its inception was -81.59%, which is greater than SPYM's maximum drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for INV and SPYM.


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Drawdown Indicators


INVSPYMDifference

Max Drawdown

Largest peak-to-trough decline

-81.59%

-54.46%

-27.13%

Max Drawdown (1Y)

Largest decline over 1 year

-62.17%

-8.90%

-53.27%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

Current Drawdown

Current decline from peak

-56.10%

-1.73%

-54.37%

Average Drawdown

Average peak-to-trough decline

-52.98%

-7.14%

-45.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.50%

1.98%

+31.52%

Volatility

INV vs. SPYM - Volatility Comparison

Innventure, Inc (INV) has a higher volatility of 33.05% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 4.61%. This indicates that INV's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INVSPYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.05%

4.61%

+28.44%

Volatility (6M)

Calculated over the trailing 6-month period

82.49%

9.74%

+72.75%

Volatility (1Y)

Calculated over the trailing 1-year period

121.53%

12.39%

+109.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.13%

16.89%

+96.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.13%

18.05%

+95.08%

Dividends

INV vs. SPYM - Dividend Comparison

INV has not paid dividends to shareholders, while SPYM's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM20252024202320222021202020192018201720162015
INV
Innventure, 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%
SPYM
State Street SPDR Portfolio S&P 500 ETF
1.28%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%

Frequently Asked Questions


INV and SPYM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INV has higher volatility (33.05%) compared to SPYM (4.61%). In terms of maximum drawdown, INV dropped -81.59% vs SPYM's -54.46%.

SPYM currently has the higher Sharpe Ratio (2.17 vs 0.12), 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.

Portfolio Optimizer

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