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

Correlation

The correlation between IPAR and SPY is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

IPAR vs. SPY - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%NovemberDecember2025FebruaryMarchApril
3,698.16%
2,135.86%
IPAR
SPY

Key characteristics

Sharpe Ratio

IPAR:

-0.43

SPY:

0.54

Sortino Ratio

IPAR:

-0.40

SPY:

0.89

Omega Ratio

IPAR:

0.95

SPY:

1.13

Calmar Ratio

IPAR:

-0.45

SPY:

0.58

Martin Ratio

IPAR:

-1.30

SPY:

2.39

Ulcer Index

IPAR:

11.56%

SPY:

4.51%

Daily Std Dev

IPAR:

35.01%

SPY:

20.07%

Max Drawdown

IPAR:

-81.82%

SPY:

-55.19%

Current Drawdown

IPAR:

-28.85%

SPY:

-10.54%

Returns By Period

In the year-to-date period, IPAR achieves a -17.91% return, which is significantly lower than SPY's -6.44% return. Over the past 10 years, IPAR has outperformed SPY with an annualized return of 15.15%, while SPY has yielded a comparatively lower 11.95% annualized return.


IPAR

YTD

-17.91%

1M

-9.53%

6M

-10.52%

1Y

-15.74%

5Y*

21.98%

10Y*

15.15%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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Risk-Adjusted Performance

IPAR vs. SPY — Risk-Adjusted Performance Rank

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

IPAR
The Risk-Adjusted Performance Rank of IPAR is 2525
Overall Rank
The Sharpe Ratio Rank of IPAR is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IPAR is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IPAR is 2828
Omega Ratio Rank
The Calmar Ratio Rank of IPAR is 2424
Calmar Ratio Rank
The Martin Ratio Rank of IPAR is 1616
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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.

IPAR vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inter Parfums, Inc. (IPAR) 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.


The chart of Sharpe ratio for IPAR, currently valued at -0.43, compared to the broader market-2.00-1.000.001.002.003.00
IPAR: -0.43
SPY: 0.54
The chart of Sortino ratio for IPAR, currently valued at -0.40, compared to the broader market-6.00-4.00-2.000.002.004.00
IPAR: -0.40
SPY: 0.89
The chart of Omega ratio for IPAR, currently valued at 0.95, compared to the broader market0.501.001.502.00
IPAR: 0.95
SPY: 1.13
The chart of Calmar ratio for IPAR, currently valued at -0.45, compared to the broader market0.001.002.003.004.005.00
IPAR: -0.45
SPY: 0.58
The chart of Martin ratio for IPAR, currently valued at -1.30, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
IPAR: -1.30
SPY: 2.39

The current IPAR Sharpe Ratio is -0.43, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IPAR 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.43
0.54
IPAR
SPY

Dividends

IPAR vs. SPY - Dividend Comparison

IPAR's dividend yield for the trailing twelve months is around 2.84%, more than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
IPAR
Inter Parfums, Inc.
2.84%2.28%1.74%2.07%0.94%0.55%1.59%1.38%1.66%1.89%2.18%1.75%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

IPAR vs. SPY - Drawdown Comparison

The maximum IPAR drawdown since its inception was -81.82%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IPAR and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.85%
-10.54%
IPAR
SPY

Volatility

IPAR vs. SPY - Volatility Comparison

The current volatility for Inter Parfums, Inc. (IPAR) is 14.17%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.13%. This indicates that IPAR experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
14.17%
15.13%
IPAR
SPY