IZM vs. SPY
IZM (ICZOOM Group Inc) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, IZM returned -60.96%/yr vs 20.66%/yr for SPY. At a 0.04 correlation, their price movements are largely independent.
Performance
IZM vs. SPY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IZM achieves a -86.08% return, which is significantly lower than SPY's 8.10% return.
IZM
- 1D
- -6.03%
- 1M
- -11.74%
- YTD
- -86.08%
- 6M
- -84.50%
- 1Y
- -85.57%
- 3Y*
- -60.96%
- 5Y*
- —
- 10Y*
- —
SPY
- 1D
- -0.05%
- 1M
- -1.41%
- YTD
- 8.10%
- 6M
- 6.77%
- 1Y
- 22.18%
- 3Y*
- 20.66%
- 5Y*
- 12.96%
- 10Y*
- 15.53%
IZM vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IZM ICZOOM Group Inc | -86.08% | 50.30% | -83.80% | 160.75% |
SPY State Street SPDR S&P 500 ETF | 8.10% | 17.72% | 24.89% | 23.18% |
Correlation
The correlation between IZM and SPY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2023 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IZM vs. SPY — Risk / Return Rank
IZM
SPY
IZM vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICZOOM Group Inc (IZM) and State Street 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.
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.
| IZM | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.33 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.51 | -3.49 |
| Martin ratioReturn relative to average drawdown | -1.51 | 11.15 | -12.66 |
Loading charts...
Drawdowns
IZM vs. SPY - Drawdown Comparison
The maximum IZM drawdown since its inception was -99.33%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IZM and SPY.
Loading charts...
Drawdown Indicators
| IZM | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.33% | -55.19% | -44.14% |
Max Drawdown (1Y)Largest decline over 1 year | -87.39% | -8.88% | -78.51% |
Max Drawdown (3Y)Largest decline over 3 years | -99.33% | -18.76% | -80.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -99.31% | -3.22% | -96.09% |
Average DrawdownAverage peak-to-trough decline | -71.38% | -9.03% | -62.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.57% | 1.99% | +54.58% |
Volatility
IZM vs. SPY - Volatility Comparison
ICZOOM Group Inc (IZM) has a higher volatility of 86.75% compared to State Street SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that IZM'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.
Loading charts...
Volatility by Period
| IZM | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 86.75% | 4.85% | +81.90% |
Volatility (6M)Calculated over the trailing 6-month period | 139.00% | 9.81% | +129.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 174.81% | 12.47% | +162.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 138.54% | 17.15% | +121.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 138.54% | 17.95% | +120.59% |
Dividends
IZM vs. SPY - Dividend Comparison
IZM has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IZM ICZOOM 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 State Street SPDR S&P 500 ETF | 1.03% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Frequently Asked Questions
IZM and SPY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IZM has higher volatility (86.75%) compared to SPY (4.85%). In terms of maximum drawdown, IZM dropped -99.33% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.79 vs -0.49), 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.
Find the right allocation for IZM and SPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer