LAUR vs. SPY

Last updated Jul 14, 2026

LAUR (Laureate Education, 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 5 years, LAUR returned 44.45%/yr vs 12.94%/yr for SPY. At a 0.37 correlation, their price movements are largely independent.

Performance

LAUR vs. SPY - Performance Comparison

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

Returns By Period

In the year-to-date period, LAUR achieves a 19.13% return, which is significantly higher than SPY's 10.45% return.

LAUR

• 1D: -0.87%
• 1M: 9.11%
• 6M: 12.76%
• YTD: 19.13%
• 1Y: 70.17%
• 3Y*: 50.38%
• 5Y*: 44.45%
• 10Y*: —

SPY

• 1D: -0.77%
• 1M: 1.26%
• 6M: 8.34%
• YTD: 10.45%
• 1Y: 21.46%
• 3Y*: 20.07%
• 5Y*: 12.94%
• 10Y*: 15.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LAUR vs. SPY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LAUR Laureate Education, Inc.	19.13%	84.09%	33.41%	50.20%	-4.08%	49.50%	-17.32%	15.55%	12.39%	8.48%
SPY State Street SPDR S&P 500 ETF	10.45%	17.72%	24.89%	26.18%	-18.18%	28.73%	18.33%	31.22%	-4.57%	19.57%

Correlation

The correlation between LAUR and SPY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017	0.37

The correlation between LAUR and SPY shifts across timeframes, from 0.25 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LAUR vs. SPY — Risk / Return Rank

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

LAUR

LAUR Risk / Return Rank: 92
LAUR Sharpe Ratio Rank: 93
LAUR Sortino Ratio Rank: 89
LAUR Omega Ratio Rank: 90
LAUR Calmar Ratio Rank: 92
LAUR Martin Ratio Rank: 93

SPY

SPY Risk / Return Rank: 66
SPY Sharpe Ratio Rank: 66
SPY Sortino Ratio Rank: 64
SPY Omega Ratio Rank: 65
SPY Calmar Ratio Rank: 61
SPY Martin Ratio Rank: 72

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.

LAUR vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Laureate Education, Inc. (LAUR) 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.

	LAUR	SPY	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.71	+0.45
Sortino ratio: Return per unit of downside risk	2.69	2.37	+0.33
Omega ratio: Gain probability vs. loss probability	1.38	1.31	+0.07
Calmar ratio: Return relative to maximum drawdown	4.32	2.43	+1.89
Martin ratio: Return relative to average drawdown	12.84	10.57	+2.26

LAUR vs. SPY - Sharpe Ratio Comparison

The current LAUR Sharpe Ratio is 2.17, which is comparable to the SPY Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of LAUR and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LAUR vs. SPY - Drawdown Comparison

The maximum LAUR drawdown since its inception was -64.52%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LAUR and SPY.

Drawdown Indicators

	LAUR	SPY	Difference
Max Drawdown Largest peak-to-trough decline	-64.52%	-55.19%	-9.33%
Max Drawdown (1Y) Largest decline over 1 year	-16.33%	-8.88%	-7.45%
Max Drawdown (3Y) Largest decline over 3 years	-16.33%	-18.76%	+2.43%
Max Drawdown (5Y) Largest decline over 5 years	-25.33%	-24.50%	-0.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.72%	—
Current Drawdown Current decline from peak	-0.87%	-1.12%	+0.25%
Average Drawdown Average peak-to-trough decline	-14.82%	-9.02%	-5.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	2.03%	+3.45%

Volatility

LAUR vs. SPY - Volatility Comparison

Laureate Education, Inc. (LAUR) has a higher volatility of 9.49% compared to State Street SPDR S&P 500 ETF (SPY) at 4.26%. This indicates that LAUR'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.

Volatility by Period

	LAUR	SPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.49%	4.26%	+5.23%
Volatility (6M) Calculated over the trailing 6-month period	23.90%	10.01%	+13.89%
Volatility (1Y) Calculated over the trailing 1-year period	32.63%	12.60%	+20.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.42%	17.17%	+16.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.05%	17.93%	+22.12%

Dividends

LAUR vs. SPY - Dividend Comparison

LAUR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LAUR Laureate Education, Inc.	0.00%	0.00%	0.00%	5.11%	22.77%	62.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPY State Street SPDR S&P 500 ETF	1.00%	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

Can I hold both LAUR and SPY in my portfolio?

LAUR and SPY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LAUR or SPY?

LAUR has higher volatility (9.49%) compared to SPY (4.26%). In terms of maximum drawdown, LAUR dropped -64.52% vs SPY's -55.19%.

Which has better risk-adjusted returns?

LAUR currently has the higher Sharpe Ratio (2.17 vs 1.71), 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.