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

Correlation

The correlation between MDRX and SPY is 0.40, 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: 0.4

Performance

MDRX vs. SPY - Performance Comparison

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

0.00%200.00%400.00%600.00%December2025FebruaryMarchAprilMay
-53.61%
561.60%
MDRX
SPY

Key characteristics

Sharpe Ratio

MDRX:

-0.80

SPY:

0.70

Sortino Ratio

MDRX:

-0.99

SPY:

1.11

Omega Ratio

MDRX:

0.85

SPY:

1.17

Calmar Ratio

MDRX:

-0.51

SPY:

0.75

Martin Ratio

MDRX:

-1.52

SPY:

2.96

Ulcer Index

MDRX:

30.72%

SPY:

4.74%

Daily Std Dev

MDRX:

58.54%

SPY:

20.05%

Max Drawdown

MDRX:

-97.79%

SPY:

-55.19%

Current Drawdown

MDRX:

-90.90%

SPY:

-7.79%

Returns By Period

In the year-to-date period, MDRX achieves a -57.33% return, which is significantly lower than SPY's -3.56% return. Over the past 10 years, MDRX has underperformed SPY with an annualized return of -11.43%, while SPY has yielded a comparatively higher 12.25% annualized return.


MDRX

YTD

-57.33%

1M

4.00%

6M

-55.74%

1Y

-45.97%

5Y*

-5.52%

10Y*

-11.43%

SPY

YTD

-3.56%

1M

11.52%

6M

-0.47%

1Y

11.62%

5Y*

16.42%

10Y*

12.25%

*Annualized

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Risk-Adjusted Performance

MDRX vs. SPY — Risk-Adjusted Performance Rank

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

MDRX
The Risk-Adjusted Performance Rank of MDRX is 1111
Overall Rank
The Sharpe Ratio Rank of MDRX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MDRX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of MDRX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MDRX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of MDRX is 66
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6666
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 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6868
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.

MDRX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allscripts Healthcare Solutions, Inc. (MDRX) 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 MDRX, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.00
MDRX: -0.80
SPY: 0.70
The chart of Sortino ratio for MDRX, currently valued at -0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
MDRX: -0.99
SPY: 1.11
The chart of Omega ratio for MDRX, currently valued at 0.85, compared to the broader market0.501.001.502.00
MDRX: 0.85
SPY: 1.17
The chart of Calmar ratio for MDRX, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00
MDRX: -0.51
SPY: 0.75
The chart of Martin ratio for MDRX, currently valued at -1.52, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
MDRX: -1.52
SPY: 2.96

The current MDRX Sharpe Ratio is -0.80, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MDRX 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.80
0.70
MDRX
SPY

Dividends

MDRX vs. SPY - Dividend Comparison

MDRX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
MDRX
Allscripts Healthcare Solutions, 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
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

MDRX vs. SPY - Drawdown Comparison

The maximum MDRX drawdown since its inception was -97.79%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MDRX and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-90.90%
-7.79%
MDRX
SPY

Volatility

MDRX vs. SPY - Volatility Comparison

Allscripts Healthcare Solutions, Inc. (MDRX) and SPDR S&P 500 ETF (SPY) have volatilities of 14.70% and 14.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
14.70%
14.12%
MDRX
SPY