MOS vs. SPY
MOS (The Mosaic Company) 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 10 years, MOS returned 0.34%/yr vs 14.89%/yr for SPY. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
MOS vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, MOS achieves a -2.40% return, which is significantly lower than SPY's 9.22% return. Over the past 10 years, MOS has underperformed SPY with an annualized return of 0.34%, while SPY has yielded a comparatively higher 14.89% annualized return.
MOS
- 1D
- 3.31%
- 1M
- 3.13%
- 6M
- -17.33%
- YTD
- -2.40%
- 1Y
- -34.44%
- 3Y*
- -14.37%
- 5Y*
- -3.53%
- 10Y*
- 0.34%
- ALL TIME*
- 3.55%
SPY
- 1D
- 0.24%
- 1M
- 1.63%
- 6M
- 7.09%
- YTD
- 9.22%
- 1Y
- 17.60%
- 3Y*
- 18.95%
- 5Y*
- 12.46%
- 10Y*
- 14.89%
- ALL TIME*
- 10.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $153.06M | $171.90M | $197.58M | |
| $34.03B | $34.70B | $38.77B |
MOS vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOS The Mosaic Company | -2.40% | 1.10% | -29.14% | -16.42% | 12.80% | 72.15% | 7.60% | -25.28% | 14.22% | -10.38% |
SPY State Street SPDR S&P 500 ETF | 9.22% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between MOS and SPY is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2004 | 0.44 |
Over the past year, the correlation between MOS and SPY has dropped to 0.15 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
MOS vs. SPY — Risk / Return Rank
MOS
SPY
MOS vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Mosaic Company (MOS) 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.
| MOS | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.25 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.99 | -2.76 |
| Martin ratioReturn relative to average drawdown | -1.22 | 8.54 | -9.76 |
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Drawdowns
MOS vs. SPY - Drawdown Comparison
The maximum MOS drawdown since its inception was -94.71%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MOS and SPY.
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Drawdown Indicators
| MOS | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.71% | -55.19% | -39.52% |
Max Drawdown (1Y)Largest decline over 1 year | -44.59% | -8.88% | -35.71% |
Max Drawdown (3Y)Largest decline over 3 years | -48.87% | -18.76% | -30.11% |
Max Drawdown (5Y)Largest decline over 5 years | -71.60% | -24.50% | -47.10% |
Max Drawdown (10Y)Largest decline over 10 years | -80.82% | -33.72% | -47.10% |
Current DrawdownCurrent decline from peak | -80.10% | -2.21% | -77.89% |
Average DrawdownAverage peak-to-trough decline | -61.33% | -9.01% | -52.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.30% | 2.07% | +26.23% |
Volatility
MOS vs. SPY - Volatility Comparison
The Mosaic Company (MOS) has a higher volatility of 11.01% compared to State Street SPDR S&P 500 ETF (SPY) at 3.18%. This indicates that MOS'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.
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Volatility by Period
| MOS | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.01% | 3.18% | +7.83% |
Volatility (6M)Calculated over the trailing 6-month period | 35.01% | 9.87% | +25.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.42% | 12.68% | +32.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 17.15% | +25.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.00% | 17.94% | +27.06% |
Dividends
MOS vs. SPY - Dividend Comparison
MOS's dividend yield for the trailing twelve months is around 3.81%, more than SPY's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOS The Mosaic Company | 3.81% | 3.65% | 3.42% | 2.94% | 1.28% | 0.70% | 0.87% | 0.81% | 0.34% | 2.34% | 3.75% | 3.90% |
SPY State Street SPDR S&P 500 ETF | 1.02% | 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
MOS and SPY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOS has higher volatility (11.01%) compared to SPY (3.18%). In terms of maximum drawdown, MOS dropped -94.71% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.39 vs -0.76), 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.
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