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MRAM vs. SPYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRAM and SPYV is 0.39, 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.


Performance

MRAM vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Everspin Technologies, Inc. (MRAM) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MRAM:

-0.10

SPYV:

0.41

Sortino Ratio

MRAM:

0.07

SPYV:

0.65

Omega Ratio

MRAM:

1.01

SPYV:

1.09

Calmar Ratio

MRAM:

-0.09

SPYV:

0.35

Martin Ratio

MRAM:

-0.50

SPYV:

1.14

Ulcer Index

MRAM:

14.92%

SPYV:

5.33%

Daily Std Dev

MRAM:

44.76%

SPYV:

16.11%

Max Drawdown

MRAM:

-91.28%

SPYV:

-58.45%

Current Drawdown

MRAM:

-77.45%

SPYV:

-7.36%

Returns By Period

In the year-to-date period, MRAM achieves a -12.21% return, which is significantly lower than SPYV's -0.55% return.


MRAM

YTD

-12.21%

1M

-5.24%

6M

-8.63%

1Y

-5.87%

3Y*

-2.75%

5Y*

-0.97%

10Y*

N/A

SPYV

YTD

-0.55%

1M

2.72%

6M

-7.36%

1Y

4.86%

3Y*

10.22%

5Y*

13.89%

10Y*

9.70%

*Annualized

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Everspin Technologies, Inc.

SPDR Portfolio S&P 500 Value ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MRAM vs. SPYV — Risk-Adjusted Performance Rank

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

MRAM
The Risk-Adjusted Performance Rank of MRAM is 4141
Overall Rank
The Sharpe Ratio Rank of MRAM is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MRAM is 3838
Sortino Ratio Rank
The Omega Ratio Rank of MRAM is 3838
Omega Ratio Rank
The Calmar Ratio Rank of MRAM is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MRAM is 4040
Martin Ratio Rank

SPYV
The Risk-Adjusted Performance Rank of SPYV is 3636
Overall Rank
The Sharpe Ratio Rank of SPYV is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYV is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SPYV is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SPYV is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SPYV is 3535
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.

MRAM vs. SPYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Everspin Technologies, Inc. (MRAM) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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 current MRAM Sharpe Ratio is -0.10, which is lower than the SPYV Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of MRAM and SPYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MRAM vs. SPYV - Dividend Comparison

MRAM has not paid dividends to shareholders, while SPYV's dividend yield for the trailing twelve months is around 2.16%.


TTM20242023202220212020201920182017201620152014
MRAM
Everspin Technologies, 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%
SPYV
SPDR Portfolio S&P 500 Value ETF
2.16%2.29%1.75%2.23%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%

Drawdowns

MRAM vs. SPYV - Drawdown Comparison

The maximum MRAM drawdown since its inception was -91.28%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for MRAM and SPYV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MRAM vs. SPYV - Volatility Comparison

Everspin Technologies, Inc. (MRAM) has a higher volatility of 15.82% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 4.38%. This indicates that MRAM's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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