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

Correlation

The correlation between MVIS and SPY is 0.32, 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: 0.3

Performance

MVIS vs. SPY - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
-97.12%
1,262.74%
MVIS
SPY

Key characteristics

Sharpe Ratio

MVIS:

-0.13

SPY:

0.51

Sortino Ratio

MVIS:

0.54

SPY:

0.86

Omega Ratio

MVIS:

1.06

SPY:

1.13

Calmar Ratio

MVIS:

-0.14

SPY:

0.55

Martin Ratio

MVIS:

-0.40

SPY:

2.26

Ulcer Index

MVIS:

33.74%

SPY:

4.55%

Daily Std Dev

MVIS:

100.81%

SPY:

20.08%

Max Drawdown

MVIS:

-99.97%

SPY:

-55.19%

Current Drawdown

MVIS:

-99.76%

SPY:

-9.89%

Returns By Period

In the year-to-date period, MVIS achieves a -7.63% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, MVIS has underperformed SPY with an annualized return of -9.44%, while SPY has yielded a comparatively higher 12.16% annualized return.


MVIS

YTD

-7.63%

1M

-0.00%

6M

13.08%

1Y

-19.33%

5Y*

37.25%

10Y*

-9.44%

SPY

YTD

-5.76%

1M

-0.90%

6M

-4.30%

1Y

9.72%

5Y*

15.76%

10Y*

12.16%

*Annualized

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Risk-Adjusted Performance

MVIS vs. SPY — Risk-Adjusted Performance Rank

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

MVIS
The Risk-Adjusted Performance Rank of MVIS is 4747
Overall Rank
The Sharpe Ratio Rank of MVIS is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MVIS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of MVIS is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MVIS is 4343
Calmar Ratio Rank
The Martin Ratio Rank of MVIS is 4444
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

MVIS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroVision, Inc. (MVIS) 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 MVIS, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.003.00
MVIS: -0.13
SPY: 0.51
The chart of Sortino ratio for MVIS, currently valued at 0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
MVIS: 0.54
SPY: 0.86
The chart of Omega ratio for MVIS, currently valued at 1.06, compared to the broader market0.501.001.502.00
MVIS: 1.06
SPY: 1.13
The chart of Calmar ratio for MVIS, currently valued at -0.14, compared to the broader market0.001.002.003.004.005.00
MVIS: -0.14
SPY: 0.55
The chart of Martin ratio for MVIS, currently valued at -0.40, compared to the broader market-5.000.005.0010.0015.0020.00
MVIS: -0.40
SPY: 2.26

The current MVIS Sharpe Ratio is -0.13, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of MVIS 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.13
0.51
MVIS
SPY

Dividends

MVIS vs. SPY - Dividend Comparison

MVIS has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
MVIS
MicroVision, 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
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

MVIS vs. SPY - Drawdown Comparison

The maximum MVIS drawdown since its inception was -99.97%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MVIS and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.76%
-9.89%
MVIS
SPY

Volatility

MVIS vs. SPY - Volatility Comparison

MicroVision, Inc. (MVIS) has a higher volatility of 21.90% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that MVIS'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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
21.90%
15.12%
MVIS
SPY