NICE vs. SPY

In the year-to-date period, NICE achieves a -8.05% return, which is significantly lower than SPY's -5.73% return. Over the past 10 years, NICE has underperformed SPY with an annualized return of 10.21%, while SPY has yielded a comparatively higher 12.04% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NICE Ltd. (NICE) 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 current NICE Sharpe Ratio is -0.78, which is lower than the SPY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of NICE 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.

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

The maximum NICE drawdown since its inception was -93.23%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NICE and SPY. For additional features, visit the drawdowns tool.

NICE Ltd. (NICE) and SPDR S&P 500 ETF (SPY) have volatilities of 14.98% and 15.12%, 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.