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

Correlation

The correlation between NTES and SPY is 0.36, 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

NTES vs. SPY - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%300,000.00%NovemberDecember2025FebruaryMarchApril
279,952.91%
632.90%
NTES
SPY

Key characteristics

Sharpe Ratio

NTES:

0.41

SPY:

0.51

Sortino Ratio

NTES:

0.88

SPY:

0.86

Omega Ratio

NTES:

1.11

SPY:

1.13

Calmar Ratio

NTES:

0.44

SPY:

0.55

Martin Ratio

NTES:

1.25

SPY:

2.26

Ulcer Index

NTES:

13.54%

SPY:

4.55%

Daily Std Dev

NTES:

41.26%

SPY:

20.08%

Max Drawdown

NTES:

-57.34%

SPY:

-55.19%

Current Drawdown

NTES:

-13.30%

SPY:

-9.89%

Returns By Period

In the year-to-date period, NTES achieves a 20.08% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, NTES has outperformed SPY with an annualized return of 17.68%, while SPY has yielded a comparatively lower 11.99% annualized return.


NTES

YTD

20.08%

1M

5.03%

6M

35.02%

1Y

15.64%

5Y*

10.68%

10Y*

17.68%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

NTES vs. SPY — Risk-Adjusted Performance Rank

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

NTES
The Risk-Adjusted Performance Rank of NTES is 6666
Overall Rank
The Sharpe Ratio Rank of NTES is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 7171
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 6767
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

NTES vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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 NTES, currently valued at 0.41, compared to the broader market-2.00-1.000.001.002.003.00
NTES: 0.41
SPY: 0.51
The chart of Sortino ratio for NTES, currently valued at 0.88, compared to the broader market-6.00-4.00-2.000.002.004.00
NTES: 0.88
SPY: 0.86
The chart of Omega ratio for NTES, currently valued at 1.11, compared to the broader market0.501.001.502.00
NTES: 1.11
SPY: 1.13
The chart of Calmar ratio for NTES, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.00
NTES: 0.44
SPY: 0.55
The chart of Martin ratio for NTES, currently valued at 1.25, compared to the broader market-5.000.005.0010.0015.0020.00
NTES: 1.25
SPY: 2.26

The current NTES Sharpe Ratio is 0.41, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NTES 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
0.41
0.51
NTES
SPY

Dividends

NTES vs. SPY - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 2.44%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
NTES
NetEase, Inc.
2.44%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%
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

NTES vs. SPY - Drawdown Comparison

The maximum NTES drawdown since its inception was -57.34%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NTES and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.30%
-9.89%
NTES
SPY

Volatility

NTES vs. SPY - Volatility Comparison

The current volatility for NetEase, Inc. (NTES) is 12.68%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that NTES experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.68%
15.12%
NTES
SPY