PortfoliosLab logoPortfoliosLab logo
NTNX vs. SPRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTNX vs. SPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nutanix, Inc. (NTNX) and Spear Alpha ETF (SPRX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NTNX achieves a 0.31% return, which is significantly lower than SPRX's 39.82% return.


NTNX

1D
-3.34%
1M
12.72%
YTD
0.31%
6M
9.41%
1Y
-32.76%
3Y*
20.30%
5Y*
8.43%
10Y*

SPRX

1D
4.65%
1M
17.24%
YTD
39.82%
6M
30.97%
1Y
97.11%
3Y*
44.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTNX vs. SPRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NTNX
Nutanix, Inc.
0.31%-15.51%28.29%83.07%-18.24%-12.11%
SPRX
Spear Alpha ETF
39.82%41.91%20.58%88.02%-44.99%8.91%

Correlation

The correlation between NTNX and SPRX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.54

Over the past year, the correlation between NTNX and SPRX has dropped to 0.20 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NTNX vs. SPRX — Risk / Return Rank

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

NTNX
NTNX Risk / Return Rank: 1717
Overall Rank
NTNX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NTNX Sortino Ratio Rank: 1414
Sortino Ratio Rank
NTNX Omega Ratio Rank: 1515
Omega Ratio Rank
NTNX Calmar Ratio Rank: 2222
Calmar Ratio Rank
NTNX Martin Ratio Rank: 2323
Martin Ratio Rank

SPRX
SPRX Risk / Return Rank: 7171
Overall Rank
SPRX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPRX Omega Ratio Rank: 6262
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTNX vs. SPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutanix, Inc. (NTNX) and Spear Alpha ETF (SPRX). 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.


NTNXSPRXDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-3.37

Omega ratioGain probability vs. loss probability

0.89

1.34

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.57

4.03

-4.60

Martin ratioReturn relative to average drawdown

-0.96

12.67

-13.63

NTNX vs. SPRX - Sharpe Ratio Comparison

The current NTNX Sharpe Ratio is -0.71, which is lower than the SPRX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of NTNX and SPRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NTNXSPRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

2.17

-2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.54

-0.48

Drawdowns

NTNX vs. SPRX - Drawdown Comparison

The maximum NTNX drawdown since its inception was -80.40%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for NTNX and SPRX.


Loading charts...

Drawdown Indicators


NTNXSPRXDifference

Max Drawdown

Largest peak-to-trough decline

-80.40%

-51.21%

-29.19%

Max Drawdown (1Y)

Largest decline over 1 year

-57.58%

-24.21%

-33.37%

Max Drawdown (3Y)

Largest decline over 3 years

-58.58%

-42.12%

-16.46%

Max Drawdown (5Y)

Largest decline over 5 years

-68.71%

Current Drawdown

Current decline from peak

-37.58%

-8.41%

-29.17%

Average Drawdown

Average peak-to-trough decline

-40.58%

-17.62%

-22.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.20%

7.69%

+26.51%

Volatility

NTNX vs. SPRX - Volatility Comparison

The current volatility for Nutanix, Inc. (NTNX) is 16.50%, while Spear Alpha ETF (SPRX) has a volatility of 18.67%. This indicates that NTNX experiences smaller price fluctuations and is considered to be less risky than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NTNXSPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.50%

18.67%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

35.80%

37.41%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

46.19%

45.02%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.73%

42.01%

+7.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.17%

42.01%

+15.16%

Dividends

NTNX vs. SPRX - Dividend Comparison

Neither NTNX nor SPRX has paid dividends to shareholders.


PositionTTM20252024202320222021
NTNX
Nutanix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%

Frequently Asked Questions


NTNX and SPRX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPRX has higher volatility (18.67%) compared to NTNX (16.50%). In terms of maximum drawdown, NTNX dropped -80.40% vs SPRX's -51.21%.

SPRX currently has the higher Sharpe Ratio (2.17 vs -0.71), 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.

Portfolio Optimizer

Find the right allocation for NTNX and SPRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer