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

NTRA vs. SPY

Last updated May 12, 2025

Compare and contrast key facts about Natera, Inc. (NTRA) and SPDR S&P 500 ETF (SPY).

SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTRA or SPY.

Correlation

The correlation between NTRA and SPY is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

NTRA vs. SPY - Performance Comparison

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

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Key characteristics

Daily Std Dev

NTRA:

66.49%

SPY:

20.02%

Max Drawdown

NTRA:

-6.53%

SPY:

-55.19%

Current Drawdown

NTRA:

-6.53%

SPY:

-7.65%

Returns By Period

NTRA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

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Risk-Adjusted Performance

NTRA vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
NTRA
The Risk-Adjusted Performance Rank of NTRA is 8787
Overall Rank
The Sharpe Ratio Rank of NTRA is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NTRA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of NTRA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of NTRA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of NTRA is 9090
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
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.

NTRA vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) 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.

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Dividends

NTRA vs. SPY - Dividend Comparison

NTRA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

TTM20242023202220212020201920182017201620152014
NTRA
Natera, 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		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

NTRA vs. SPY - Drawdown Comparison

The maximum NTRA drawdown since its inception was -6.53%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NTRA and SPY. For additional features, visit the drawdowns tool.

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Volatility

NTRA vs. SPY - Volatility Comparison

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