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NVEE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NVEE and ^GSPC is 0.41, 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.


-0.50.00.51.00.4

Performance

NVEE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NV5 Global, Inc. (NVEE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%SeptemberOctoberNovemberDecember2025February
808.57%
263.63%
NVEE
^GSPC

Key characteristics

Sharpe Ratio

NVEE:

-1.22

^GSPC:

1.83

Sortino Ratio

NVEE:

-1.76

^GSPC:

2.47

Omega Ratio

NVEE:

0.79

^GSPC:

1.33

Calmar Ratio

NVEE:

-0.61

^GSPC:

2.76

Martin Ratio

NVEE:

-1.66

^GSPC:

11.27

Ulcer Index

NVEE:

19.94%

^GSPC:

2.08%

Daily Std Dev

NVEE:

26.79%

^GSPC:

12.79%

Max Drawdown

NVEE:

-67.98%

^GSPC:

-56.78%

Current Drawdown

NVEE:

-54.29%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, NVEE achieves a -7.17% return, which is significantly lower than ^GSPC's 3.96% return. Over the past 10 years, NVEE has outperformed ^GSPC with an annualized return of 18.77%, while ^GSPC has yielded a comparatively lower 11.33% annualized return.


NVEE

YTD

-7.17%

1M

-5.00%

6M

-26.98%

1Y

-36.57%

5Y*

1.00%

10Y*

18.77%

^GSPC

YTD

3.96%

1M

1.97%

6M

10.09%

1Y

22.16%

5Y*

12.70%

10Y*

11.33%

*Annualized

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Risk-Adjusted Performance

NVEE vs. ^GSPC — Risk-Adjusted Performance Rank

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

NVEE
The Risk-Adjusted Performance Rank of NVEE is 44
Overall Rank
The Sharpe Ratio Rank of NVEE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of NVEE is 33
Sortino Ratio Rank
The Omega Ratio Rank of NVEE is 44
Omega Ratio Rank
The Calmar Ratio Rank of NVEE is 1111
Calmar Ratio Rank
The Martin Ratio Rank of NVEE is 22
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
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.

NVEE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NV5 Global, Inc. (NVEE) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for NVEE, currently valued at -1.22, compared to the broader market-2.000.002.004.00-1.221.83
The chart of Sortino ratio for NVEE, currently valued at -1.76, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.762.47
The chart of Omega ratio for NVEE, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.33
The chart of Calmar ratio for NVEE, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.612.76
The chart of Martin ratio for NVEE, currently valued at -1.66, compared to the broader market-10.000.0010.0020.0030.00-1.6611.27
NVEE
^GSPC

The current NVEE Sharpe Ratio is -1.22, which is lower than the ^GSPC Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of NVEE and ^GSPC, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-1.22
1.83
NVEE
^GSPC

Drawdowns

NVEE vs. ^GSPC - Drawdown Comparison

The maximum NVEE drawdown since its inception was -67.98%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for NVEE and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-54.29%
-0.07%
NVEE
^GSPC

Volatility

NVEE vs. ^GSPC - Volatility Comparison

NV5 Global, Inc. (NVEE) has a higher volatility of 10.03% compared to S&P 500 (^GSPC) at 3.21%. This indicates that NVEE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
10.03%
3.21%
NVEE
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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