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ODC vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ODC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oil-Dri Corporation of America (ODC) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ODC achieves a 103.42% return, which is significantly higher than SPY's 8.10% return. Over the past 10 years, ODC has outperformed SPY with an annualized return of 22.23%, while SPY has yielded a comparatively lower 15.53% annualized return.


ODC

1D
4.45%
1M
32.21%
YTD
103.42%
6M
100.31%
1Y
72.83%
3Y*
56.61%
5Y*
45.03%
10Y*
22.23%

SPY

1D
-0.05%
1M
-1.41%
YTD
8.10%
6M
6.77%
1Y
22.18%
3Y*
20.66%
5Y*
12.96%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ODC vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODC
Oil-Dri Corporation of America
103.42%13.19%32.89%104.83%6.46%-1.06%-3.23%41.07%-34.48%11.16%
SPY
State Street SPDR S&P 500 ETF
8.10%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between ODC and SPY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 29, 1993

0.21

The correlation between ODC and SPY shifts across timeframes, from 0.18 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ODC vs. SPY — Risk / Return Rank

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

ODC
ODC Risk / Return Rank: 8484
Overall Rank
ODC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ODC Sortino Ratio Rank: 8686
Sortino Ratio Rank
ODC Omega Ratio Rank: 8787
Omega Ratio Rank
ODC Calmar Ratio Rank: 7979
Calmar Ratio Rank
ODC Martin Ratio Rank: 8080
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6060
Overall Rank
SPY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5757
Sortino Ratio Rank
SPY Omega Ratio Rank: 5959
Omega Ratio Rank
SPY Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPY Martin Ratio Rank: 6767
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.

ODC vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oil-Dri Corporation of America (ODC) and State Street 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ODCSPYDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.36

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

2.24

2.51

-0.27

Martin ratioReturn relative to average drawdown

5.76

11.15

-5.39

ODC vs. SPY - Sharpe Ratio Comparison

The current ODC Sharpe Ratio is 1.93, which is comparable to the SPY Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of ODC and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ODC vs. SPY - Drawdown Comparison

The maximum ODC drawdown since its inception was -70.82%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ODC and SPY.


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Drawdown Indicators


ODCSPYDifference

Max Drawdown

Largest peak-to-trough decline

-70.82%

-55.19%

-15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-32.73%

-8.88%

-23.85%

Max Drawdown (3Y)

Largest decline over 3 years

-32.73%

-18.76%

-13.97%

Max Drawdown (5Y)

Largest decline over 5 years

-37.27%

-24.50%

-12.77%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

-33.72%

-15.14%

Current Drawdown

Current decline from peak

0.00%

-3.22%

+3.22%

Average Drawdown

Average peak-to-trough decline

-22.65%

-9.03%

-13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.68%

1.99%

+10.69%

Volatility

ODC vs. SPY - Volatility Comparison

Oil-Dri Corporation of America (ODC) has a higher volatility of 19.48% compared to State Street SPDR S&P 500 ETF (SPY) at 4.85%. This indicates that ODC's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ODCSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.48%

4.85%

+14.63%

Volatility (6M)

Calculated over the trailing 6-month period

26.52%

9.81%

+16.71%

Volatility (1Y)

Calculated over the trailing 1-year period

38.13%

12.47%

+25.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.93%

17.15%

+18.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.71%

17.95%

+18.76%

Dividends

ODC vs. SPY - Dividend Comparison

ODC's dividend yield for the trailing twelve months is around 0.78%, less than SPY's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
ODC
Oil-Dri Corporation of America
0.78%1.37%1.37%1.70%3.28%3.24%2.99%2.70%3.55%2.17%2.25%2.23%
SPY
State Street SPDR S&P 500 ETF
1.03%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


ODC and SPY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ODC has higher volatility (19.48%) compared to SPY (4.85%). In terms of maximum drawdown, ODC dropped -70.82% vs SPY's -55.19%.

ODC currently has the higher Sharpe Ratio (1.93 vs 1.79), 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.

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