ODD vs. ^GSPC

Last updated Jul 17, 2026

ODD (ODDITY Tech Ltd. Class A Ordinary Shares) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past year, ODD returned -77.92% vs 20.28% for ^GSPC. At a 0.31 correlation, their price movements are largely independent.

Performance

ODD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ODDITY Tech Ltd. Class A Ordinary Shares (ODD) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ODD achieves a -59.33% return, which is significantly lower than ^GSPC's 10.05% return.

ODD

• 1D: -6.25%
• 1M: 43.33%
• 6M: -53.76%
• YTD: -59.33%
• 1Y: -77.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: -0.51%
• 1M: 0.30%
• 6M: 8.49%
• YTD: 10.05%
• 1Y: 20.28%
• 3Y*: 18.54%
• 5Y*: 11.73%
• 10Y*: 13.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ODD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ODD ODDITY Tech Ltd. Class A Ordinary Shares	-59.33%	-4.38%	-9.69%	-5.23%
^GSPC S&P 500 Index	10.05%	16.39%	23.31%	4.72%

Correlation

The correlation between ODD and ^GSPC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023	0.31

Return for Risk

ODD vs. ^GSPC — Risk / Return Rank

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

ODD

ODD Risk / Return Rank: 7
ODD Sharpe Ratio Rank: 7
ODD Sortino Ratio Rank: 7
ODD Omega Ratio Rank: 4
ODD Calmar Ratio Rank: 7
ODD Martin Ratio Rank: 11

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 65
^GSPC Omega Ratio Rank: 68
^GSPC Calmar Ratio Rank: 61
^GSPC Martin Ratio Rank: 77

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.

ODD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ODDITY Tech Ltd. Class A Ordinary Shares (ODD) and S&P 500 Index (^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.

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.

	ODD	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.90	1.62	-2.52
Sortino ratio: Return per unit of downside risk	-1.42	2.24	-3.66
Omega ratio: Gain probability vs. loss probability	0.76	1.29	-0.53
Calmar ratio: Return relative to maximum drawdown	-0.90	2.24	-3.14
Martin ratio: Return relative to average drawdown	-1.32	9.71	-11.03

ODD vs. ^GSPC - Sharpe Ratio Comparison

The current ODD Sharpe Ratio is -0.90, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of ODD and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ODD vs. ^GSPC - Drawdown Comparison

The maximum ODD drawdown since its inception was -87.32%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ODD and ^GSPC.

Drawdown Indicators

	ODD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-87.32%	-56.78%	-30.54%
Max Drawdown (1Y) Largest decline over 1 year	-86.75%	-9.10%	-77.65%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-78.88%	-1.00%	-77.88%
Average Drawdown Average peak-to-trough decline	-34.69%	-10.70%	-23.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	58.90%	2.09%	+56.81%

Volatility

ODD vs. ^GSPC - Volatility Comparison

ODDITY Tech Ltd. Class A Ordinary Shares (ODD) has a higher volatility of 29.77% compared to S&P 500 Index (^GSPC) at 3.25%. This indicates that ODD'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.

Volatility by Period

	ODD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.77%	3.25%	+26.52%
Volatility (6M) Calculated over the trailing 6-month period	93.00%	10.00%	+83.00%
Volatility (1Y) Calculated over the trailing 1-year period	86.83%	12.56%	+74.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.03%	17.00%	+55.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.03%	18.05%	+53.98%

Frequently Asked Questions

Can I hold both ODD and ^GSPC in my portfolio?

ODD and ^GSPC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ODD or ^GSPC?

ODD has higher volatility (29.77%) compared to ^GSPC (3.25%). In terms of maximum drawdown, ODD dropped -87.32% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

^GSPC currently has the higher Sharpe Ratio (1.62 vs -0.90), 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.