ODD vs. ^GSPC

Last updated Jun 4, 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 -86.73% vs 26.52% 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 -74.49% return, which is significantly lower than ^GSPC's 10.35% return.

ODD

• 1D: 4.17%
• 1M: -32.87%
• YTD: -74.49%
• 6M: -76.90%
• 1Y: -86.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: -0.74%
• 1M: 4.90%
• YTD: 10.35%
• 6M: 10.28%
• 1Y: 26.52%
• 3Y*: 20.83%
• 5Y*: 12.30%
• 10Y*: 13.66%

*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	-74.49%	-4.38%	-9.69%	-2.10%
^GSPC S&P 500 Index	10.35%	16.39%	23.31%	4.47%

Correlation

The correlation between ODD and ^GSPC is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jul 20, 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: 2
ODD Sharpe Ratio Rank: 4
ODD Sortino Ratio Rank: 2
ODD Omega Ratio Rank: 1
ODD Calmar Ratio Rank: 1
ODD Martin Ratio Rank: 3

^GSPC

^GSPC Risk / Return Rank: 73
^GSPC Sharpe Ratio Rank: 71
^GSPC Sortino Ratio Rank: 71
^GSPC Omega Ratio Rank: 72
^GSPC Calmar Ratio Rank: 67
^GSPC Martin Ratio Rank: 81

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.

	ODD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-1.07	2.24	-3.31
Sortino ratio Return per unit of downside risk	-2.16	3.07	-5.23
Omega ratio Gain probability vs. loss probability	0.63	1.41	-0.77
Calmar ratio Return relative to maximum drawdown	-1.00	2.93	-3.92
Martin ratio Return relative to average drawdown	-1.62	13.52	-15.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ODD vs. ^GSPC - Sharpe Ratio Comparison

The current ODD Sharpe Ratio is -1.07, which is lower than the ^GSPC Sharpe Ratio of 2.24. 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.

Sharpe Ratios by Period

	ODD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.07	2.24	-3.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.59	0.47	-1.06

Drawdowns

ODD vs. ^GSPC - Drawdown Comparison

The maximum ODD drawdown since its inception was -87.28%, 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	-87.28%	-56.78%	-30.50%
Max Drawdown (1Y) Largest decline over 1 year	-87.28%	-9.10%	-78.18%
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	-86.75%	-0.74%	-86.01%
Average Drawdown Average peak-to-trough decline	-32.83%	-10.72%	-22.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	53.45%	1.97%	+51.48%

Volatility

ODD vs. ^GSPC - Volatility Comparison

ODDITY Tech Ltd. Class A Ordinary Shares (ODD) has a higher volatility of 38.66% compared to S&P 500 Index (^GSPC) at 2.93%. 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	38.66%	2.93%	+35.73%
Volatility (6M) Calculated over the trailing 6-month period	87.58%	8.99%	+78.59%
Volatility (1Y) Calculated over the trailing 1-year period	80.97%	11.89%	+69.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.67%	16.90%	+53.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	70.67%	18.06%	+52.61%

Frequently Asked Questions

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

ODD and ^GSPC have a correlation of 0.27, 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 (38.66%) compared to ^GSPC (2.93%). In terms of maximum drawdown, ODD dropped -87.28% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

^GSPC currently has the higher Sharpe Ratio (2.24 vs -1.07), 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.