ODD vs. ^GSPC
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 -86.97% vs 27.02% for ^GSPC. At a 0.31 correlation, their price movements are largely independent.
Performance
ODD vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ODD achieves a -74.94% return, which is significantly lower than ^GSPC's 10.79% return.
ODD
- 1D
- -1.76%
- 1M
- -31.64%
- YTD
- -74.94%
- 6M
- -77.61%
- 1Y
- -86.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
ODD vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ODD ODDITY Tech Ltd. Class A Ordinary Shares | -74.94% | -4.38% | -9.69% | -2.10% |
^GSPC S&P 500 Index | 10.79% | 16.39% | 23.31% | 4.47% |
Correlation
The correlation between ODD and ^GSPC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2023 | 0.31 |
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Return for Risk
ODD vs. ^GSPC — Risk / Return Rank
ODD
^GSPC
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 ratioReturn per unit of total volatility | -3.36 | ||
| Sortino ratioReturn per unit of downside risk | -5.31 | ||
| Omega ratioGain probability vs. loss probability | 0.63 | 1.41 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 2.98 | -3.98 |
| Martin ratioReturn relative to average drawdown | -1.62 | 13.78 | -15.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ODD | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.08 | 2.28 | -3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
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 | -1.07 |
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.
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Drawdown Indicators
| ODD | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -86.98% | -0.33% | -86.65% |
Average DrawdownAverage peak-to-trough decline | -32.91% | -10.72% | -22.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.73% | 1.97% | +51.76% |
Volatility
ODD vs. ^GSPC - Volatility Comparison
ODDITY Tech Ltd. Class A Ordinary Shares (ODD) has a higher volatility of 38.62% compared to S&P 500 Index (^GSPC) at 2.88%. 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.
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Volatility by Period
| ODD | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.62% | 2.88% | +35.74% |
Volatility (6M)Calculated over the trailing 6-month period | 87.53% | 9.00% | +78.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.96% | 11.89% | +69.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.62% | 16.90% | +53.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.62% | 18.06% | +52.56% |
Frequently Asked Questions
ODD and ^GSPC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ODD has higher volatility (38.62%) compared to ^GSPC (2.88%). In terms of maximum drawdown, ODD dropped -87.28% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.28 vs -1.08), 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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