ODD vs. ^GSPC

Last updated Jun 26, 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 -81.39% vs 20.77% 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 -67.30% return, which is significantly lower than ^GSPC's 7.48% return.

ODD

• 1D: 2.10%
• 1M: 8.60%
• YTD: -67.30%
• 6M: -68.82%
• 1Y: -81.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: -0.01%
• 1M: -2.15%
• YTD: 7.48%
• 6M: 6.14%
• 1Y: 20.77%
• 3Y*: 19.34%
• 5Y*: 11.44%
• 10Y*: 13.91%

*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	-67.30%	-4.38%	-9.69%	-5.23%
^GSPC S&P 500 Index	7.48%	16.39%	23.31%	4.72%

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 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: 5
ODD Sharpe Ratio Rank: 6
ODD Sortino Ratio Rank: 5
ODD Omega Ratio Rank: 2
ODD Calmar Ratio Rank: 5
ODD Martin Ratio Rank: 8

^GSPC

^GSPC Risk / Return Rank: 70
^GSPC Sharpe Ratio Rank: 68
^GSPC Sortino Ratio Rank: 71
^GSPC Omega Ratio Rank: 71
^GSPC Calmar Ratio Rank: 62
^GSPC Martin Ratio Rank: 78

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	-0.97	1.67	-2.64
Sortino ratio: Return per unit of downside risk	-1.69	2.29	-3.98
Omega ratio: Gain probability vs. loss probability	0.71	1.30	-0.59
Calmar ratio: Return relative to maximum drawdown	-0.94	2.29	-3.23
Martin ratio: Return relative to average drawdown	-1.43	10.09	-11.52

ODD vs. ^GSPC - Sharpe Ratio Comparison

The current ODD Sharpe Ratio is -0.97, which is lower than the ^GSPC Sharpe Ratio of 1.67. 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	-87.09%	-9.10%	-77.99%
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	-83.01%	-3.32%	-79.69%
Average Drawdown Average peak-to-trough decline	-33.86%	-10.71%	-23.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	56.79%	2.06%	+54.73%

Volatility

ODD vs. ^GSPC - Volatility Comparison

ODDITY Tech Ltd. Class A Ordinary Shares (ODD) has a higher volatility of 43.91% compared to S&P 500 Index (^GSPC) at 4.82%. 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	43.91%	4.82%	+39.09%
Volatility (6M) Calculated over the trailing 6-month period	90.40%	9.88%	+80.52%
Volatility (1Y) Calculated over the trailing 1-year period	83.88%	12.50%	+71.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.37%	17.00%	+54.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.37%	18.07%	+53.30%

Frequently Asked Questions

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

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.

Which is riskier, ODD or ^GSPC?

ODD has higher volatility (43.91%) compared to ^GSPC (4.82%). 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 (1.67 vs -0.97), 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.