ODD vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about ODDITY Tech Ltd. Class A Ordinary Shares (ODD) and S&P 500 Index (^GSPC).

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.

ODD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ODD ODDITY Tech Ltd. Class A Ordinary Shares	-66.65%	-4.38%	-9.69%	-2.10%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	4.47%

Returns By Period

In the year-to-date period, ODD achieves a -66.65% return, which is significantly lower than ^GSPC's -3.95% return.

ODD

• 1D: 0.15%
• 1M: 8.85%
• YTD: -66.65%
• 6M: -78.10%
• 1Y: -70.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

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: 8
ODD Omega Ratio Rank: 5
ODD Calmar Ratio Rank: 11
ODD Martin Ratio Rank: 5

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^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.

	ODD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.85	0.92	-1.76
Sortino ratio Return per unit of downside risk	-1.16	1.41	-2.57
Omega ratio Gain probability vs. loss probability	0.80	1.21	-0.41
Calmar ratio Return relative to maximum drawdown	-0.81	1.41	-2.23
Martin ratio Return relative to average drawdown	-1.66	6.61	-8.28
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 -0.85, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ODD and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ODD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.85	0.92	-1.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.55	0.46	-1.00

Correlation

The correlation between ODD and ^GSPC is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

ODD vs. ^GSPC - Drawdown Comparison

The maximum ODD drawdown since its inception was -84.78%, 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	-84.78%	-56.78%	-28.00%
Max Drawdown (1Y) Largest decline over 1 year	-84.78%	-12.14%	-72.64%
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	-82.68%	-5.78%	-76.90%
Average Drawdown Average peak-to-trough decline	-29.72%	-10.75%	-18.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.55%	2.60%	+38.95%

Volatility

ODD vs. ^GSPC - Volatility Comparison

ODDITY Tech Ltd. Class A Ordinary Shares (ODD) has a higher volatility of 21.74% compared to S&P 500 Index (^GSPC) at 5.37%. 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	21.74%	5.37%	+16.37%
Volatility (6M) Calculated over the trailing 6-month period	79.64%	9.55%	+70.09%
Volatility (1Y) Calculated over the trailing 1-year period	83.30%	18.33%	+64.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.92%	16.90%	+52.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.92%	18.05%	+50.87%