PortfoliosLab logo
ODD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ODD:

1.71

^GSPC:

0.66

Sortino Ratio

ODD:

2.63

^GSPC:

0.94

Omega Ratio

ODD:

1.33

^GSPC:

1.14

Calmar Ratio

ODD:

2.59

^GSPC:

0.60

Martin Ratio

ODD:

9.06

^GSPC:

2.28

Ulcer Index

ODD:

11.58%

^GSPC:

5.01%

Daily Std Dev

ODD:

62.63%

^GSPC:

19.77%

Max Drawdown

ODD:

-53.92%

^GSPC:

-56.78%

Current Drawdown

ODD:

0.00%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, ODD achieves a 77.13% return, which is significantly higher than ^GSPC's 0.51% return.


ODD

YTD

77.13%

1M

16.50%

6M

60.20%

1Y

107.27%

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ODD vs. ^GSPC — Risk-Adjusted Performance Rank

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

ODD
The Risk-Adjusted Performance Rank of ODD is 9292
Overall Rank
The Sharpe Ratio Rank of ODD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ODD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ODD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ODD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of ODD is 9393
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ODD vs. ^GSPC - Risk-Adjusted Performance Comparison

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


The current ODD Sharpe Ratio is 1.71, which is higher than the ^GSPC Sharpe Ratio of 0.66. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ODD vs. ^GSPC - Drawdown Comparison

The maximum ODD drawdown since its inception was -53.92%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ODD and ^GSPC.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ODD vs. ^GSPC - Volatility Comparison

ODDITY Tech Ltd. Class A Ordinary Shares (ODD) has a higher volatility of 18.90% compared to S&P 500 (^GSPC) at 4.77%. 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.


Loading data...