OLYMY vs. ^GSPC
OLYMY (Olympus Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, OLYMY returned -10.63%/yr vs 17.84%/yr for ^GSPC. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
OLYMY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, OLYMY achieves a -10.18% return, which is significantly lower than ^GSPC's 9.41% return.
OLYMY
- 1D
- -2.98%
- 1M
- 6.85%
- 6M
- -4.05%
- YTD
- -10.18%
- 1Y
- -6.18%
- 3Y*
- -10.63%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -13.25%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
OLYMY Olympus Corporation | $548.41K | $610.28K | $780.76K |
OLYMY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OLYMY Olympus Corporation | -10.18% | -13.95% | 3.58% | -23.99% |
^GSPC S&P 500 Index | 9.41% | 16.39% | 23.31% | 18.72% |
Correlation
The correlation between OLYMY and ^GSPC is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2023 | 0.32 |
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Return for Risk
OLYMY vs. ^GSPC — Risk / Return Rank
OLYMY
^GSPC
OLYMY vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Olympus Corporation (OLYMY) 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.
| OLYMY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.00 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.22 | 8.49 | -8.72 |
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Drawdowns
OLYMY vs. ^GSPC - Drawdown Comparison
The maximum OLYMY drawdown since its inception was -57.64%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for OLYMY and ^GSPC.
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Drawdown Indicators
| OLYMY | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.64% | -56.78% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -41.03% | -9.10% | -31.93% |
Max Drawdown (3Y)Largest decline over 3 years | -57.60% | -18.90% | -38.70% |
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 | -40.41% | -1.58% | -38.83% |
Average DrawdownAverage peak-to-trough decline | -26.63% | -10.70% | -15.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.79% | 2.14% | +16.65% |
Volatility
OLYMY vs. ^GSPC - Volatility Comparison
Olympus Corporation (OLYMY) has a higher volatility of 10.33% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that OLYMY'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
| OLYMY | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 3.51% | +6.82% |
Volatility (6M)Calculated over the trailing 6-month period | 34.76% | 10.11% | +24.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.69% | 12.87% | +28.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.08% | 17.01% | +17.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.08% | 18.07% | +16.01% |
Frequently Asked Questions
OLYMY 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.
OLYMY has higher volatility (10.33%) compared to ^GSPC (3.51%). In terms of maximum drawdown, OLYMY dropped -57.64% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.10), 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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