OLYMY vs. ^GSPC

Last updated Jul 11, 2026

OLYMY (Olympus Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, OLYMY returned -11.35%/yr vs 19.50%/yr for ^GSPC. At a 0.33 correlation, their price movements are largely independent.

Performance

OLYMY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Olympus Corporation (OLYMY) 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, OLYMY achieves a -14.23% return, which is significantly lower than ^GSPC's 10.66% return.

OLYMY

• 1D: 1.18%
• 1M: 1.75%
• 6M: -18.96%
• YTD: -14.23%
• 1Y: -5.34%
• 3Y*: -11.35%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.42%
• 1M: 1.94%
• 6M: 8.74%
• YTD: 10.66%
• 1Y: 21.02%
• 3Y*: 19.50%
• 5Y*: 11.63%
• 10Y*: 13.41%

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

OLYMY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
OLYMY Olympus Corporation	-14.23%	-13.95%	3.58%	-23.99%
^GSPC S&P 500 Index	10.66%	16.39%	23.31%	18.72%

Correlation

The correlation between OLYMY and ^GSPC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (All Time) Calculated using the full available price history since Jan 31, 2023	0.33

Return for Risk

OLYMY vs. ^GSPC — Risk / Return Rank

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

OLYMY

OLYMY Risk / Return Rank: 39
OLYMY Sharpe Ratio Rank: 40
OLYMY Sortino Ratio Rank: 37
OLYMY Omega Ratio Rank: 38
OLYMY Calmar Ratio Rank: 42
OLYMY Martin Ratio Rank: 41

^GSPC

^GSPC Risk / Return Rank: 77
^GSPC Sharpe Ratio Rank: 76
^GSPC Sortino Ratio Rank: 76
^GSPC Omega Ratio Rank: 80
^GSPC Calmar Ratio Rank: 70
^GSPC Martin Ratio Rank: 84

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.

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 ratio: Return per unit of total volatility	-0.11	1.65	-1.77
Sortino ratio: Return per unit of downside risk	0.13	2.28	-2.15
Omega ratio: Gain probability vs. loss probability	1.02	1.30	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.12	2.28	-2.39
Martin ratio: Return relative to average drawdown	-0.26	9.88	-10.15

OLYMY vs. ^GSPC - Sharpe Ratio Comparison

The current OLYMY Sharpe Ratio is -0.11, which is lower than the ^GSPC Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of OLYMY 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

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.

Drawdown Indicators

	OLYMY	^GSPC	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-43.10%	-0.45%	-42.65%
Average Drawdown Average peak-to-trough decline	-26.35%	-10.71%	-15.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.12%	2.09%	+16.03%

Volatility

OLYMY vs. ^GSPC - Volatility Comparison

Olympus Corporation (OLYMY) has a higher volatility of 11.69% compared to S&P 500 Index (^GSPC) at 4.25%. 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.

Volatility by Period

	OLYMY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.69%	4.25%	+7.44%
Volatility (6M) Calculated over the trailing 6-month period	34.84%	9.96%	+24.88%
Volatility (1Y) Calculated over the trailing 1-year period	41.71%	12.52%	+29.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.08%	17.00%	+17.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.08%	18.05%	+16.03%

Frequently Asked Questions

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

OLYMY and ^GSPC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OLYMY or ^GSPC?

OLYMY has higher volatility (11.69%) compared to ^GSPC (4.25%). In terms of maximum drawdown, OLYMY dropped -57.64% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

^GSPC currently has the higher Sharpe Ratio (1.65 vs -0.11), 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.