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 -9.94%/yr vs 19.90%/yr for ^GSPC. At a 0.34 correlation, their price movements are largely independent.
Performance
OLYMY vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, OLYMY achieves a -10.62% return, which is significantly lower than ^GSPC's 7.86% return.
OLYMY
- 1D
- -4.08%
- 1M
- 9.84%
- YTD
- -10.62%
- 6M
- -13.68%
- 1Y
- -14.85%
- 3Y*
- -9.94%
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 24.32%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
OLYMY vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OLYMY Olympus Corporation | -10.62% | -13.95% | 3.58% | -23.95% |
^GSPC S&P 500 Index | 7.86% | 16.39% | 23.31% | 17.01% |
Correlation
The correlation between OLYMY and ^GSPC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2023 | 0.34 |
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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.
| OLYMY | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.36 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.69 | -3.05 |
| Martin ratioReturn relative to average drawdown | -0.84 | 12.34 | -13.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OLYMY | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 2.01 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | 0.47 | -0.88 |
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 | -40.70% | -2.97% | -37.73% |
Average DrawdownAverage peak-to-trough decline | -25.88% | -10.72% | -15.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.78% | 1.97% | +15.81% |
Volatility
OLYMY vs. ^GSPC - Volatility Comparison
Olympus Corporation (OLYMY) has a higher volatility of 19.17% compared to S&P 500 Index (^GSPC) at 3.82%. 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 | 19.17% | 3.82% | +15.35% |
Volatility (6M)Calculated over the trailing 6-month period | 33.21% | 9.41% | +23.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.32% | 12.20% | +30.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.95% | 16.93% | +17.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 18.08% | +15.87% |
Frequently Asked Questions
OLYMY and ^GSPC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OLYMY has higher volatility (19.17%) compared to ^GSPC (3.82%). In terms of maximum drawdown, OLYMY dropped -57.64% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.01 vs -0.35), 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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