OLYMY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Olympus Corporation (OLYMY) and S&P 500 Index (^GSPC).

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.

OLYMY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
OLYMY Olympus Corporation	-22.02%	-13.95%	3.58%	-23.95%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	17.01%

Returns By Period

In the year-to-date period, OLYMY achieves a -22.02% return, which is significantly lower than ^GSPC's -3.95% return.

OLYMY

• 1D: 3.13%
• 1M: 7.51%
• YTD: -22.02%
• 6M: -21.46%
• 1Y: -22.63%
• 3Y*: -17.08%
• 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

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: 15
OLYMY Sharpe Ratio Rank: 15
OLYMY Sortino Ratio Rank: 17
OLYMY Omega Ratio Rank: 16
OLYMY Calmar Ratio Rank: 21
OLYMY Martin Ratio Rank: 8

^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.

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 ratio Return per unit of total volatility	-0.58	0.92	-1.50
Sortino ratio Return per unit of downside risk	-0.61	1.41	-2.02
Omega ratio Gain probability vs. loss probability	0.92	1.21	-0.30
Calmar ratio Return relative to maximum drawdown	-0.57	1.41	-1.99
Martin ratio Return relative to average drawdown	-1.51	6.61	-8.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OLYMY vs. ^GSPC - Sharpe Ratio Comparison

The current OLYMY Sharpe Ratio is -0.58, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of OLYMY 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

	OLYMY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	0.92	-1.50
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	-0.56	0.46	-1.02

Correlation

The correlation between OLYMY 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

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	-41.80%	-12.14%	-29.66%
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	-48.27%	-5.78%	-42.49%
Average Drawdown Average peak-to-trough decline	-24.79%	-10.75%	-14.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.89%	2.60%	+13.29%

Volatility

OLYMY vs. ^GSPC - Volatility Comparison

Olympus Corporation (OLYMY) has a higher volatility of 13.80% compared to S&P 500 Index (^GSPC) at 5.37%. 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	13.80%	5.37%	+8.43%
Volatility (6M) Calculated over the trailing 6-month period	31.48%	9.55%	+21.93%
Volatility (1Y) Calculated over the trailing 1-year period	38.99%	18.33%	+20.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.84%	16.90%	+15.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.84%	18.05%	+14.79%