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PODD vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PODD and SPY is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

PODD vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Insulet Corporation (PODD) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
1,533.52%
413.61%
PODD
SPY

Key characteristics

Sharpe Ratio

PODD:

1.52

SPY:

0.51

Sortino Ratio

PODD:

2.11

SPY:

0.86

Omega Ratio

PODD:

1.28

SPY:

1.13

Calmar Ratio

PODD:

1.09

SPY:

0.55

Martin Ratio

PODD:

9.55

SPY:

2.26

Ulcer Index

PODD:

5.85%

SPY:

4.55%

Daily Std Dev

PODD:

36.94%

SPY:

20.08%

Max Drawdown

PODD:

-90.28%

SPY:

-55.19%

Current Drawdown

PODD:

-21.05%

SPY:

-9.89%

Returns By Period

In the year-to-date period, PODD achieves a -0.14% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, PODD has outperformed SPY with an annualized return of 24.09%, while SPY has yielded a comparatively lower 12.04% annualized return.


PODD

YTD

-0.14%

1M

0.17%

6M

11.59%

1Y

56.87%

5Y*

5.58%

10Y*

24.09%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

PODD vs. SPY — Risk-Adjusted Performance Rank

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

PODD
The Risk-Adjusted Performance Rank of PODD is 8989
Overall Rank
The Sharpe Ratio Rank of PODD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PODD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PODD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of PODD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of PODD is 9494
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

PODD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insulet Corporation (PODD) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for PODD, currently valued at 1.52, compared to the broader market-2.00-1.000.001.002.003.00
PODD: 1.52
SPY: 0.51
The chart of Sortino ratio for PODD, currently valued at 2.11, compared to the broader market-6.00-4.00-2.000.002.004.00
PODD: 2.11
SPY: 0.86
The chart of Omega ratio for PODD, currently valued at 1.28, compared to the broader market0.501.001.502.00
PODD: 1.28
SPY: 1.13
The chart of Calmar ratio for PODD, currently valued at 1.09, compared to the broader market0.001.002.003.004.005.00
PODD: 1.09
SPY: 0.55
The chart of Martin ratio for PODD, currently valued at 9.55, compared to the broader market-5.000.005.0010.0015.0020.00
PODD: 9.55
SPY: 2.26

The current PODD Sharpe Ratio is 1.52, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of PODD and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.52
0.51
PODD
SPY

Dividends

PODD vs. SPY - Dividend Comparison

PODD has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
PODD
Insulet Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

PODD vs. SPY - Drawdown Comparison

The maximum PODD drawdown since its inception was -90.28%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PODD and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.05%
-9.89%
PODD
SPY

Volatility

PODD vs. SPY - Volatility Comparison

Insulet Corporation (PODD) and SPDR S&P 500 ETF (SPY) have volatilities of 14.96% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.96%
15.12%
PODD
SPY