PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PTON vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTON and SPY is 0.35, 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.


-0.50.00.51.00.4

Performance

PTON vs. SPY - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-63.59%
115.02%
PTON
SPY

Key characteristics

Sharpe Ratio

PTON:

0.65

SPY:

2.21

Sortino Ratio

PTON:

1.58

SPY:

2.93

Omega Ratio

PTON:

1.19

SPY:

1.41

Calmar Ratio

PTON:

0.59

SPY:

3.26

Martin Ratio

PTON:

1.63

SPY:

14.43

Ulcer Index

PTON:

35.62%

SPY:

1.90%

Daily Std Dev

PTON:

89.56%

SPY:

12.41%

Max Drawdown

PTON:

-98.28%

SPY:

-55.19%

Current Drawdown

PTON:

-94.40%

SPY:

-2.74%

Returns By Period

In the year-to-date period, PTON achieves a 54.02% return, which is significantly higher than SPY's 25.54% return.


PTON

YTD

54.02%

1M

12.20%

6M

159.83%

1Y

52.03%

5Y*

-20.77%

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PTON vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) 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.


Sharpe ratio
The chart of Sharpe ratio for PTON, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.652.21
The chart of Sortino ratio for PTON, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.582.93
The chart of Omega ratio for PTON, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.41
The chart of Calmar ratio for PTON, currently valued at 0.59, compared to the broader market0.002.004.006.000.593.26
The chart of Martin ratio for PTON, currently valued at 1.63, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6314.43
PTON
SPY

The current PTON Sharpe Ratio is 0.65, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PTON 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.65
2.21
PTON
SPY

Dividends

PTON vs. SPY - Dividend Comparison

PTON has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.86%.


TTM20232022202120202019201820172016201520142013
PTON
Peloton Interactive, Inc.
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
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

PTON vs. SPY - Drawdown Comparison

The maximum PTON drawdown since its inception was -98.28%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PTON and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.40%
-2.74%
PTON
SPY

Volatility

PTON vs. SPY - Volatility Comparison

Peloton Interactive, Inc. (PTON) has a higher volatility of 22.34% compared to SPDR S&P 500 ETF (SPY) at 3.72%. This indicates that PTON's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
22.34%
3.72%
PTON
SPY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab