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

Correlation

The correlation between REAL and SPY is 0.49, 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.


-0.50.00.51.00.5

Performance

REAL vs. SPY - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
287.62%
16.78%
REAL
SPY

Key characteristics

Sharpe Ratio

REAL:

3.92

SPY:

1.93

Sortino Ratio

REAL:

4.36

SPY:

2.59

Omega Ratio

REAL:

1.54

SPY:

1.35

Calmar Ratio

REAL:

4.25

SPY:

2.93

Martin Ratio

REAL:

17.30

SPY:

12.16

Ulcer Index

REAL:

23.21%

SPY:

2.02%

Daily Std Dev

REAL:

102.65%

SPY:

12.73%

Max Drawdown

REAL:

-96.44%

SPY:

-55.19%

Current Drawdown

REAL:

-68.06%

SPY:

-1.31%

Returns By Period

In the year-to-date period, REAL achieves a -15.55% return, which is significantly lower than SPY's 2.68% return.


REAL

YTD

-15.55%

1M

-2.84%

6M

197.74%

1Y

409.94%

5Y*

-8.67%

10Y*

N/A

SPY

YTD

2.68%

1M

1.66%

6M

15.99%

1Y

23.74%

5Y*

14.27%

10Y*

13.34%

*Annualized

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

REAL vs. SPY — Risk-Adjusted Performance Rank

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

REAL
The Risk-Adjusted Performance Rank of REAL is 9797
Overall Rank
The Sharpe Ratio Rank of REAL is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of REAL is 9797
Sortino Ratio Rank
The Omega Ratio Rank of REAL is 9696
Omega Ratio Rank
The Calmar Ratio Rank of REAL is 9797
Calmar Ratio Rank
The Martin Ratio Rank of REAL is 9797
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8080
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8383
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.

REAL vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The RealReal, Inc. (REAL) 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 REAL, currently valued at 3.92, compared to the broader market-2.000.002.004.003.921.93
The chart of Sortino ratio for REAL, currently valued at 4.36, compared to the broader market-4.00-2.000.002.004.004.362.59
The chart of Omega ratio for REAL, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.35
The chart of Calmar ratio for REAL, currently valued at 4.25, compared to the broader market0.002.004.006.004.252.93
The chart of Martin ratio for REAL, currently valued at 17.30, compared to the broader market-10.000.0010.0020.0017.3012.16
REAL
SPY

The current REAL Sharpe Ratio is 3.92, which is higher than the SPY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of REAL 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
3.92
1.93
REAL
SPY

Dividends

REAL vs. SPY - Dividend Comparison

REAL has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


TTM20242023202220212020201920182017201620152014
REAL
The RealReal, 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
1.17%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

REAL vs. SPY - Drawdown Comparison

The maximum REAL drawdown since its inception was -96.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for REAL and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-68.06%
-1.31%
REAL
SPY

Volatility

REAL vs. SPY - Volatility Comparison

The RealReal, Inc. (REAL) has a higher volatility of 17.73% compared to SPDR S&P 500 ETF (SPY) at 4.03%. This indicates that REAL'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%SeptemberOctoberNovemberDecember2025February
17.73%
4.03%
REAL
SPY
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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.

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