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RELY vs. ^SP500TR
Performance
Return for Risk
Drawdowns
Volatility

Performance

RELY vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Remitly Global, Inc. (RELY) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RELY achieves a 47.83% return, which is significantly higher than ^SP500TR's 8.22% return.


RELY

1D
-1.26%
1M
-5.47%
YTD
47.83%
6M
41.37%
1Y
2.62%
3Y*
2.63%
5Y*
10Y*

^SP500TR

1D
-1.44%
1M
-1.34%
YTD
8.22%
6M
7.24%
1Y
23.73%
3Y*
20.82%
5Y*
13.16%
10Y*
15.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RELY vs. ^SP500TR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RELY
Remitly Global, Inc.
47.83%-38.86%16.22%69.61%-44.47%-61.02%
^SP500TR
S&P 500 Total Return
8.22%17.88%25.02%26.29%-18.11%8.83%

Correlation

The correlation between RELY and ^SP500TR 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

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.41

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Return for Risk

RELY vs. ^SP500TR — Risk / Return Rank

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

RELY
RELY Risk / Return Rank: 4444
Overall Rank
RELY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
RELY Sortino Ratio Rank: 4343
Sortino Ratio Rank
RELY Omega Ratio Rank: 4444
Omega Ratio Rank
RELY Calmar Ratio Rank: 4444
Calmar Ratio Rank
RELY Martin Ratio Rank: 4444
Martin Ratio Rank

^SP500TR
^SP500TR Risk / Return Rank: 6868
Overall Rank
^SP500TR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^SP500TR Sortino Ratio Rank: 6464
Sortino Ratio Rank
^SP500TR Omega Ratio Rank: 6767
Omega Ratio Rank
^SP500TR Calmar Ratio Rank: 6666
Calmar Ratio Rank
^SP500TR Martin Ratio Rank: 7777
Martin Ratio Rank
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.

RELY vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Remitly Global, Inc. (RELY) and S&P 500 Total Return (^SP500TR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RELY^SP500TRDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.07

1.34

-0.27

Calmar ratioReturn relative to maximum drawdown

0.07

2.68

-2.62

Martin ratioReturn relative to average drawdown

0.12

12.05

-11.93

RELY vs. ^SP500TR - Sharpe Ratio Comparison

The current RELY Sharpe Ratio is 0.05, which is lower than the ^SP500TR Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RELY and ^SP500TR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RELY vs. ^SP500TR - Drawdown Comparison

The maximum RELY drawdown since its inception was -86.99%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for RELY and ^SP500TR.


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Drawdown Indicators


RELY^SP500TRDifference

Max Drawdown

Largest peak-to-trough decline

-86.99%

-55.25%

-31.74%

Max Drawdown (1Y)

Largest decline over 1 year

-40.08%

-8.89%

-31.19%

Max Drawdown (3Y)

Largest decline over 3 years

-57.92%

-18.75%

-39.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

Current Drawdown

Current decline from peak

-61.44%

-3.13%

-58.31%

Average Drawdown

Average peak-to-trough decline

-67.39%

-8.16%

-59.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.48%

1.97%

+20.51%

Volatility

RELY vs. ^SP500TR - Volatility Comparison

Remitly Global, Inc. (RELY) has a higher volatility of 13.53% compared to S&P 500 Total Return (^SP500TR) at 4.90%. This indicates that RELY's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RELY^SP500TRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.53%

4.90%

+8.63%

Volatility (6M)

Calculated over the trailing 6-month period

37.95%

9.93%

+28.02%

Volatility (1Y)

Calculated over the trailing 1-year period

55.51%

12.57%

+42.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.05%

17.00%

+42.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.05%

18.08%

+40.97%

Frequently Asked Questions


RELY and ^SP500TR 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.

RELY has higher volatility (13.53%) compared to ^SP500TR (4.90%). In terms of maximum drawdown, RELY dropped -86.99% vs ^SP500TR's -55.25%.

^SP500TR currently has the higher Sharpe Ratio (1.90 vs 0.05), 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.

Portfolio Optimizer

Find the right allocation for RELY and ^SP500TR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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