RIOT vs. SPY
Compare and contrast key facts about Riot Blockchain, Inc. (RIOT) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RIOT or SPY.
Performance
RIOT vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, RIOT achieves a -20.69% return, which is significantly lower than SPY's 25.36% return. Over the past 10 years, RIOT has underperformed SPY with an annualized return of 1.87%, while SPY has yielded a comparatively higher 13.07% annualized return.
RIOT
-20.69%
24.44%
15.65%
8.39%
54.14%
1.87%
SPY
25.36%
0.98%
11.79%
31.70%
15.55%
13.07%
Key characteristics
| RIOT | SPY | |
|---|---|---|
| Sharpe Ratio | 0.18 | 2.69 |
| Sortino Ratio | 1.00 | 3.59 |
| Omega Ratio | 1.11 | 1.50 |
| Calmar Ratio | 0.17 | 3.89 |
| Martin Ratio | 0.40 | 17.53 |
| Ulcer Index | 42.99% | 1.87% |
| Daily Std Dev | 93.69% | 12.15% |
| Max Drawdown | -99.98% | -55.19% |
| Current Drawdown | -99.62% | -1.41% |
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Correlation
The correlation between RIOT and SPY is 0.23, 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.
Risk-Adjusted Performance
RIOT vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Riot Blockchain, Inc. (RIOT) 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.
Dividends
RIOT vs. SPY - Dividend Comparison
RIOT has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIOT Riot Blockchain, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.52% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
RIOT vs. SPY - Drawdown Comparison
The maximum RIOT drawdown since its inception was -99.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RIOT and SPY. For additional features, visit the drawdowns tool.
Volatility
RIOT vs. SPY - Volatility Comparison
Riot Blockchain, Inc. (RIOT) has a higher volatility of 38.72% compared to SPDR S&P 500 ETF (SPY) at 4.09%. This indicates that RIOT'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.