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

RYAN vs. SPY

Last updated May 12, 2025

Compare and contrast key facts about Ryan Specialty Group Holdings, Inc. (RYAN) 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: RYAN or SPY.

Correlation

The correlation between RYAN and SPY is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

RYAN vs. SPY - Performance Comparison

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

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Key characteristics

Daily Std Dev

RYAN:

29.95%

SPY:

20.02%

Max Drawdown

RYAN:

-1.71%

SPY:

-55.19%

Current Drawdown

RYAN:

-1.71%

SPY:

-7.65%

Returns By Period

RYAN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-3.42%

1M

5.69%

6M

-5.06%

1Y

9.73%

5Y*

16.26%

10Y*

12.24%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

RYAN vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RYAN
The Risk-Adjusted Performance Rank of RYAN is 8585
Overall Rank
The Sharpe Ratio Rank of RYAN is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of RYAN is 8282
Sortino Ratio Rank
The Omega Ratio Rank of RYAN is 8080
Omega Ratio Rank
The Calmar Ratio Rank of RYAN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of RYAN is 8585
Martin Ratio Rank
SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5858
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.

RYAN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ryan Specialty Group Holdings, Inc. (RYAN) 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.

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Dividends

RYAN vs. SPY - Dividend Comparison

RYAN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.27%.

TTM20242023202220212020201920182017201620152014
RYAN
Ryan Specialty Group Holdings, 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		1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

RYAN vs. SPY - Drawdown Comparison

The maximum RYAN drawdown since its inception was -1.71%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RYAN and SPY. For additional features, visit the drawdowns tool.

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Volatility

RYAN vs. SPY - Volatility Comparison

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