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

Correlation

The correlation between SAM and SPY is 0.33, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SAM vs. SPY - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
785.63%
1,431.86%
SAM
SPY

Key characteristics

Sharpe Ratio

SAM:

-0.37

SPY:

0.51

Sortino Ratio

SAM:

-0.40

SPY:

0.86

Omega Ratio

SAM:

0.96

SPY:

1.13

Calmar Ratio

SAM:

-0.16

SPY:

0.55

Martin Ratio

SAM:

-0.85

SPY:

2.26

Ulcer Index

SAM:

15.77%

SPY:

4.55%

Daily Std Dev

SAM:

35.99%

SPY:

20.08%

Max Drawdown

SAM:

-83.22%

SPY:

-55.19%

Current Drawdown

SAM:

-81.03%

SPY:

-9.89%

Returns By Period

In the year-to-date period, SAM achieves a -17.36% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, SAM has underperformed SPY with an annualized return of -0.81%, while SPY has yielded a comparatively higher 11.99% annualized return.


SAM

YTD

-17.36%

1M

4.19%

6M

-16.24%

1Y

-13.71%

5Y*

-10.82%

10Y*

-0.81%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

SAM vs. SPY — Risk-Adjusted Performance Rank

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

SAM
The Risk-Adjusted Performance Rank of SAM is 3232
Overall Rank
The Sharpe Ratio Rank of SAM is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SAM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of SAM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SAM is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SAM is 3333
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

SAM vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Boston Beer Company, Inc. (SAM) 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.


The chart of Sharpe ratio for SAM, currently valued at -0.37, compared to the broader market-2.00-1.000.001.002.003.00
SAM: -0.37
SPY: 0.51
The chart of Sortino ratio for SAM, currently valued at -0.40, compared to the broader market-6.00-4.00-2.000.002.004.00
SAM: -0.40
SPY: 0.86
The chart of Omega ratio for SAM, currently valued at 0.96, compared to the broader market0.501.001.502.00
SAM: 0.96
SPY: 1.13
The chart of Calmar ratio for SAM, currently valued at -0.16, compared to the broader market0.001.002.003.004.005.00
SAM: -0.16
SPY: 0.55
The chart of Martin ratio for SAM, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.00
SAM: -0.85
SPY: 2.26

The current SAM Sharpe Ratio is -0.37, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SAM 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.37
0.51
SAM
SPY

Dividends

SAM vs. SPY - Dividend Comparison

SAM has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
SAM
The Boston Beer Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.03%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SAM vs. SPY - Drawdown Comparison

The maximum SAM drawdown since its inception was -83.22%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SAM and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-81.03%
-9.89%
SAM
SPY

Volatility

SAM vs. SPY - Volatility Comparison

The current volatility for The Boston Beer Company, Inc. (SAM) is 9.03%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that SAM experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.03%
15.12%
SAM
SPY