SEZL vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Sezzle Inc. Common Stock (SEZL) and S&P 500 Index (^GSPC).

Performance

SEZL vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sezzle Inc. Common Stock (SEZL) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

SEZL vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SEZL Sezzle Inc. Common Stock	0.35%	48.89%	1,146.59%	-74.69%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	9.14%

Returns By Period

In the year-to-date period, SEZL achieves a 0.35% return, which is significantly higher than ^GSPC's -3.95% return.

SEZL

• 1D: 0.65%
• 1M: -15.96%
• YTD: 0.35%
• 6M: -19.19%
• 1Y: 75.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SEZL vs. ^GSPC — Risk / Return Rank

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

SEZL

SEZL Risk / Return Rank: 67
SEZL Sharpe Ratio Rank: 67
SEZL Sortino Ratio Rank: 72
SEZL Omega Ratio Rank: 72
SEZL Calmar Ratio Rank: 65
SEZL Martin Ratio Rank: 58

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

SEZL vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sezzle Inc. Common Stock (SEZL) and S&P 500 Index (^GSPC). 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.

	SEZL	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.75	0.92	-0.17
Sortino ratio Return per unit of downside risk	1.71	1.41	+0.30
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.15	1.41	-0.27
Martin ratio Return relative to average drawdown	1.69	6.61	-4.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SEZL vs. ^GSPC - Sharpe Ratio Comparison

The current SEZL Sharpe Ratio is 0.75, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SEZL and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SEZL	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	0.92	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.46	+0.13

Correlation

The correlation between SEZL and ^GSPC is 0.40, 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.

Drawdowns

SEZL vs. ^GSPC - Drawdown Comparison

The maximum SEZL drawdown since its inception was -89.95%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SEZL and ^GSPC.

Drawdown Indicators

	SEZL	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-89.95%	-56.78%	-33.17%
Max Drawdown (1Y) Largest decline over 1 year	-72.02%	-12.14%	-59.88%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-65.03%	-5.78%	-59.25%
Average Drawdown Average peak-to-trough decline	-39.76%	-10.75%	-29.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.97%	2.60%	+46.37%

Volatility

SEZL vs. ^GSPC - Volatility Comparison

Sezzle Inc. Common Stock (SEZL) has a higher volatility of 18.61% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that SEZL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEZL	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.61%	5.37%	+13.24%
Volatility (6M) Calculated over the trailing 6-month period	57.73%	9.55%	+48.18%
Volatility (1Y) Calculated over the trailing 1-year period	101.17%	18.33%	+82.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	138.64%	16.90%	+121.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	138.64%	18.05%	+120.59%