SFIX vs. ^GSPC
SFIX (Stitch Fix, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, SFIX returned -42.24%/yr vs 11.43%/yr for ^GSPC. At a 0.41 correlation, their price movements are largely independent.
Performance
SFIX vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, SFIX achieves a -31.05% return, which is significantly lower than ^GSPC's 9.79% return.
SFIX
- 1D
- 1.69%
- 1M
- -5.85%
- 6M
- -34.30%
- YTD
- -31.05%
- 1Y
- -8.12%
- 3Y*
- -3.27%
- 5Y*
- -42.24%
- 10Y*
- —
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
SFIX vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFIX Stitch Fix, Inc. | -31.05% | 21.81% | 20.73% | 14.79% | -83.56% | -67.78% | 128.84% | 50.15% | -33.84% | 52.39% |
^GSPC S&P 500 Index | 9.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 3.40% |
Correlation
The correlation between SFIX and ^GSPC is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2017 | 0.41 |
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Return for Risk
SFIX vs. ^GSPC — Risk / Return Rank
SFIX
^GSPC
SFIX vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stitch Fix, Inc. (SFIX) 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.
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.
| SFIX | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.29 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.21 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.28 | 9.61 | -9.89 |
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Drawdowns
SFIX vs. ^GSPC - Drawdown Comparison
The maximum SFIX drawdown since its inception was -98.03%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SFIX and ^GSPC.
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Drawdown Indicators
| SFIX | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.03% | -56.78% | -41.25% |
Max Drawdown (1Y)Largest decline over 1 year | -47.51% | -9.10% | -38.41% |
Max Drawdown (3Y)Largest decline over 3 years | -58.90% | -18.90% | -40.00% |
Max Drawdown (5Y)Largest decline over 5 years | -96.38% | -25.43% | -70.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -96.60% | -1.24% | -95.36% |
Average DrawdownAverage peak-to-trough decline | -70.74% | -10.71% | -60.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.75% | 2.09% | +26.66% |
Volatility
SFIX vs. ^GSPC - Volatility Comparison
Stitch Fix, Inc. (SFIX) has a higher volatility of 27.31% compared to S&P 500 Index (^GSPC) at 3.96%. This indicates that SFIX'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.
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Volatility by Period
| SFIX | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.31% | 3.96% | +23.35% |
Volatility (6M)Calculated over the trailing 6-month period | 48.76% | 9.99% | +38.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.19% | 12.57% | +52.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.61% | 17.01% | +69.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.52% | 18.05% | +65.47% |
Frequently Asked Questions
SFIX and ^GSPC have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFIX has higher volatility (27.31%) compared to ^GSPC (3.96%). In terms of maximum drawdown, SFIX dropped -98.03% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -0.13), 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.
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