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 -42.70%/yr vs 12.30%/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 -34.67% return, which is significantly lower than ^GSPC's 10.35% return.
SFIX
- 1D
- -2.56%
- 1M
- -4.99%
- YTD
- -34.67%
- 6M
- -24.78%
- 1Y
- -28.24%
- 3Y*
- -4.43%
- 5Y*
- -42.70%
- 10Y*
- —
^GSPC
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
SFIX vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFIX Stitch Fix, Inc. | -34.67% | 21.81% | 20.73% | 14.79% | -83.56% | -67.78% | 128.84% | 50.15% | -33.84% | 70.50% |
^GSPC S&P 500 Index | 10.35% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 3.67% |
Correlation
The correlation between SFIX and ^GSPC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
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 20, 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.
| SFIX | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.41 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.93 | -3.52 |
| Martin ratioReturn relative to average drawdown | -1.04 | 13.52 | -14.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SFIX | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 2.24 | -2.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.73 | -1.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.47 | -0.66 |
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 | -96.82% | -25.43% | -71.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -96.78% | -0.74% | -96.04% |
Average DrawdownAverage peak-to-trough decline | -70.45% | -10.72% | -59.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.30% | 1.97% | +25.33% |
Volatility
SFIX vs. ^GSPC - Volatility Comparison
Stitch Fix, Inc. (SFIX) has a higher volatility of 14.67% compared to S&P 500 Index (^GSPC) at 2.93%. 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 | 14.67% | 2.93% | +11.74% |
Volatility (6M)Calculated over the trailing 6-month period | 42.32% | 8.99% | +33.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.54% | 11.89% | +48.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.05% | 16.90% | +69.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.34% | 18.06% | +65.28% |
Frequently Asked Questions
SFIX and ^GSPC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFIX has higher volatility (14.67%) compared to ^GSPC (2.93%). In terms of maximum drawdown, SFIX dropped -98.03% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (2.24 vs -0.47), 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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