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SMCI vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

SMCI vs. ^GSPC - Performance Comparison

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

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Returns By Period

In the year-to-date period, SMCI achieves a -18.59% return, which is significantly lower than ^GSPC's 8.73% return. Over the past 10 years, SMCI has outperformed ^GSPC with an annualized return of 28.09%, while ^GSPC has yielded a comparatively lower 13.09% annualized return.


SMCI

1D
-1.45%
1M
-22.28%
6M
-26.99%
YTD
-18.59%
1Y
-53.97%
3Y*
-7.71%
5Y*
46.65%
10Y*
28.09%
ALL TIME*
18.59%

^GSPC

1D
-0.19%
1M
-0.76%
6M
7.25%
YTD
8.73%
1Y
18.21%
3Y*
17.95%
5Y*
11.30%
10Y*
13.09%
ALL TIME*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMCI vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMCI
Super Micro Computer, Inc.
-18.59%-3.97%7.23%246.24%86.80%38.82%31.81%74.06%-34.07%-25.38%
^GSPC
S&P 500 Index
8.73%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between SMCI and ^GSPC is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2007

0.48

The correlation between SMCI and ^GSPC has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.

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Return for Risk

SMCI vs. ^GSPC — Risk / Return Rank

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

SMCI
SMCI Risk / Return Rank: 1717
Overall Rank
SMCI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 2121
Sortino Ratio Rank
SMCI Omega Ratio Rank: 2020
Omega Ratio Rank
SMCI Calmar Ratio Rank: 1212
Calmar Ratio Rank
SMCI Martin Ratio Rank: 1414
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
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.

SMCI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Super Micro Computer, Inc. (SMCI) 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.


SMCI^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-2.61

Omega ratioGain probability vs. loss probability

0.92

1.26

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.82

2.01

-2.83

Martin ratioReturn relative to average drawdown

-1.27

8.68

-9.95

SMCI vs. ^GSPC - Sharpe Ratio Comparison

The current SMCI Sharpe Ratio is -0.62, which is lower than the ^GSPC Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SMCI and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SMCI vs. ^GSPC - Drawdown Comparison

The maximum SMCI drawdown since its inception was -84.84%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SMCI and ^GSPC.


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Drawdown Indicators


SMCI^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-84.84%

-56.78%

-28.06%

Max Drawdown (1Y)

Largest decline over 1 year

-66.18%

-9.10%

-57.08%

Max Drawdown (3Y)

Largest decline over 3 years

-84.84%

-18.90%

-65.94%

Max Drawdown (5Y)

Largest decline over 5 years

-84.84%

-25.43%

-59.41%

Max Drawdown (10Y)

Largest decline over 10 years

-84.84%

-33.92%

-50.92%

Current Drawdown

Current decline from peak

-79.94%

-2.19%

-77.75%

Average Drawdown

Average peak-to-trough decline

-32.20%

-10.70%

-21.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.59%

2.10%

+40.49%

Volatility

SMCI vs. ^GSPC - Volatility Comparison

Super Micro Computer, Inc. (SMCI) has a higher volatility of 25.95% compared to S&P 500 Index (^GSPC) at 3.13%. This indicates that SMCI'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


SMCI^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.95%

3.13%

+22.82%

Volatility (6M)

Calculated over the trailing 6-month period

79.52%

10.04%

+69.48%

Volatility (1Y)

Calculated over the trailing 1-year period

87.18%

12.62%

+74.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.36%

16.98%

+70.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.08%

18.06%

+53.02%

Frequently Asked Questions


SMCI and ^GSPC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMCI has higher volatility (25.95%) compared to ^GSPC (3.13%). In terms of maximum drawdown, SMCI dropped -84.84% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.45 vs -0.62), 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.

Portfolio Optimizer

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