SPHR vs. SETM
SPHR (Sphere Entertainment Co.) is a stock, while SETM (Sprott Energy Transition Materials ETF) is Energy Equities fund tracking the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. Over the past 3 years, SPHR returned 79.69%/yr vs 30.90%/yr for SETM. At a 0.29 correlation, their price movements are largely independent.
Performance
SPHR vs. SETM - Performance Comparison
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Returns By Period
In the year-to-date period, SPHR achieves a 49.08% return, which is significantly higher than SETM's 27.22% return.
SPHR
- 1D
- -0.14%
- 1M
- 3.88%
- YTD
- 49.08%
- 6M
- 73.99%
- 1Y
- 273.62%
- 3Y*
- 79.69%
- 5Y*
- 9.42%
- 10Y*
- —
SETM
- 1D
- -4.09%
- 1M
- 2.39%
- YTD
- 27.22%
- 6M
- 33.66%
- 1Y
- 144.21%
- 3Y*
- 30.90%
- 5Y*
- —
- 10Y*
- —
SPHR vs. SETM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPHR Sphere Entertainment Co. | 49.08% | 135.81% | 18.73% | -36.27% |
SETM Sprott Energy Transition Materials ETF | 27.22% | 95.27% | -13.24% | -11.03% |
Correlation
The correlation between SPHR and SETM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | 0.29 |
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Return for Risk
SPHR vs. SETM — Risk / Return Rank
SPHR
SETM
SPHR vs. SETM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sphere Entertainment Co. (SPHR) and Sprott Energy Transition Materials ETF (SETM). 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.
| SPHR | SETM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.44 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 15.61 | 5.61 | +9.99 |
| Martin ratioReturn relative to average drawdown | 50.62 | 17.42 | +33.20 |
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
| SPHR | SETM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.41 | 3.25 | +2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.59 | -0.45 |
Drawdowns
SPHR vs. SETM - Drawdown Comparison
The maximum SPHR drawdown since its inception was -81.69%, which is greater than SETM's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for SPHR and SETM.
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Drawdown Indicators
| SPHR | SETM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.69% | -42.81% | -38.88% |
Max Drawdown (1Y)Largest decline over 1 year | -17.66% | -25.85% | +8.19% |
Max Drawdown (3Y)Largest decline over 3 years | -52.29% | -42.81% | -9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -76.64% | — | — |
Current DrawdownCurrent decline from peak | -2.76% | -7.30% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -45.49% | -14.26% | -31.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 8.31% | -2.87% |
Volatility
SPHR vs. SETM - Volatility Comparison
Sphere Entertainment Co. (SPHR) has a higher volatility of 15.55% compared to Sprott Energy Transition Materials ETF (SETM) at 13.58%. This indicates that SPHR's price experiences larger fluctuations and is considered to be riskier than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPHR | SETM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.55% | 13.58% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 37.28% | 34.49% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.93% | 44.71% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.58% | 36.57% | +21.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.16% | 36.57% | +19.59% |
Dividends
SPHR vs. SETM - Dividend Comparison
SPHR has not paid dividends to shareholders, while SETM's dividend yield for the trailing twelve months is around 1.23%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
SETM Sprott Energy Transition Materials ETF | 1.23% | 1.56% | 2.07% | 2.47% |
SPHR Sphere Entertainment Co. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPHR and SETM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPHR has higher volatility (15.55%) compared to SETM (13.58%). In terms of maximum drawdown, SPHR dropped -81.69% vs SETM's -42.81%.
SPHR currently has the higher Sharpe Ratio (5.41 vs 3.25), 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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