SPIR vs. ASTR

Last updated Apr 1, 2026

Compare and contrast key facts about Spire Global, Inc. (SPIR) and Astra Space, Inc. (ASTR).

Performance

SPIR vs. ASTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spire Global, Inc. (SPIR) and Astra Space, Inc. (ASTR). The values are adjusted to include any dividend payments, if applicable.

SPIR vs. ASTR - Yearly Performance Comparison

	2026 (YTD)
SPIR Spire Global, Inc.	19.58%
ASTR Astra Space, Inc.	0.00%

Fundamentals

Total Revenue (TTM) SPIR : $15.88B ASTR : $4.16M
Gross Profit (TTM) SPIR : $6.45B ASTR : -$1.76M
EBITDA (TTM) SPIR : -$23.01B ASTR : -$170.29M

Returns By Period

SPIR

• 1D: 6.97%
• 1M: 42.15%
• YTD: 67.73%
• 6M: 14.47%
• 1Y: 55.50%
• 3Y*: 33.03%
• 5Y*: -30.94%
• 10Y*: —

ASTR

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

SPIR vs. ASTR — Risk / Return Rank

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

SPIR

SPIR Risk / Return Rank: 65
SPIR Sharpe Ratio Rank: 65
SPIR Sortino Ratio Rank: 67
SPIR Omega Ratio Rank: 65
SPIR Calmar Ratio Rank: 65
SPIR Martin Ratio Rank: 63

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.

SPIR vs. ASTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spire Global, Inc. (SPIR) and Astra Space, Inc. (ASTR). 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.

	SPIR	ASTR	Difference
Sharpe ratio Return per unit of total volatility	0.64	—	—
Sortino ratio Return per unit of downside risk	1.42	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	1.07	—	—
Martin ratio Return relative to average drawdown	2.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SPIR	ASTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.32	—	—

Dividends

SPIR vs. ASTR - Dividend Comparison

Neither SPIR nor ASTR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SPIR vs. ASTR - Drawdown Comparison

The maximum SPIR drawdown since its inception was -97.74%, which is greater than ASTR's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SPIR and ASTR.

Drawdown Indicators

	SPIR	ASTR	Difference
Max Drawdown Largest peak-to-trough decline	-97.74%	0.00%	-97.74%
Max Drawdown (1Y) Largest decline over 1 year	-50.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-97.74%	—	—
Current Drawdown Current decline from peak	-91.48%	0.00%	-91.48%
Average Drawdown Average peak-to-trough decline	-77.64%	0.00%	-77.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.93%	—	—

Volatility

Volatility by Period

	SPIR	ASTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	69.32%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	86.49%	0.00%	+86.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	93.47%	0.00%	+93.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.09%	0.00%	+90.09%

Financials