SPOM vs. ^GSPC
SPOM (SPO Global Inc) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, SPOM returned -6.70%/yr vs 13.31%/yr for ^GSPC. At a 0.03 correlation, their price movements are largely independent.
Performance
SPOM vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, SPOM achieves a -40.00% return, which is significantly lower than ^GSPC's 10.20% return. Over the past 10 years, SPOM has underperformed ^GSPC with an annualized return of -6.70%, while ^GSPC has yielded a comparatively higher 13.31% annualized return.
SPOM
- 1D
- -25.00%
- 1M
- 0.00%
- 6M
- -40.00%
- YTD
- -40.00%
- 1Y
- -62.50%
- 3Y*
- -61.36%
- 5Y*
- -62.42%
- 10Y*
- -6.70%
^GSPC
- 1D
- 0.38%
- 1M
- 1.51%
- 6M
- 8.33%
- YTD
- 10.20%
- 1Y
- 20.34%
- 3Y*
- 18.74%
- 5Y*
- 11.59%
- 10Y*
- 13.31%
SPOM vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPOM SPO Global Inc | -40.00% | -73.68% | -17.39% | -83.57% | -16.67% | -70.00% | 291.61% | -4.67% | 14,900.00% | -66.67% |
^GSPC S&P 500 Index | 10.20% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between SPOM and ^GSPC is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2014 | 0.03 |
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Return for Risk
SPOM vs. ^GSPC — Risk / Return Rank
SPOM
^GSPC
SPOM vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPO Global Inc (SPOM) 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.
| SPOM | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.30 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.25 | -3.08 |
| Martin ratioReturn relative to average drawdown | -1.24 | 9.74 | -10.98 |
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Drawdowns
SPOM vs. ^GSPC - Drawdown Comparison
The maximum SPOM drawdown since its inception was -99.96%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SPOM and ^GSPC.
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Drawdown Indicators
| SPOM | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -56.78% | -43.18% |
Max Drawdown (1Y)Largest decline over 1 year | -75.00% | -9.10% | -65.90% |
Max Drawdown (3Y)Largest decline over 3 years | -95.19% | -18.90% | -76.29% |
Max Drawdown (5Y)Largest decline over 5 years | -99.44% | -25.43% | -74.01% |
Max Drawdown (10Y)Largest decline over 10 years | -99.96% | -33.92% | -66.04% |
Current DrawdownCurrent decline from peak | -99.95% | -0.87% | -99.08% |
Average DrawdownAverage peak-to-trough decline | -87.21% | -10.71% | -76.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.42% | 2.09% | +48.33% |
Volatility
SPOM vs. ^GSPC - Volatility Comparison
SPO Global Inc (SPOM) has a higher volatility of 41.69% compared to S&P 500 Index (^GSPC) at 3.61%. This indicates that SPOM'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
| SPOM | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.69% | 3.61% | +38.08% |
Volatility (6M)Calculated over the trailing 6-month period | 103.78% | 9.98% | +93.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 153.01% | 12.55% | +140.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 174.09% | 17.01% | +157.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6,890.32% | 18.05% | +6,872.27% |
Frequently Asked Questions
SPOM and ^GSPC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPOM has higher volatility (41.69%) compared to ^GSPC (3.61%). In terms of maximum drawdown, SPOM dropped -99.96% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.63 vs -0.41), 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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