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 4.14%/yr vs 13.29%/yr for ^GSPC. Their 0.03 correlation means their historical movements had little consistent relationship.
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 11.03% return. Over the past 10 years, SPOM has underperformed ^GSPC with an annualized return of 4.14%, while ^GSPC has yielded a comparatively higher 13.29% annualized return.
SPOM
- 1D
- 0.00%
- 1M
- -25.00%
- 6M
- -40.00%
- YTD
- -40.00%
- 1Y
- -40.00%
- 3Y*
- -54.81%
- 5Y*
- -62.24%
- 10Y*
- 4.14%
- ALL TIME*
- -30.91%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
SPOM SPO Global Inc | $102.08 | $1.67K | $1.01K |
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 | 11.03% | 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 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | -0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.41 | -2.91 |
| Martin ratioReturn relative to average drawdown | -0.76 | 10.22 | -10.98 |
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Drawdowns
SPOM vs. ^GSPC - Drawdown Comparison
The maximum SPOM drawdown since its inception was -99.97%, 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 | -99.97% | -56.78% | -43.19% |
Max Drawdown (1Y)Largest decline over 1 year | -80.00% | -9.10% | -70.90% |
Max Drawdown (3Y)Largest decline over 3 years | -95.24% | -18.90% | -76.34% |
Max Drawdown (5Y)Largest decline over 5 years | -99.50% | -25.43% | -74.07% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | -33.92% | -66.05% |
Current DrawdownCurrent decline from peak | -99.95% | -0.12% | -99.83% |
Average DrawdownAverage peak-to-trough decline | -87.27% | -10.70% | -76.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.88% | 2.14% | +50.74% |
Volatility
SPOM vs. ^GSPC - Volatility Comparison
SPO Global Inc (SPOM) has a higher volatility of 65.42% compared to S&P 500 Index (^GSPC) at 3.80%. 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 | 65.42% | 3.80% | +61.62% |
Volatility (6M)Calculated over the trailing 6-month period | 117.19% | 10.20% | +106.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 156.59% | 12.86% | +143.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 175.89% | 17.02% | +158.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6,890.29% | 18.08% | +6,872.21% |
Frequently Asked Questions
SPOM and ^GSPC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPOM has higher volatility (65.42%) compared to ^GSPC (3.80%). In terms of maximum drawdown, SPOM dropped -99.97% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs -0.26), 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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