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SPOT vs. ^OEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SPOT and ^OEX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

SPOT vs. ^OEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) and S&P 100 Index (^OEX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
209.29%
154.38%
SPOT
^OEX

Key characteristics

Sharpe Ratio

SPOT:

4.01

^OEX:

2.35

Sortino Ratio

SPOT:

4.99

^OEX:

3.07

Omega Ratio

SPOT:

1.64

^OEX:

1.44

Calmar Ratio

SPOT:

2.98

^OEX:

3.25

Martin Ratio

SPOT:

37.59

^OEX:

14.30

Ulcer Index

SPOT:

3.84%

^OEX:

2.24%

Daily Std Dev

SPOT:

36.00%

^OEX:

13.66%

Max Drawdown

SPOT:

-80.51%

^OEX:

-61.31%

Current Drawdown

SPOT:

-8.26%

^OEX:

-2.08%

Returns By Period

In the year-to-date period, SPOT achieves a 145.27% return, which is significantly higher than ^OEX's 30.39% return.


SPOT

YTD

145.27%

1M

-2.09%

6M

45.05%

1Y

143.09%

5Y*

25.17%

10Y*

N/A

^OEX

YTD

30.39%

1M

1.96%

6M

10.34%

1Y

30.81%

5Y*

15.26%

10Y*

12.26%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SPOT vs. ^OEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) and S&P 100 Index (^OEX). 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.


Sharpe ratio
The chart of Sharpe ratio for SPOT, currently valued at 4.01, compared to the broader market-4.00-2.000.002.004.012.35
The chart of Sortino ratio for SPOT, currently valued at 4.99, compared to the broader market-4.00-2.000.002.004.004.993.07
The chart of Omega ratio for SPOT, currently valued at 1.64, compared to the broader market0.501.001.502.001.641.44
The chart of Calmar ratio for SPOT, currently valued at 2.98, compared to the broader market0.002.004.006.002.983.25
The chart of Martin ratio for SPOT, currently valued at 37.59, compared to the broader market-5.000.005.0010.0015.0020.0025.0037.5914.30
SPOT
^OEX

The current SPOT Sharpe Ratio is 4.01, which is higher than the ^OEX Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of SPOT and ^OEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
4.01
2.35
SPOT
^OEX

Drawdowns

SPOT vs. ^OEX - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, which is greater than ^OEX's maximum drawdown of -61.31%. Use the drawdown chart below to compare losses from any high point for SPOT and ^OEX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.26%
-2.08%
SPOT
^OEX

Volatility

SPOT vs. ^OEX - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 8.97% compared to S&P 100 Index (^OEX) at 3.88%. This indicates that SPOT's price experiences larger fluctuations and is considered to be riskier than ^OEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.97%
3.88%
SPOT
^OEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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