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

Correlation

The correlation between SPOT and ^OEX is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

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%250.00%300.00%NovemberDecember2025FebruaryMarchApril
301.13%
133.66%
SPOT
^OEX

Key characteristics

Sharpe Ratio

SPOT:

2.66

^OEX:

0.56

Sortino Ratio

SPOT:

3.36

^OEX:

0.91

Omega Ratio

SPOT:

1.45

^OEX:

1.13

Calmar Ratio

SPOT:

4.59

^OEX:

0.58

Martin Ratio

SPOT:

16.97

^OEX:

2.27

Ulcer Index

SPOT:

6.63%

^OEX:

5.11%

Daily Std Dev

SPOT:

42.34%

^OEX:

20.86%

Max Drawdown

SPOT:

-80.51%

^OEX:

-61.31%

Current Drawdown

SPOT:

-7.80%

^OEX:

-10.81%

Returns By Period

In the year-to-date period, SPOT achieves a 33.61% return, which is significantly higher than ^OEX's -7.33% return.


SPOT

YTD

33.61%

1M

6.52%

6M

55.51%

1Y

106.41%

5Y*

31.00%

10Y*

N/A

^OEX

YTD

-7.33%

1M

-0.69%

6M

-4.92%

1Y

10.75%

5Y*

14.89%

10Y*

11.25%

*Annualized

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Risk-Adjusted Performance

SPOT vs. ^OEX — Risk-Adjusted Performance Rank

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

SPOT
The Risk-Adjusted Performance Rank of SPOT is 9797
Overall Rank
The Sharpe Ratio Rank of SPOT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SPOT is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SPOT is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SPOT is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SPOT is 9898
Martin Ratio Rank

^OEX
The Risk-Adjusted Performance Rank of ^OEX is 7878
Overall Rank
The Sharpe Ratio Rank of ^OEX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^OEX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ^OEX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ^OEX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ^OEX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SPOT, currently valued at 2.66, compared to the broader market-2.00-1.000.001.002.003.00
SPOT: 2.66
^OEX: 0.56
The chart of Sortino ratio for SPOT, currently valued at 3.36, compared to the broader market-6.00-4.00-2.000.002.004.00
SPOT: 3.36
^OEX: 0.91
The chart of Omega ratio for SPOT, currently valued at 1.45, compared to the broader market0.501.001.502.00
SPOT: 1.45
^OEX: 1.13
The chart of Calmar ratio for SPOT, currently valued at 4.59, compared to the broader market0.001.002.003.004.005.00
SPOT: 4.59
^OEX: 0.58
The chart of Martin ratio for SPOT, currently valued at 16.97, compared to the broader market-5.000.005.0010.0015.0020.00
SPOT: 16.97
^OEX: 2.27

The current SPOT Sharpe Ratio is 2.66, which is higher than the ^OEX Sharpe Ratio of 0.56. 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
2.66
0.56
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.80%
-10.81%
SPOT
^OEX

Volatility

SPOT vs. ^OEX - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 18.49% compared to S&P 100 Index (^OEX) at 14.92%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.49%
14.92%
SPOT
^OEX