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SPR vs. ROKT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

SPR vs. ROKT

Last updated May 24, 2025

Compare and contrast key facts about Spirit AeroSystems Holdings, Inc. (SPR) and SPDR S&P Kensho Final Frontiers ETF (ROKT).

ROKT is a passively managed fund by State Street that tracks the performance of the S&P Kensho Final Frontiers Index. It was launched on Oct 22, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPR or ROKT.

Correlation

The correlation between SPR and ROKT is 0.44, 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.

Performance

SPR vs. ROKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spirit AeroSystems Holdings, Inc. (SPR) and SPDR S&P Kensho Final Frontiers ETF (ROKT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SPR:

0.82

ROKT:

1.07

Sortino Ratio

SPR:

1.10

ROKT:

1.49

Omega Ratio

SPR:

1.16

ROKT:

1.20

Calmar Ratio

SPR:

0.27

ROKT:

1.04

Martin Ratio

SPR:

2.50

ROKT:

3.34

Ulcer Index

SPR:

7.61%

ROKT:

7.33%

Daily Std Dev

SPR:

28.66%

ROKT:

25.64%

Max Drawdown

SPR:

-85.37%

ROKT:

-43.16%

Current Drawdown

SPR:

-63.40%

ROKT:

-7.51%

Returns By Period

In the year-to-date period, SPR achieves a 8.92% return, which is significantly higher than ROKT's 0.37% return.

SPR

YTD

8.92%

1M

6.42%

6M

14.22%

1Y

23.00%

3Y*

9.30%

5Y*

12.19%

10Y*

-3.32%

ROKT

YTD

0.37%

1M

12.46%

6M

-2.17%

1Y

27.14%

3Y*

16.40%

5Y*

15.73%

10Y*

N/A

*Annualized

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Spirit AeroSystems Holdings, Inc.

SPDR S&P Kensho Final Frontiers ETF

Risk-Adjusted Performance

SPR vs. ROKT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPR
The Risk-Adjusted Performance Rank of SPR is 7272
Overall Rank
The Sharpe Ratio Rank of SPR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SPR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SPR is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPR is 7676
Martin Ratio Rank
ROKT
The Risk-Adjusted Performance Rank of ROKT is 8282
Overall Rank
The Sharpe Ratio Rank of ROKT is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ROKT is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ROKT is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ROKT is 7777
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.

SPR vs. ROKT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit AeroSystems Holdings, Inc. (SPR) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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 current SPR Sharpe Ratio is 0.82, which is comparable to the ROKT Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SPR and ROKT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

SPR vs. ROKT - Dividend Comparison

SPR has not paid dividends to shareholders, while ROKT's dividend yield for the trailing twelve months is around 0.60%.

TTM202420232022202120202019201820172016
SPR
Spirit AeroSystems Holdings, Inc.		0.00%0.00%0.00%0.10%0.09%0.10%0.66%0.64%0.46%0.17%
ROKT
SPDR S&P Kensho Final Frontiers ETF		0.60%0.57%0.62%0.54%1.79%0.48%0.74%0.16%0.00%0.00%

Drawdowns

SPR vs. ROKT - Drawdown Comparison

The maximum SPR drawdown since its inception was -85.37%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for SPR and ROKT. For additional features, visit the drawdowns tool.

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Volatility

SPR vs. ROKT - Volatility Comparison

The current volatility for Spirit AeroSystems Holdings, Inc. (SPR) is 4.00%, while SPDR S&P Kensho Final Frontiers ETF (ROKT) has a volatility of 4.63%. This indicates that SPR experiences smaller price fluctuations and is considered to be less risky than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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