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SPRO vs. SPRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRO vs. SPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spero Therapeutics, Inc. (SPRO) and Spear Alpha ETF (SPRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPRO achieves a 20.17% return, which is significantly lower than SPRX's 50.26% return.


SPRO

1D
-1.06%
1M
12.00%
YTD
20.17%
6M
22.81%
1Y
6.06%
3Y*
15.44%
5Y*
-27.74%
10Y*

SPRX

1D
-1.57%
1M
33.49%
YTD
50.26%
6M
44.40%
1Y
109.60%
3Y*
48.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRO vs. SPRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPRO
Spero Therapeutics, Inc.
20.17%126.21%-29.93%-15.03%-89.19%17.12%
SPRX
Spear Alpha ETF
50.26%41.91%20.58%88.02%-44.99%8.91%

Correlation

The correlation between SPRO and SPRX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.27

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Return for Risk

SPRO vs. SPRX — Risk / Return Rank

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

SPRO
SPRO Risk / Return Rank: 4444
Overall Rank
SPRO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPRO Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPRO Omega Ratio Rank: 4242
Omega Ratio Rank
SPRO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPRO Martin Ratio Rank: 4343
Martin Ratio Rank

SPRX
SPRX Risk / Return Rank: 7171
Overall Rank
SPRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPRX Omega Ratio Rank: 6161
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPRO vs. SPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spero Therapeutics, Inc. (SPRO) and Spear Alpha ETF (SPRX). 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.


SPROSPRXDifference

Sharpe ratio

Return per unit of total volatility

0.12

2.53

-2.42

Sortino ratio

Return per unit of downside risk

0.53

2.89

-2.36

Omega ratio

Gain probability vs. loss probability

1.07

1.38

-0.31

Calmar ratio

Return relative to maximum drawdown

0.15

4.55

-4.40

Martin ratio

Return relative to average drawdown

0.27

14.41

-14.15

SPRO vs. SPRX - Sharpe Ratio Comparison

The current SPRO Sharpe Ratio is 0.12, which is lower than the SPRX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of SPRO and SPRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPROSPRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

2.53

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.59

-0.72

Drawdowns

SPRO vs. SPRX - Drawdown Comparison

The maximum SPRO drawdown since its inception was -97.46%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for SPRO and SPRX.


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Drawdown Indicators


SPROSPRXDifference

Max Drawdown

Largest peak-to-trough decline

-97.46%

-51.21%

-46.25%

Max Drawdown (1Y)

Largest decline over 1 year

-39.80%

-24.21%

-15.59%

Max Drawdown (3Y)

Largest decline over 3 years

-68.89%

-42.12%

-26.77%

Max Drawdown (5Y)

Largest decline over 5 years

-97.13%

Current Drawdown

Current decline from peak

-87.31%

-1.57%

-85.74%

Average Drawdown

Average peak-to-trough decline

-62.29%

-17.65%

-44.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.79%

7.63%

+15.16%

Volatility

SPRO vs. SPRX - Volatility Comparison

Spero Therapeutics, Inc. (SPRO) has a higher volatility of 17.76% compared to Spear Alpha ETF (SPRX) at 14.91%. This indicates that SPRO's price experiences larger fluctuations and is considered to be riskier than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPROSPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.76%

14.91%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

32.23%

35.46%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

52.43%

43.53%

+8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

151.57%

41.74%

+109.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

124.80%

41.74%

+83.06%

Dividends

SPRO vs. SPRX - Dividend Comparison

Neither SPRO nor SPRX has paid dividends to shareholders.


PositionTTM20252024202320222021
SPRO
Spero Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%

Frequently Asked Questions


SPRO and SPRX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPRO has higher volatility (17.76%) compared to SPRX (14.91%). In terms of maximum drawdown, SPRO dropped -97.46% vs SPRX's -51.21%.

SPRX currently has the higher Sharpe Ratio (2.53 vs 0.12), 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.

Portfolio Optimizer

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