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SPRX vs. SYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRX vs. SYM - Performance Comparison

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

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Returns By Period

In the year-to-date period, SPRX achieves a 39.82% return, which is significantly higher than SYM's -25.50% return.


SPRX

1D
4.65%
1M
17.24%
YTD
39.82%
6M
30.97%
1Y
97.11%
3Y*
44.05%
5Y*
10Y*

SYM

1D
0.70%
1M
-15.22%
YTD
-25.50%
6M
-26.70%
1Y
48.71%
3Y*
0.95%
5Y*
34.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRX vs. SYM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPRX
Spear Alpha ETF
39.82%41.91%20.58%88.02%-44.99%8.91%
SYM
Symbotic Inc
-25.50%150.95%-53.81%329.90%19.40%1.83%

Correlation

The correlation between SPRX and SYM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.56

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

0.42

The correlation between SPRX and SYM shifts across timeframes, from 0.42 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPRX vs. SYM — Risk / Return Rank

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

SPRX
SPRX Risk / Return Rank: 7171
Overall Rank
SPRX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPRX Omega Ratio Rank: 6262
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7474
Martin Ratio Rank

SYM
SYM Risk / Return Rank: 6262
Overall Rank
SYM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SYM Sortino Ratio Rank: 6565
Sortino Ratio Rank
SYM Omega Ratio Rank: 6363
Omega Ratio Rank
SYM Calmar Ratio Rank: 6363
Calmar Ratio Rank
SYM Martin Ratio Rank: 6060
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.

SPRX vs. SYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spear Alpha ETF (SPRX) and Symbotic Inc (SYM). 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.


SPRXSYMDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.34

1.17

+0.17

Calmar ratioReturn relative to maximum drawdown

4.03

0.99

+3.05

Martin ratioReturn relative to average drawdown

12.67

1.76

+10.91

SPRX vs. SYM - Sharpe Ratio Comparison

The current SPRX Sharpe Ratio is 2.17, which is higher than the SYM Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SPRX and SYM, 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


SPRXSYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

0.54

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.32

+0.23

Drawdowns

SPRX vs. SYM - Drawdown Comparison

The maximum SPRX drawdown since its inception was -51.21%, smaller than the maximum SYM drawdown of -72.46%. Use the drawdown chart below to compare losses from any high point for SPRX and SYM.


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Drawdown Indicators


SPRXSYMDifference

Max Drawdown

Largest peak-to-trough decline

-51.21%

-72.46%

+21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-24.21%

-49.58%

+25.37%

Max Drawdown (3Y)

Largest decline over 3 years

-42.12%

-72.46%

+30.34%

Max Drawdown (5Y)

Largest decline over 5 years

-72.46%

Current Drawdown

Current decline from peak

-8.41%

-49.22%

+40.81%

Average Drawdown

Average peak-to-trough decline

-17.62%

-28.06%

+10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.69%

27.77%

-20.08%

Volatility

SPRX vs. SYM - Volatility Comparison

The current volatility for Spear Alpha ETF (SPRX) is 18.67%, while Symbotic Inc (SYM) has a volatility of 19.84%. This indicates that SPRX experiences smaller price fluctuations and is considered to be less risky than SYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPRXSYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.67%

19.84%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

37.41%

44.48%

-7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

45.02%

90.89%

-45.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.01%

104.14%

-62.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.01%

101.67%

-59.66%

Dividends

SPRX vs. SYM - Dividend Comparison

Neither SPRX nor SYM has paid dividends to shareholders.


PositionTTM20252024202320222021
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%
SYM
Symbotic Inc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPRX and SYM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SYM has higher volatility (19.84%) compared to SPRX (18.67%). In terms of maximum drawdown, SPRX dropped -51.21% vs SYM's -72.46%.

SPRX currently has the higher Sharpe Ratio (2.17 vs 0.54), 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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