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SPRX vs. ZBRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRX vs. ZBRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spear Alpha ETF (SPRX) and Zebra Technologies Corporation (ZBRA). 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 ZBRA's -4.03% return.


SPRX

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

ZBRA

1D
0.40%
1M
3.10%
YTD
-4.03%
6M
-11.86%
1Y
-21.10%
3Y*
-5.33%
5Y*
-14.34%
10Y*
15.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRX vs. ZBRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPRX
Spear Alpha ETF
39.82%41.91%20.58%88.02%-44.99%8.91%
ZBRA
Zebra Technologies Corporation
-4.03%-37.13%41.30%6.60%-56.92%6.29%

Correlation

The correlation between SPRX and ZBRA is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.48

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

0.58

Over the past year, the correlation between SPRX and ZBRA has dropped to 0.37 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

SPRX vs. ZBRA — 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

ZBRA
ZBRA Risk / Return Rank: 2222
Overall Rank
ZBRA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ZBRA Sortino Ratio Rank: 2121
Sortino Ratio Rank
ZBRA Omega Ratio Rank: 2121
Omega Ratio Rank
ZBRA Calmar Ratio Rank: 2525
Calmar Ratio Rank
ZBRA Martin Ratio Rank: 2525
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. ZBRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spear Alpha ETF (SPRX) and Zebra Technologies Corporation (ZBRA). 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.


SPRXZBRADifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.04

Omega ratioGain probability vs. loss probability

1.34

0.94

+0.40

Calmar ratioReturn relative to maximum drawdown

4.03

-0.51

+4.54

Martin ratioReturn relative to average drawdown

12.67

-0.88

+13.55

SPRX vs. ZBRA - Sharpe Ratio Comparison

The current SPRX Sharpe Ratio is 2.17, which is higher than the ZBRA Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of SPRX and ZBRA, 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


SPRXZBRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

-0.51

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.24

+0.30

Drawdowns

SPRX vs. ZBRA - Drawdown Comparison

The maximum SPRX drawdown since its inception was -51.21%, smaller than the maximum ZBRA drawdown of -73.42%. Use the drawdown chart below to compare losses from any high point for SPRX and ZBRA.


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Drawdown Indicators


SPRXZBRADifference

Max Drawdown

Largest peak-to-trough decline

-51.21%

-73.42%

+22.21%

Max Drawdown (1Y)

Largest decline over 1 year

-24.21%

-41.62%

+17.41%

Max Drawdown (3Y)

Largest decline over 3 years

-42.12%

-52.67%

+10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-67.78%

Max Drawdown (10Y)

Largest decline over 10 years

-67.78%

Current Drawdown

Current decline from peak

-8.41%

-62.08%

+53.67%

Average Drawdown

Average peak-to-trough decline

-17.62%

-27.69%

+10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.69%

23.98%

-16.29%

Volatility

SPRX vs. ZBRA - Volatility Comparison

Spear Alpha ETF (SPRX) has a higher volatility of 18.67% compared to Zebra Technologies Corporation (ZBRA) at 16.92%. This indicates that SPRX's price experiences larger fluctuations and is considered to be riskier than ZBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPRXZBRADifference

Volatility (1M)

Calculated over the trailing 1-month period

18.67%

16.92%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

37.41%

30.20%

+7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

45.02%

41.55%

+3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.01%

40.33%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.01%

39.31%

+2.70%

Dividends

SPRX vs. ZBRA - Dividend Comparison

Neither SPRX nor ZBRA has paid dividends to shareholders.


PositionTTM20252024202320222021
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%
ZBRA
Zebra Technologies Corporation
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPRX and ZBRA have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPRX has higher volatility (18.67%) compared to ZBRA (16.92%). In terms of maximum drawdown, SPRX dropped -51.21% vs ZBRA's -73.42%.

SPRX currently has the higher Sharpe Ratio (2.17 vs -0.51), 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.

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