SPT vs. TLT
SPT (Sprout Social, Inc.) is a stock, while TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Over the past 5 years, SPT returned -37.34%/yr vs -8.18%/yr for TLT. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
SPT vs. TLT - Performance Comparison
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Returns By Period
In the year-to-date period, SPT achieves a -23.87% return, which is significantly lower than TLT's -3.49% return.
SPT
- 1D
- 1.30%
- 1M
- 6.19%
- 6M
- -5.19%
- YTD
- -23.87%
- 1Y
- -48.13%
- 3Y*
- -46.53%
- 5Y*
- -37.34%
- 10Y*
- —
- ALL TIME*
- -10.61%
TLT
- 1D
- -0.66%
- 1M
- -3.81%
- 6M
- -3.46%
- YTD
- -3.49%
- 1Y
- -2.45%
- 3Y*
- -1.80%
- 5Y*
- -8.18%
- 10Y*
- -2.38%
- ALL TIME*
- 3.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.40M | $7.90M | $9.96M | |
| $2.33B | $2.02B | $2.19B |
SPT vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPT Sprout Social, Inc. | -23.87% | -63.30% | -50.02% | 8.82% | -37.74% | 99.71% | 182.93% | -11.08% |
TLT iShares 20+ Year Treasury Bond ETF | -3.49% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | -1.28% |
Correlation
The correlation between SPT and TLT is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.04 |
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Return for Risk
SPT vs. TLT — Risk / Return Rank
SPT
TLT
SPT vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprout Social, Inc. (SPT) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPT | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.99 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | -0.14 | -0.58 |
| Martin ratioReturn relative to average drawdown | -1.06 | -0.30 | -0.76 |
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Drawdowns
SPT vs. TLT - Drawdown Comparison
The maximum SPT drawdown since its inception was -96.54%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SPT and TLT.
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Drawdown Indicators
| SPT | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.54% | -48.35% | -48.19% |
Max Drawdown (1Y)Largest decline over 1 year | -70.17% | -7.74% | -62.43% |
Max Drawdown (3Y)Largest decline over 3 years | -92.46% | -14.79% | -77.67% |
Max Drawdown (5Y)Largest decline over 5 years | -96.54% | -43.70% | -52.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.35% | — |
Current DrawdownCurrent decline from peak | -94.05% | -42.36% | -51.69% |
Average DrawdownAverage peak-to-trough decline | -54.27% | -13.99% | -40.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.34% | 3.57% | +44.77% |
Volatility
SPT vs. TLT - Volatility Comparison
Sprout Social, Inc. (SPT) has a higher volatility of 17.04% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.46%. This indicates that SPT's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPT | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.04% | 2.46% | +14.58% |
Volatility (6M)Calculated over the trailing 6-month period | 49.46% | 6.85% | +42.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.83% | 9.32% | +52.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.04% | 15.74% | +52.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.65% | 14.83% | +54.82% |
Dividends
SPT vs. TLT - Dividend Comparison
SPT has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPT Sprout Social, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.34% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
SPT and TLT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPT has higher volatility (17.04%) compared to TLT (2.46%). In terms of maximum drawdown, SPT dropped -96.54% vs TLT's -48.35%.
TLT currently has the higher Sharpe Ratio (-0.11 vs -0.82), 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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