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SPY vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPY and AAPL is 0.53, 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

SPY vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 500 ETF (SPY) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%December2025FebruaryMarchAprilMay
2,210.99%
45,700.09%
SPY
AAPL

Key characteristics

Sharpe Ratio

SPY:

0.54

AAPL:

0.27

Sortino Ratio

SPY:

0.90

AAPL:

0.63

Omega Ratio

SPY:

1.13

AAPL:

1.09

Calmar Ratio

SPY:

0.57

AAPL:

0.28

Martin Ratio

SPY:

2.24

AAPL:

0.95

Ulcer Index

SPY:

4.82%

AAPL:

9.69%

Daily Std Dev

SPY:

20.02%

AAPL:

32.34%

Max Drawdown

SPY:

-55.19%

AAPL:

-81.80%

Current Drawdown

SPY:

-7.53%

AAPL:

-23.67%

Returns By Period

In the year-to-date period, SPY achieves a -3.30% return, which is significantly higher than AAPL's -21.05% return. Over the past 10 years, SPY has underperformed AAPL with an annualized return of 12.33%, while AAPL has yielded a comparatively higher 21.49% annualized return.


SPY

YTD

-3.30%

1M

13.81%

6M

-4.52%

1Y

10.65%

5Y*

15.81%

10Y*

12.33%

AAPL

YTD

-21.05%

1M

14.54%

6M

-12.99%

1Y

8.58%

5Y*

21.29%

10Y*

21.49%

*Annualized

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Risk-Adjusted Performance

SPY vs. AAPL — Risk-Adjusted Performance Rank

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

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 6161
Overall Rank
The Sharpe Ratio Rank of AAPL is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 6565
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 6464
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.

SPY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and Apple Inc (AAPL). 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 SPY Sharpe Ratio is 0.54, which is higher than the AAPL Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SPY and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.27
SPY
AAPL

Dividends

SPY vs. AAPL - Dividend Comparison

SPY's dividend yield for the trailing twelve months is around 1.27%, more than AAPL's 0.51% yield.


TTM20242023202220212020201920182017201620152014
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

SPY vs. AAPL - Drawdown Comparison

The maximum SPY drawdown since its inception was -55.19%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for SPY and AAPL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.53%
-23.67%
SPY
AAPL

Volatility

SPY vs. AAPL - Volatility Comparison

The current volatility for SPDR S&P 500 ETF (SPY) is 12.36%, while Apple Inc (AAPL) has a volatility of 17.85%. This indicates that SPY experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
12.36%
17.85%
SPY
AAPL