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SPYI vs. USA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYI vs. USA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS S&P 500 High Income ETF (SPYI) and Liberty All-Star Equity Fund (USA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYI achieves a 6.31% return, which is significantly higher than USA's -3.46% return.


SPYI

1D
0.53%
1M
0.20%
YTD
6.31%
6M
6.98%
1Y
20.84%
3Y*
15.48%
5Y*
10Y*

USA

1D
-0.52%
1M
0.17%
YTD
-3.46%
6M
-1.58%
1Y
-4.32%
3Y*
7.82%
5Y*
1.42%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYI vs. USA - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPYI
NEOS S&P 500 High Income ETF
6.31%16.67%19.03%18.09%-3.96%
USA
Liberty All-Star Equity Fund
-3.46%0.09%20.81%23.17%-10.77%

Correlation

The correlation between SPYI and USA is 0.74, 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

0.74

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

0.73

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2022

0.75

The correlation between SPYI and USA has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

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Return for Risk

SPYI vs. USA — Risk / Return Rank

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

SPYI
SPYI Risk / Return Rank: 7171
Overall Rank
SPYI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPYI Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPYI Omega Ratio Rank: 7676
Omega Ratio Rank
SPYI Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPYI Martin Ratio Rank: 7878
Martin Ratio Rank

USA
USA Risk / Return Rank: 2727
Overall Rank
USA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USA Sortino Ratio Rank: 2323
Sortino Ratio Rank
USA Omega Ratio Rank: 2424
Omega Ratio Rank
USA Calmar Ratio Rank: 3333
Calmar Ratio Rank
USA Martin Ratio Rank: 2929
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.

SPYI vs. USA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS S&P 500 High Income ETF (SPYI) and Liberty All-Star Equity Fund (USA). 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.


SPYIUSADifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.39

0.95

+0.43

Calmar ratioReturn relative to maximum drawdown

2.59

-0.32

+2.91

Martin ratioReturn relative to average drawdown

13.05

-0.76

+13.81

SPYI vs. USA - Sharpe Ratio Comparison

The current SPYI Sharpe Ratio is 1.98, which is higher than the USA Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of SPYI and USA, 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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Drawdowns

SPYI vs. USA - Drawdown Comparison

The maximum SPYI drawdown since its inception was -16.47%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for SPYI and USA.


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Drawdown Indicators


SPYIUSADifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-69.15%

+52.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-15.28%

+7.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.47%

-17.69%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

Max Drawdown (10Y)

Largest decline over 10 years

-47.07%

Current Drawdown

Current decline from peak

-1.79%

-8.65%

+6.86%

Average Drawdown

Average peak-to-trough decline

-1.81%

-11.52%

+9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

6.43%

-4.90%

Volatility

SPYI vs. USA - Volatility Comparison

NEOS S&P 500 High Income ETF (SPYI) has a higher volatility of 3.62% compared to Liberty All-Star Equity Fund (USA) at 3.16%. This indicates that SPYI's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYIUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.16%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

10.42%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.10%

13.64%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

20.26%

-7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

22.56%

-9.57%

Dividends

SPYI vs. USA - Dividend Comparison

SPYI's dividend yield for the trailing twelve months is around 11.80%, which matches USA's 11.85% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYI
NEOS S&P 500 High Income ETF
11.80%11.70%12.04%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USA
Liberty All-Star Equity Fund
11.85%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Frequently Asked Questions


SPYI and USA have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPYI has higher volatility (3.62%) compared to USA (3.16%). In terms of maximum drawdown, SPYI dropped -16.47% vs USA's -69.15%.

SPYI currently has the higher Sharpe Ratio (1.98 vs -0.36), 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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