SPYM vs. VITL

Last updated Jul 21, 2026

SPYM (State Street SPDR Portfolio S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while VITL (Vital Farms, Inc.) is a stock. Over the past 5 years, SPYM returned 12.89%/yr vs -6.89%/yr for VITL. At a 0.25 correlation, their price movements are largely independent.

Performance

SPYM vs. VITL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio S&P 500 ETF (SPYM) and Vital Farms, Inc. (VITL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPYM achieves a 9.47% return, which is significantly higher than VITL's -56.92% return.

SPYM

• 1D: -0.14%
• 1M: -0.60%
• 6M: 7.91%
• YTD: 9.47%
• 1Y: 19.65%
• 3Y*: 19.52%
• 5Y*: 12.89%
• 10Y*: 15.03%
• ALL TIME*: 11.15%

VITL

• 1D: 1.55%
• 1M: 32.18%
• 6M: -52.96%
• YTD: -56.92%
• 1Y: -63.21%
• 3Y*: 8.81%
• 5Y*: -6.89%
• 10Y*: —
• ALL TIME*: -14.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYM vs. VITL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SPYM State Street SPDR Portfolio S&P 500 ETF	9.47%	17.79%	25.00%	26.24%	-18.09%	28.78%	16.40%
VITL Vital Farms, Inc.	-56.92%	-15.26%	140.22%	5.16%	-17.39%	-28.64%	-27.69%

Correlation

The correlation between SPYM and VITL is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020	0.25

The correlation between SPYM and VITL shifts across timeframes, from -0.01 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SPYM vs. VITL — Risk / Return Rank

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

SPYM

SPYM Risk / Return Rank: 64
SPYM Sharpe Ratio Rank: 64
SPYM Sortino Ratio Rank: 62
SPYM Omega Ratio Rank: 63
SPYM Calmar Ratio Rank: 59
SPYM Martin Ratio Rank: 72

VITL

VITL Risk / Return Rank: 10
VITL Sharpe Ratio Rank: 5
VITL Sortino Ratio Rank: 5
VITL Omega Ratio Rank: 6
VITL Calmar Ratio Rank: 15
VITL Martin Ratio Rank: 17

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.

SPYM vs. VITL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 ETF (SPYM) and Vital Farms, Inc. (VITL). 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.

	SPYM	VITL	Difference
Sharpe ratio: Return per unit of total volatility	1.57	-1.00	+2.57
Sortino ratio: Return per unit of downside risk	2.19	-1.73	+3.92
Omega ratio: Gain probability vs. loss probability	1.28	0.80	+0.49
Calmar ratio: Return relative to maximum drawdown	2.22	-0.75	+2.97
Martin ratio: Return relative to average drawdown	9.63	-1.18	+10.80

SPYM vs. VITL - Sharpe Ratio Comparison

The current SPYM Sharpe Ratio is 1.57, which is higher than the VITL Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of SPYM and VITL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SPYM vs. VITL - Drawdown Comparison

The maximum SPYM drawdown since its inception was -54.46%, smaller than the maximum VITL drawdown of -84.20%. Use the drawdown chart below to compare losses from any high point for SPYM and VITL.

Drawdown Indicators

	SPYM	VITL	Difference
Max Drawdown Largest peak-to-trough decline	-54.46%	-84.20%	+29.74%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-84.20%	+75.30%
Max Drawdown (3Y) Largest decline over 3 years	-18.72%	-84.20%	+65.48%
Max Drawdown (5Y) Largest decline over 5 years	-24.48%	-84.20%	+59.72%
Max Drawdown (10Y) Largest decline over 10 years	-33.87%	—	—
Current Drawdown Current decline from peak	-2.01%	-73.75%	+71.74%
Average Drawdown Average peak-to-trough decline	-7.12%	-47.81%	+40.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	53.72%	-51.67%

Volatility

SPYM vs. VITL - Volatility Comparison

The current volatility for State Street SPDR Portfolio S&P 500 ETF (SPYM) is 3.43%, while Vital Farms, Inc. (VITL) has a volatility of 16.40%. This indicates that SPYM experiences smaller price fluctuations and is considered to be less risky than VITL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPYM	VITL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.43%	16.40%	-12.97%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	50.11%	-40.07%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	63.17%	-50.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.90%	54.54%	-37.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	53.75%	-35.75%

Dividends

SPYM vs. VITL - Dividend Comparison

SPYM's dividend yield for the trailing twelve months is around 1.04%, while VITL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPYM State Street SPDR Portfolio S&P 500 ETF	1.04%	1.13%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%
VITL Vital Farms, 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%

Frequently Asked Questions

Can I hold both SPYM and VITL in my portfolio?

SPYM and VITL have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SPYM or VITL?

VITL has higher volatility (16.40%) compared to SPYM (3.43%). In terms of maximum drawdown, SPYM dropped -54.46% vs VITL's -84.20%.

Which has better risk-adjusted returns?

SPYM currently has the higher Sharpe Ratio (1.57 vs -1.00), 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.