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

Correlation

The correlation between SRAD and SPY is 0.47, 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

SRAD vs. SPY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SRAD:

3.45

SPY:

0.70

Sortino Ratio

SRAD:

4.05

SPY:

1.02

Omega Ratio

SRAD:

1.53

SPY:

1.15

Calmar Ratio

SRAD:

2.13

SPY:

0.68

Martin Ratio

SRAD:

30.29

SPY:

2.57

Ulcer Index

SRAD:

4.42%

SPY:

4.93%

Daily Std Dev

SRAD:

40.45%

SPY:

20.42%

Max Drawdown

SRAD:

-72.74%

SPY:

-55.19%

Current Drawdown

SRAD:

-11.44%

SPY:

-3.55%

Returns By Period

In the year-to-date period, SRAD achieves a 37.89% return, which is significantly higher than SPY's 0.87% return.


SRAD

YTD

37.89%

1M

1.87%

6M

37.89%

1Y

134.64%

3Y*

36.55%

5Y*

N/A

10Y*

N/A

SPY

YTD

0.87%

1M

5.54%

6M

-1.56%

1Y

13.18%

3Y*

14.25%

5Y*

15.81%

10Y*

12.73%

*Annualized

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Sportradar Group AG

SPDR S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SRAD vs. SPY — Risk-Adjusted Performance Rank

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

SRAD
The Risk-Adjusted Performance Rank of SRAD is 9797
Overall Rank
The Sharpe Ratio Rank of SRAD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SRAD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SRAD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SRAD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SRAD is 9999
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6262
Overall Rank
The Sharpe Ratio Rank of SPY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

SRAD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sportradar Group AG (SRAD) and SPDR S&P 500 ETF (SPY). 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 SRAD Sharpe Ratio is 3.45, which is higher than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SRAD and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SRAD vs. SPY - Dividend Comparison

SRAD has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
SRAD
Sportradar Group AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SRAD vs. SPY - Drawdown Comparison

The maximum SRAD drawdown since its inception was -72.74%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SRAD and SPY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SRAD vs. SPY - Volatility Comparison

Sportradar Group AG (SRAD) has a higher volatility of 6.32% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that SRAD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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