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

Correlation

The correlation between SRPT and SPY is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

SRPT vs. SPY - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
54.97%
963.35%
SRPT
SPY

Key characteristics

Sharpe Ratio

SRPT:

-0.79

SPY:

0.51

Sortino Ratio

SRPT:

-1.10

SPY:

0.86

Omega Ratio

SRPT:

0.84

SPY:

1.13

Calmar Ratio

SRPT:

-0.67

SPY:

0.55

Martin Ratio

SRPT:

-1.63

SPY:

2.26

Ulcer Index

SRPT:

29.73%

SPY:

4.55%

Daily Std Dev

SRPT:

61.45%

SPY:

20.08%

Max Drawdown

SRPT:

-98.17%

SPY:

-55.19%

Current Drawdown

SRPT:

-66.19%

SPY:

-9.89%

Returns By Period

In the year-to-date period, SRPT achieves a -50.29% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, SRPT has outperformed SPY with an annualized return of 16.68%, while SPY has yielded a comparatively lower 12.04% annualized return.


SRPT

YTD

-50.29%

1M

-15.83%

6M

-53.91%

1Y

-53.06%

5Y*

-13.16%

10Y*

16.68%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

SRPT vs. SPY — Risk-Adjusted Performance Rank

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

SRPT
The Risk-Adjusted Performance Rank of SRPT is 1010
Overall Rank
The Sharpe Ratio Rank of SRPT is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SRPT is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SRPT is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SRPT is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SRPT is 55
Martin Ratio Rank

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 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

SRPT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) 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 chart of Sharpe ratio for SRPT, currently valued at -0.79, compared to the broader market-2.00-1.000.001.002.003.00
SRPT: -0.79
SPY: 0.51
The chart of Sortino ratio for SRPT, currently valued at -1.10, compared to the broader market-6.00-4.00-2.000.002.004.00
SRPT: -1.10
SPY: 0.86
The chart of Omega ratio for SRPT, currently valued at 0.84, compared to the broader market0.501.001.502.00
SRPT: 0.84
SPY: 1.13
The chart of Calmar ratio for SRPT, currently valued at -0.67, compared to the broader market0.001.002.003.004.005.00
SRPT: -0.67
SPY: 0.55
The chart of Martin ratio for SRPT, currently valued at -1.63, compared to the broader market-5.000.005.0010.0015.0020.00
SRPT: -1.63
SPY: 2.26

The current SRPT Sharpe Ratio is -0.79, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SRPT 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.79
0.51
SRPT
SPY

Dividends

SRPT vs. SPY - Dividend Comparison

SRPT has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
SRPT
Sarepta Therapeutics, 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%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SRPT vs. SPY - Drawdown Comparison

The maximum SRPT drawdown since its inception was -98.17%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SRPT and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-66.19%
-9.89%
SRPT
SPY

Volatility

SRPT vs. SPY - Volatility Comparison

Sarepta Therapeutics, Inc. (SRPT) has a higher volatility of 25.47% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that SRPT'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.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
25.47%
15.12%
SRPT
SPY