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

Correlation

The correlation between SSNC and SPY is 0.61, 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

SSNC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SS&C Technologies Holdings, Inc. (SSNC) 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

SSNC:

1.09

SPY:

0.57

Sortino Ratio

SSNC:

1.52

SPY:

0.93

Omega Ratio

SSNC:

1.22

SPY:

1.14

Calmar Ratio

SSNC:

1.01

SPY:

0.61

Martin Ratio

SSNC:

4.37

SPY:

2.33

Ulcer Index

SSNC:

5.96%

SPY:

4.90%

Daily Std Dev

SSNC:

24.98%

SPY:

20.34%

Max Drawdown

SSNC:

-48.86%

SPY:

-55.19%

Current Drawdown

SSNC:

-11.23%

SPY:

-4.58%

Returns By Period

In the year-to-date period, SSNC achieves a 4.41% return, which is significantly higher than SPY's -0.21% return. Over the past 10 years, SSNC has underperformed SPY with an annualized return of 11.22%, while SPY has yielded a comparatively higher 12.52% annualized return.


SSNC

YTD

4.41%

1M

4.52%

6M

5.61%

1Y

26.96%

3Y*

9.93%

5Y*

8.48%

10Y*

11.22%

SPY

YTD

-0.21%

1M

10.59%

6M

-1.16%

1Y

11.45%

3Y*

15.35%

5Y*

16.25%

10Y*

12.52%

*Annualized

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SS&C Technologies Holdings, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

SSNC vs. SPY — Risk-Adjusted Performance Rank

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

SSNC
The Risk-Adjusted Performance Rank of SSNC is 8282
Overall Rank
The Sharpe Ratio Rank of SSNC is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SSNC is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SSNC is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SSNC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SSNC is 8484
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 6060
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SPY 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.

SSNC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SS&C Technologies Holdings, Inc. (SSNC) 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 SSNC Sharpe Ratio is 1.09, which is higher than the SPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SSNC 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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Dividends

SSNC vs. SPY - Dividend Comparison

SSNC's dividend yield for the trailing twelve months is around 1.25%, more than SPY's 1.23% yield.


TTM20242023202220212020201920182017201620152014
SSNC
SS&C Technologies Holdings, Inc.
1.25%1.29%1.44%1.54%0.83%0.73%0.69%0.67%0.66%0.88%0.73%0.21%
SPY
SPDR S&P 500 ETF
1.23%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

SSNC vs. SPY - Drawdown Comparison

The maximum SSNC drawdown since its inception was -48.86%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SSNC and SPY. For additional features, visit the drawdowns tool.


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Volatility

SSNC vs. SPY - Volatility Comparison

SS&C Technologies Holdings, Inc. (SSNC) has a higher volatility of 8.80% compared to SPDR S&P 500 ETF (SPY) at 4.68%. This indicates that SSNC'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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