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SSSGY vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSSGY vs. SPY - Performance Comparison

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

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SSSGY vs. SPY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSSGY
Sartorius Aktiengesellschaft
-2.63%19.10%-33.40%-16.28%-45.89%46.39%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%27.11%

Returns By Period

In the year-to-date period, SSSGY achieves a -2.63% return, which is significantly higher than SPY's -4.37% return.


SSSGY

1D
0.00%
1M
-8.04%
YTD
-2.63%
6M
11.42%
1Y
8.19%
3Y*
-13.66%
5Y*
-12.66%
10Y*

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SSSGY vs. SPY — Risk / Return Rank

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

SSSGY
SSSGY Risk / Return Rank: 5757
Overall Rank
SSSGY Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SSSGY Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSSGY Omega Ratio Rank: 7979
Omega Ratio Rank
SSSGY Calmar Ratio Rank: 5252
Calmar Ratio Rank
SSSGY Martin Ratio Rank: 5252
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

SSSGY vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sartorius Aktiengesellschaft (SSSGY) and State Street 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.


SSSGYSPYDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.93

-0.64

Sortino ratio

Return per unit of downside risk

0.77

1.45

-0.69

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

0.48

1.53

-1.04

Martin ratio

Return relative to average drawdown

1.08

7.30

-6.22

SSSGY vs. SPY - Sharpe Ratio Comparison

The current SSSGY Sharpe Ratio is 0.28, which is lower than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SSSGY 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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Sharpe Ratios by Period


SSSGYSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.93

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.69

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.56

-0.83

Correlation

The correlation between SSSGY and SPY is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SSSGY vs. SPY - Dividend Comparison

SSSGY's dividend yield for the trailing twelve months is around 0.41%, less than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
SSSGY
Sartorius Aktiengesellschaft
0.41%0.35%0.43%0.56%0.42%0.14%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

SSSGY vs. SPY - Drawdown Comparison

The maximum SSSGY drawdown since its inception was -81.51%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SSSGY and SPY.


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Drawdown Indicators


SSSGYSPYDifference

Max Drawdown

Largest peak-to-trough decline

-81.51%

-55.19%

-26.32%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-12.05%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-81.51%

-24.50%

-57.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-78.50%

-6.24%

-72.26%

Average Drawdown

Average peak-to-trough decline

-59.78%

-9.09%

-50.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

2.52%

+5.43%

Volatility

SSSGY vs. SPY - Volatility Comparison

Sartorius Aktiengesellschaft (SSSGY) has a higher volatility of 6.56% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that SSSGY'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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Volatility by Period


SSSGYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

5.31%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

25.15%

9.47%

+15.68%

Volatility (1Y)

Calculated over the trailing 1-year period

29.43%

19.05%

+10.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.93%

17.06%

+26.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.39%

17.92%

+28.47%