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SSSGY vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, SSSGY achieves a 1.80% return, which is significantly lower than SPY's 10.13% return.


SSSGY

1D
0.00%
1M
0.00%
6M
-11.36%
YTD
1.80%
1Y
3.77%
3Y*
-7.03%
5Y*
-16.66%
10Y*
ALL TIME*
-10.68%

SPY

1D
0.72%
1M
0.30%
6M
8.53%
YTD
10.13%
1Y
21.49%
3Y*
19.32%
5Y*
12.76%
10Y*
15.07%
ALL TIME*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$37.27B$35.99B$39.23B
$0.00$0.00$2.01K

SSSGY vs. SPY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SSSGY
Sartorius Aktiengesellschaft
1.80%19.10%-33.40%-16.28%-45.89%46.39%
SPY
State Street SPDR S&P 500 ETF
10.13%17.72%24.89%26.18%-18.18%28.11%

Correlation

The correlation between SSSGY and SPY is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.04

Correlation (3Y)
Balances recent behavior with more history.

-0.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2021

-0.00

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Return for Risk

SSSGY vs. SPY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SSSGY
SSSGY Risk / Return Rank: 5151
Overall Rank
SSSGY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SSSGY Sortino Ratio Rank: 4545
Sortino Ratio Rank
SSSGY Omega Ratio Rank: 6464
Omega Ratio Rank
SSSGY Calmar Ratio Rank: 4949
Calmar Ratio Rank
SSSGY Martin Ratio Rank: 4848
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6767
Overall Rank
SPY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPY Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


SSSGYSPYDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratioReturn relative to maximum drawdown

0.17

2.20

-2.03

Martin ratioReturn relative to average drawdown

0.32

9.40

-9.08

SSSGY vs. SPY - Sharpe Ratio Comparison

The current SSSGY Sharpe Ratio is 0.13, which is lower than the SPY Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SSSGY and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-22.24%

-8.88%

-13.36%

Max Drawdown (3Y)

Largest decline over 3 years

-33.90%

-18.76%

-15.14%

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

-77.53%

-1.40%

-76.13%

Average Drawdown

Average peak-to-trough decline

-60.86%

-9.01%

-51.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.71%

2.08%

+9.63%

Volatility

SSSGY vs. SPY - Volatility Comparison

The current volatility for Sartorius Aktiengesellschaft (SSSGY) is 0.00%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 3.58%. This indicates that SSSGY experiences smaller price fluctuations and is considered to be less risky 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

0.00%

3.58%

-3.58%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

10.14%

+5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

30.10%

12.89%

+17.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.97%

17.18%

+25.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.13%

17.95%

+27.18%

Dividends

SSSGY vs. SPY - Dividend Comparison

SSSGY's dividend yield for the trailing twelve months is around 0.39%, less than SPY's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
SSSGY
Sartorius Aktiengesellschaft
0.39%0.35%0.43%0.56%0.42%0.14%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SSSGY and SPY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPY has higher volatility (3.58%) compared to SSSGY (0.00%). In terms of maximum drawdown, SSSGY dropped -81.51% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.52 vs 0.13), 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.

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