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

Correlation

The correlation between SSUMY and SPY is 0.35, 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

SSUMY vs. SPY - Performance Comparison

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

700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
1,008.03%
744.05%
SSUMY
SPY

Key characteristics

Sharpe Ratio

SSUMY:

-0.05

SPY:

0.51

Sortino Ratio

SSUMY:

0.15

SPY:

0.86

Omega Ratio

SSUMY:

1.02

SPY:

1.13

Calmar Ratio

SSUMY:

-0.06

SPY:

0.55

Martin Ratio

SSUMY:

-0.08

SPY:

2.26

Ulcer Index

SSUMY:

19.27%

SPY:

4.55%

Daily Std Dev

SSUMY:

31.21%

SPY:

20.08%

Max Drawdown

SSUMY:

-67.66%

SPY:

-55.19%

Current Drawdown

SSUMY:

-13.92%

SPY:

-9.89%

Returns By Period

In the year-to-date period, SSUMY achieves a 12.31% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, SSUMY has underperformed SPY with an annualized return of 10.94%, while SPY has yielded a comparatively higher 11.99% annualized return.


SSUMY

YTD

12.31%

1M

0.33%

6M

15.23%

1Y

-1.46%

5Y*

17.00%

10Y*

10.94%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

SSUMY vs. SPY — Risk-Adjusted Performance Rank

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

SSUMY
The Risk-Adjusted Performance Rank of SSUMY is 4646
Overall Rank
The Sharpe Ratio Rank of SSUMY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SSUMY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SSUMY is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SSUMY is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SSUMY is 5151
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
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.

SSUMY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Corp ADR (SSUMY) 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 SSUMY, currently valued at -0.05, compared to the broader market-2.00-1.000.001.002.003.00
SSUMY: -0.05
SPY: 0.51
The chart of Sortino ratio for SSUMY, currently valued at 0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
SSUMY: 0.15
SPY: 0.86
The chart of Omega ratio for SSUMY, currently valued at 1.02, compared to the broader market0.501.001.502.00
SSUMY: 1.02
SPY: 1.13
The chart of Calmar ratio for SSUMY, currently valued at -0.06, compared to the broader market0.001.002.003.004.005.00
SSUMY: -0.06
SPY: 0.55
The chart of Martin ratio for SSUMY, currently valued at -0.08, compared to the broader market-5.000.005.0010.0015.0020.00
SSUMY: -0.08
SPY: 2.26

The current SSUMY Sharpe Ratio is -0.05, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SSUMY 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
-0.05
0.51
SSUMY
SPY

Dividends

SSUMY vs. SPY - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
SSUMY
Sumitomo Corp ADR
0.00%0.00%3.78%5.41%4.85%4.96%5.17%4.50%2.78%3.94%3.97%4.31%
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

SSUMY vs. SPY - Drawdown Comparison

The maximum SSUMY drawdown since its inception was -67.66%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SSUMY and SPY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.92%
-9.89%
SSUMY
SPY

Volatility

SSUMY vs. SPY - Volatility Comparison

Sumitomo Corp ADR (SSUMY) and SPDR S&P 500 ETF (SPY) have volatilities of 15.84% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.84%
15.12%
SSUMY
SPY