SUPV vs. SPY
SUPV (Grupo Supervielle S.A.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, SUPV returned -2.32%/yr vs 15.07%/yr for SPY. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
SUPV vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, SUPV achieves a -19.97% return, which is significantly lower than SPY's 10.13% return. Over the past 10 years, SUPV has underperformed SPY with an annualized return of -2.32%, while SPY has yielded a comparatively higher 15.07% annualized return.
SUPV
- 1D
- -5.87%
- 1M
- -0.94%
- 6M
- -22.52%
- YTD
- -19.97%
- 1Y
- -4.92%
- 3Y*
- 47.19%
- 5Y*
- 38.43%
- 10Y*
- -2.32%
- ALL TIME*
- -0.90%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $37.27B | $35.99B | $39.23B | |
| $3.94M | $4.00M | $6.70M |
SUPV vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUPV Grupo Supervielle S.A. | -19.97% | -20.75% | 281.41% | 87.96% | 11.80% | -6.59% | -41.46% | -57.01% | -70.23% | 124.27% |
SPY State Street SPDR S&P 500 ETF | 10.13% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Correlation
The correlation between SUPV and SPY is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 19, 2016 | 0.32 |
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Return for Risk
SUPV vs. SPY — Risk / Return Rank
SUPV
SPY
SUPV vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grupo Supervielle S.A. (SUPV) 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.
| SUPV | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.20 | -2.35 |
| Martin ratioReturn relative to average drawdown | -0.30 | 9.40 | -9.70 |
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Drawdowns
SUPV vs. SPY - Drawdown Comparison
The maximum SUPV drawdown since its inception was -95.98%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SUPV and SPY.
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Drawdown Indicators
| SUPV | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.98% | -55.19% | -40.79% |
Max Drawdown (1Y)Largest decline over 1 year | -59.91% | -8.88% | -51.03% |
Max Drawdown (3Y)Largest decline over 3 years | -75.20% | -18.76% | -56.44% |
Max Drawdown (5Y)Largest decline over 5 years | -75.20% | -24.50% | -50.70% |
Max Drawdown (10Y)Largest decline over 10 years | -95.98% | -33.72% | -62.26% |
Current DrawdownCurrent decline from peak | -68.40% | -1.40% | -67.00% |
Average DrawdownAverage peak-to-trough decline | -66.96% | -9.01% | -57.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.76% | 2.08% | +26.68% |
Volatility
SUPV vs. SPY - Volatility Comparison
Grupo Supervielle S.A. (SUPV) has a higher volatility of 19.71% compared to State Street SPDR S&P 500 ETF (SPY) at 3.58%. This indicates that SUPV'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
| SUPV | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.71% | 3.58% | +16.13% |
Volatility (6M)Calculated over the trailing 6-month period | 49.04% | 10.14% | +38.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.31% | 12.89% | +83.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.87% | 17.18% | +54.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.71% | 17.95% | +54.76% |
Dividends
SUPV vs. SPY - Dividend Comparison
SUPV has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SUPV Grupo Supervielle S.A. | 0.00% | 1.71% | 1.12% | 0.00% | 0.71% | 1.36% | 1.79% | 2.03% | 1.32% | 0.30% | 0.00% | 0.00% |
Frequently Asked Questions
SUPV and SPY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUPV has higher volatility (19.71%) compared to SPY (3.58%). In terms of maximum drawdown, SUPV dropped -95.98% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.52 vs -0.09), 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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