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

Correlation

The correlation between TBLA and SPY is 0.47, 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

TBLA vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taboola.com Ltd. (TBLA) 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

TBLA:

-0.19

SPY:

0.70

Sortino Ratio

TBLA:

-0.03

SPY:

1.02

Omega Ratio

TBLA:

1.00

SPY:

1.15

Calmar Ratio

TBLA:

-0.14

SPY:

0.68

Martin Ratio

TBLA:

-0.53

SPY:

2.57

Ulcer Index

TBLA:

20.00%

SPY:

4.93%

Daily Std Dev

TBLA:

45.39%

SPY:

20.42%

Max Drawdown

TBLA:

-84.76%

SPY:

-55.19%

Current Drawdown

TBLA:

-64.76%

SPY:

-3.55%

Returns By Period

In the year-to-date period, TBLA achieves a 1.37% return, which is significantly higher than SPY's 0.87% return.


TBLA

YTD

1.37%

1M

19.74%

6M

3.93%

1Y

-7.73%

3Y*

4.52%

5Y*

N/A

10Y*

N/A

SPY

YTD

0.87%

1M

3.99%

6M

-1.56%

1Y

13.18%

3Y*

14.25%

5Y*

15.81%

10Y*

12.73%

*Annualized

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Taboola.com Ltd.

SPDR S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TBLA vs. SPY — Risk-Adjusted Performance Rank

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

TBLA
The Risk-Adjusted Performance Rank of TBLA is 3838
Overall Rank
The Sharpe Ratio Rank of TBLA is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of TBLA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of TBLA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of TBLA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of TBLA is 3939
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 6060
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 6565
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.

TBLA vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taboola.com Ltd. (TBLA) 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 TBLA Sharpe Ratio is -0.19, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TBLA 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TBLA vs. SPY - Dividend Comparison

TBLA has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
TBLA
Taboola.com Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TBLA vs. SPY - Drawdown Comparison

The maximum TBLA drawdown since its inception was -84.76%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TBLA and SPY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TBLA vs. SPY - Volatility Comparison

Taboola.com Ltd. (TBLA) has a higher volatility of 11.33% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that TBLA'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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