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

Correlation

The correlation between TOST and SPY is 0.59, 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

TOST vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toast, Inc. (TOST) 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

TOST:

1.32

SPY:

0.66

Sortino Ratio

TOST:

1.86

SPY:

1.08

Omega Ratio

TOST:

1.24

SPY:

1.16

Calmar Ratio

TOST:

0.92

SPY:

0.72

Martin Ratio

TOST:

4.95

SPY:

2.78

Ulcer Index

TOST:

12.33%

SPY:

4.88%

Daily Std Dev

TOST:

49.36%

SPY:

20.26%

Max Drawdown

TOST:

-80.56%

SPY:

-55.19%

Current Drawdown

TOST:

-32.05%

SPY:

-2.99%

Returns By Period

In the year-to-date period, TOST achieves a 21.59% return, which is significantly higher than SPY's 1.46% return.


TOST

YTD

21.59%

1M

29.25%

6M

4.28%

1Y

64.39%

3Y*

42.36%

5Y*

N/A

10Y*

N/A

SPY

YTD

1.46%

1M

12.62%

6M

1.07%

1Y

13.27%

3Y*

16.71%

5Y*

16.68%

10Y*

12.71%

*Annualized

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Toast, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

TOST vs. SPY — Risk-Adjusted Performance Rank

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

TOST
The Risk-Adjusted Performance Rank of TOST is 8484
Overall Rank
The Sharpe Ratio Rank of TOST is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TOST is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TOST is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TOST is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TOST is 8686
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6767
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6969
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.

TOST vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toast, Inc. (TOST) 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 TOST Sharpe Ratio is 1.32, which is higher than the SPY Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of TOST 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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Dividends

TOST vs. SPY - Dividend Comparison

TOST has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
TOST
Toast, Inc.
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
1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TOST vs. SPY - Drawdown Comparison

The maximum TOST drawdown since its inception was -80.56%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TOST and SPY. For additional features, visit the drawdowns tool.


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Volatility

TOST vs. SPY - Volatility Comparison

Toast, Inc. (TOST) has a higher volatility of 13.07% compared to SPDR S&P 500 ETF (SPY) at 4.66%. This indicates that TOST'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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