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TTAN vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTAN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ServiceTitan, Inc (TTAN) 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, TTAN achieves a -31.80% return, which is significantly lower than SPY's 10.91% return.


TTAN

1D
-3.17%
1M
13.80%
YTD
-31.80%
6M
-22.16%
1Y
-35.81%
3Y*
5Y*
10Y*

SPY

1D
-0.70%
1M
5.05%
YTD
10.91%
6M
10.91%
1Y
27.98%
3Y*
22.35%
5Y*
13.83%
10Y*
15.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTAN vs. SPY - Yearly Performance Comparison


2026 (YTD)20252024
TTAN
ServiceTitan, Inc
-31.80%3.53%1.85%
SPY
State Street SPDR S&P 500 ETF
10.91%17.72%-2.69%

Correlation

The correlation between TTAN and SPY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2024

0.30

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Return for Risk

TTAN vs. SPY — Risk / Return Rank

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

TTAN
TTAN Risk / Return Rank: 1414
Overall Rank
TTAN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TTAN Sortino Ratio Rank: 1313
Sortino Ratio Rank
TTAN Omega Ratio Rank: 1414
Omega Ratio Rank
TTAN Calmar Ratio Rank: 1616
Calmar Ratio Rank
TTAN Martin Ratio Rank: 1414
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 7070
Overall Rank
SPY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPY Omega Ratio Rank: 7070
Omega Ratio Rank
SPY Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TTAN vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ServiceTitan, Inc (TTAN) 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.


TTANSPYDifference
Sharpe ratioReturn per unit of total volatility

-3.09

Sortino ratioReturn per unit of downside risk

-4.12

Omega ratioGain probability vs. loss probability

0.90

1.43

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.67

3.16

-3.83

Martin ratioReturn relative to average drawdown

-1.23

14.72

-15.94

TTAN vs. SPY - Sharpe Ratio Comparison

The current TTAN Sharpe Ratio is -0.71, which is lower than the SPY Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of TTAN 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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Sharpe Ratios by Period


TTANSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

2.38

-3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.59

-0.99

Drawdowns

TTAN vs. SPY - Drawdown Comparison

The maximum TTAN drawdown since its inception was -57.26%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TTAN and SPY.


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Drawdown Indicators


TTANSPYDifference

Max Drawdown

Largest peak-to-trough decline

-57.26%

-55.19%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-53.78%

-8.88%

-44.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-43.86%

-0.70%

-43.16%

Average Drawdown

Average peak-to-trough decline

-23.27%

-9.05%

-14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.24%

1.91%

+27.33%

Volatility

TTAN vs. SPY - Volatility Comparison

ServiceTitan, Inc (TTAN) has a higher volatility of 18.24% compared to State Street SPDR S&P 500 ETF (SPY) at 2.84%. This indicates that TTAN'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


TTANSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.24%

2.84%

+15.40%

Volatility (6M)

Calculated over the trailing 6-month period

41.95%

8.90%

+33.05%

Volatility (1Y)

Calculated over the trailing 1-year period

50.81%

11.83%

+38.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.51%

17.05%

+33.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.51%

17.94%

+32.57%

Dividends

TTAN vs. SPY - Dividend Comparison

TTAN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM20252024202320222021202020192018201720162015
SPY
State Street SPDR S&P 500 ETF
0.98%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
TTAN
ServiceTitan, 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%

Frequently Asked Questions


TTAN and SPY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTAN has higher volatility (18.24%) compared to SPY (2.84%). In terms of maximum drawdown, TTAN dropped -57.26% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (2.38 vs -0.71), 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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