TTEK vs. ^SP400

Last updated Apr 3, 2026

Compare and contrast key facts about Tetra Tech, Inc. (TTEK) and S&P 400 Index (^SP400).

Performance

TTEK vs. ^SP400 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tetra Tech, Inc. (TTEK) and S&P 400 Index (^SP400). The values are adjusted to include any dividend payments, if applicable.

TTEK vs. ^SP400 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTEK Tetra Tech, Inc.	-7.22%	-15.19%	19.98%	15.74%	-13.96%	47.46%	35.34%	67.76%	8.39%	12.57%
^SP400 S&P 400 Index	3.12%	5.90%	12.20%	14.45%	-14.48%	23.21%	11.81%	24.05%	-12.50%	14.45%

Returns By Period

In the year-to-date period, TTEK achieves a -7.22% return, which is significantly lower than ^SP400's 3.12% return. Over the past 10 years, TTEK has outperformed ^SP400 with an annualized return of 18.90%, while ^SP400 has yielded a comparatively lower 9.01% annualized return.

TTEK

• 1D: 1.11%
• 1M: -14.76%
• YTD: -7.22%
• 6M: -7.43%
• 1Y: 1.52%
• 3Y*: 2.70%
• 5Y*: 3.20%
• 10Y*: 18.90%

^SP400

• 1D: 0.09%
• 1M: -3.76%
• YTD: 3.12%
• 6M: 3.95%
• 1Y: 14.30%
• 3Y*: 10.72%
• 5Y*: 5.18%
• 10Y*: 9.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TTEK vs. ^SP400 — Risk / Return Rank

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

TTEK

TTEK Risk / Return Rank: 41
TTEK Sharpe Ratio Rank: 41
TTEK Sortino Ratio Rank: 37
TTEK Omega Ratio Rank: 36
TTEK Calmar Ratio Rank: 44
TTEK Martin Ratio Rank: 45

^SP400

^SP400 Risk / Return Rank: 43
^SP400 Sharpe Ratio Rank: 39
^SP400 Sortino Ratio Rank: 41
^SP400 Omega Ratio Rank: 41
^SP400 Calmar Ratio Rank: 41
^SP400 Martin Ratio Rank: 52

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.

TTEK vs. ^SP400 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and S&P 400 Index (^SP400). 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.

	TTEK	^SP400	Difference
Sharpe ratio Return per unit of total volatility	0.04	0.69	-0.65
Sortino ratio Return per unit of downside risk	0.34	1.11	-0.77
Omega ratio Gain probability vs. loss probability	1.05	1.15	-0.11
Calmar ratio Return relative to maximum drawdown	0.20	1.14	-0.94
Martin ratio Return relative to average drawdown	0.54	4.80	-4.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTEK vs. ^SP400 - Sharpe Ratio Comparison

The current TTEK Sharpe Ratio is 0.04, which is lower than the ^SP400 Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TTEK and ^SP400, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TTEK	^SP400	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	0.69	-0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.26	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.43	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.48	-0.13

Correlation

The correlation between TTEK and ^SP400 is 0.48, 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.

Drawdowns

TTEK vs. ^SP400 - Drawdown Comparison

The maximum TTEK drawdown since its inception was -77.89%, which is greater than ^SP400's maximum drawdown of -56.32%. Use the drawdown chart below to compare losses from any high point for TTEK and ^SP400.

Drawdown Indicators

	TTEK	^SP400	Difference
Max Drawdown Largest peak-to-trough decline	-77.89%	-56.32%	-21.57%
Max Drawdown (1Y) Largest decline over 1 year	-30.04%	-8.96%	-21.08%
Max Drawdown (5Y) Largest decline over 5 years	-44.38%	-24.46%	-19.92%
Max Drawdown (10Y) Largest decline over 10 years	-44.38%	-42.14%	-2.24%
Current Drawdown Current decline from peak	-37.86%	-5.51%	-32.35%
Average Drawdown Average peak-to-trough decline	-20.56%	-7.18%	-13.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.85%	3.35%	+7.50%

Volatility

TTEK vs. ^SP400 - Volatility Comparison

Tetra Tech, Inc. (TTEK) has a higher volatility of 9.59% compared to S&P 400 Index (^SP400) at 6.38%. This indicates that TTEK's price experiences larger fluctuations and is considered to be riskier than ^SP400 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTEK	^SP400	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.59%	6.38%	+3.21%
Volatility (6M) Calculated over the trailing 6-month period	30.89%	11.83%	+19.06%
Volatility (1Y) Calculated over the trailing 1-year period	37.23%	20.98%	+16.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.09%	19.63%	+12.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.96%	20.97%	+10.99%