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TTEK vs. ^SP400
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TTEK and ^SP400 is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

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.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%NovemberDecember2025FebruaryMarchApril
8,603.29%
1,826.70%
TTEK
^SP400

Key characteristics

Sharpe Ratio

TTEK:

-0.52

^SP400:

-0.11

Sortino Ratio

TTEK:

-0.54

^SP400:

-0.01

Omega Ratio

TTEK:

0.92

^SP400:

1.00

Calmar Ratio

TTEK:

-0.37

^SP400:

-0.10

Martin Ratio

TTEK:

-0.77

^SP400:

-0.33

Ulcer Index

TTEK:

21.40%

^SP400:

7.27%

Daily Std Dev

TTEK:

31.80%

^SP400:

21.51%

Max Drawdown

TTEK:

-77.89%

^SP400:

-56.32%

Current Drawdown

TTEK:

-38.02%

^SP400:

-16.48%

Returns By Period

In the year-to-date period, TTEK achieves a -21.52% return, which is significantly lower than ^SP400's -9.27% return. Over the past 10 years, TTEK has outperformed ^SP400 with an annualized return of 23.52%, while ^SP400 has yielded a comparatively lower 6.44% annualized return.


TTEK

YTD

-21.52%

1M

5.80%

6M

-34.66%

1Y

-18.04%

5Y*

17.42%

10Y*

23.52%

^SP400

YTD

-9.27%

1M

-4.64%

6M

-8.88%

1Y

-2.20%

5Y*

11.94%

10Y*

6.44%

*Annualized

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Risk-Adjusted Performance

TTEK vs. ^SP400 — Risk-Adjusted Performance Rank

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

TTEK
The Risk-Adjusted Performance Rank of TTEK is 2626
Overall Rank
The Sharpe Ratio Rank of TTEK is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TTEK is 2323
Sortino Ratio Rank
The Omega Ratio Rank of TTEK is 2222
Omega Ratio Rank
The Calmar Ratio Rank of TTEK is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TTEK is 3535
Martin Ratio Rank

^SP400
The Risk-Adjusted Performance Rank of ^SP400 is 2323
Overall Rank
The Sharpe Ratio Rank of ^SP400 is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP400 is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ^SP400 is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ^SP400 is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ^SP400 is 2222
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.

TTEK vs. ^SP400 - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TTEK, currently valued at -0.52, compared to the broader market-2.00-1.000.001.002.003.00
TTEK: -0.52
^SP400: -0.11
The chart of Sortino ratio for TTEK, currently valued at -0.54, compared to the broader market-6.00-4.00-2.000.002.004.00
TTEK: -0.54
^SP400: -0.01
The chart of Omega ratio for TTEK, currently valued at 0.92, compared to the broader market0.501.001.502.00
TTEK: 0.92
^SP400: 1.00
The chart of Calmar ratio for TTEK, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
TTEK: -0.38
^SP400: -0.10
The chart of Martin ratio for TTEK, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.00
TTEK: -0.78
^SP400: -0.33

The current TTEK Sharpe Ratio is -0.52, which is lower than the ^SP400 Sharpe Ratio of -0.11. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.52
-0.11
TTEK
^SP400

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.02%
-16.48%
TTEK
^SP400

Volatility

TTEK vs. ^SP400 - Volatility Comparison

The current volatility for Tetra Tech, Inc. (TTEK) is 11.03%, while S&P 400 Index (^SP400) has a volatility of 14.60%. This indicates that TTEK experiences smaller price fluctuations and is considered to be less risky than ^SP400 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.03%
14.60%
TTEK
^SP400