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TTSH vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTSH and SPYG is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TTSH vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tile Shop Holdings, Inc. (TTSH) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-7.06%
5.03%
TTSH
SPYG

Key characteristics

Sharpe Ratio

TTSH:

-0.12

SPYG:

1.90

Sortino Ratio

TTSH:

0.04

SPYG:

2.50

Omega Ratio

TTSH:

1.01

SPYG:

1.34

Calmar Ratio

TTSH:

-0.05

SPYG:

2.65

Martin Ratio

TTSH:

-0.46

SPYG:

10.26

Ulcer Index

TTSH:

8.49%

SPYG:

3.29%

Daily Std Dev

TTSH:

31.31%

SPYG:

17.74%

Max Drawdown

TTSH:

-98.36%

SPYG:

-67.79%

Current Drawdown

TTSH:

-74.06%

SPYG:

-4.58%

Returns By Period

In the year-to-date period, TTSH achieves a -3.03% return, which is significantly lower than SPYG's -0.99% return. Over the past 10 years, TTSH has underperformed SPYG with an annualized return of -0.55%, while SPYG has yielded a comparatively higher 15.24% annualized return.


TTSH

YTD

-3.03%

1M

-2.47%

6M

-7.05%

1Y

-4.14%

5Y*

32.13%

10Y*

-0.55%

SPYG

YTD

-0.99%

1M

-3.54%

6M

5.03%

1Y

33.56%

5Y*

15.94%

10Y*

15.24%

*Annualized

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Risk-Adjusted Performance

TTSH vs. SPYG — Risk-Adjusted Performance Rank

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

TTSH
The Risk-Adjusted Performance Rank of TTSH is 4040
Overall Rank
The Sharpe Ratio Rank of TTSH is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of TTSH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TTSH is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TTSH is 4646
Calmar Ratio Rank
The Martin Ratio Rank of TTSH is 4040
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 8080
Overall Rank
The Sharpe Ratio Rank of SPYG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 7979
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.

TTSH vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tile Shop Holdings, Inc. (TTSH) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Sharpe ratio
The chart of Sharpe ratio for TTSH, currently valued at -0.12, compared to the broader market-2.000.002.00-0.121.90
The chart of Sortino ratio for TTSH, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.000.042.50
The chart of Omega ratio for TTSH, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.34
The chart of Calmar ratio for TTSH, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.052.65
The chart of Martin ratio for TTSH, currently valued at -0.46, compared to the broader market0.0010.0020.00-0.4610.26
TTSH
SPYG

The current TTSH Sharpe Ratio is -0.12, which is lower than the SPYG Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of TTSH and SPYG, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.12
1.90
TTSH
SPYG

Dividends

TTSH vs. SPYG - Dividend Comparison

TTSH has not paid dividends to shareholders, while SPYG's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
TTSH
Tile Shop Holdings, Inc.
0.00%0.00%0.00%0.00%9.12%0.00%8.88%3.65%2.08%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.61%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

TTSH vs. SPYG - Drawdown Comparison

The maximum TTSH drawdown since its inception was -98.36%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for TTSH and SPYG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-74.06%
-4.58%
TTSH
SPYG

Volatility

TTSH vs. SPYG - Volatility Comparison

Tile Shop Holdings, Inc. (TTSH) has a higher volatility of 6.00% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 5.67%. This indicates that TTSH's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
6.00%
5.67%
TTSH
SPYG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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