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

Correlation

The correlation between TWOU and SPY is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TWOU vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 2U, Inc. (TWOU) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-99.94%
259.74%
TWOU
SPY

Key characteristics

Returns By Period


TWOU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-0.90%

6M

-4.30%

1Y

9.72%

5Y*

15.76%

10Y*

12.16%

*Annualized

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Risk-Adjusted Performance

TWOU vs. SPY — Risk-Adjusted Performance Rank

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

TWOU
The Risk-Adjusted Performance Rank of TWOU is 77
Overall Rank
The Sharpe Ratio Rank of TWOU is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TWOU is 22
Sortino Ratio Rank
The Omega Ratio Rank of TWOU is 22
Omega Ratio Rank
The Calmar Ratio Rank of TWOU is 00
Calmar Ratio Rank
The Martin Ratio Rank of TWOU is 1111
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

TWOU vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for 2U, Inc. (TWOU) 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 chart of Sharpe ratio for TWOU, currently valued at -0.51, compared to the broader market-2.00-1.000.001.002.003.00
TWOU: -0.51
SPY: 0.51
The chart of Sortino ratio for TWOU, currently valued at -1.33, compared to the broader market-6.00-4.00-2.000.002.004.00
TWOU: -1.33
SPY: 0.86
The chart of Omega ratio for TWOU, currently valued at 0.72, compared to the broader market0.501.001.502.00
TWOU: 0.72
SPY: 1.13
The chart of Calmar ratio for TWOU, currently valued at -0.96, compared to the broader market0.001.002.003.004.005.00
TWOU: -0.96
SPY: 0.55
The chart of Martin ratio for TWOU, currently valued at -1.12, compared to the broader market-5.000.005.0010.0015.0020.00
TWOU: -1.12
SPY: 2.26


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.51
0.51
TWOU
SPY

Dividends

TWOU vs. SPY - Dividend Comparison

TWOU has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
TWOU
2U, 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
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TWOU vs. SPY - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.99%
-9.89%
TWOU
SPY

Volatility

TWOU vs. SPY - Volatility Comparison

The current volatility for 2U, Inc. (TWOU) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that TWOU experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
15.12%
TWOU
SPY