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UAVS vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

UAVS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AgEagle Aerial Systems, Inc. (UAVS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UAVS achieves a 10.92% return, which is significantly higher than ^GSPC's 9.16% return.


UAVS

1D
-4.21%
1M
-11.50%
YTD
10.92%
6M
-14.84%
1Y
-22.18%
3Y*
-42.10%
5Y*
-61.63%
10Y*

^GSPC

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UAVS vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UAVS
AgEagle Aerial Systems, Inc.
10.92%-76.55%65.40%-70.03%-77.71%-73.83%1,233.33%-20.35%213.89%
^GSPC
S&P 500 Index
9.16%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-3.15%

Correlation

The correlation between UAVS and ^GSPC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

0.27

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Return for Risk

UAVS vs. ^GSPC — Risk / Return Rank

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

UAVS
UAVS Risk / Return Rank: 4040
Overall Rank
UAVS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UAVS Sortino Ratio Rank: 5050
Sortino Ratio Rank
UAVS Omega Ratio Rank: 4747
Omega Ratio Rank
UAVS Calmar Ratio Rank: 3232
Calmar Ratio Rank
UAVS Martin Ratio Rank: 3535
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 8282
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7474
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8585
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.

UAVS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AgEagle Aerial Systems, Inc. (UAVS) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UAVS^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.08

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.31

2.78

-3.09

Martin ratioReturn relative to average drawdown

-0.42

12.44

-12.86

UAVS vs. ^GSPC - Sharpe Ratio Comparison

The current UAVS Sharpe Ratio is -0.17, which is lower than the ^GSPC Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of UAVS and ^GSPC, 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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Drawdowns

UAVS vs. ^GSPC - Drawdown Comparison

The maximum UAVS drawdown since its inception was -99.97%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for UAVS and ^GSPC.


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Drawdown Indicators


UAVS^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-56.78%

-43.19%

Max Drawdown (1Y)

Largest decline over 1 year

-72.69%

-9.10%

-63.59%

Max Drawdown (3Y)

Largest decline over 3 years

-98.16%

-18.90%

-79.26%

Max Drawdown (5Y)

Largest decline over 5 years

-99.92%

-25.43%

-74.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-99.71%

-1.80%

-97.91%

Average Drawdown

Average peak-to-trough decline

-87.79%

-10.71%

-77.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.48%

2.03%

+50.45%

Volatility

UAVS vs. ^GSPC - Volatility Comparison

AgEagle Aerial Systems, Inc. (UAVS) has a higher volatility of 22.76% compared to S&P 500 Index (^GSPC) at 4.67%. This indicates that UAVS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UAVS^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.76%

4.67%

+18.09%

Volatility (6M)

Calculated over the trailing 6-month period

81.87%

9.84%

+72.03%

Volatility (1Y)

Calculated over the trailing 1-year period

133.44%

12.50%

+120.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,116.14%

16.99%

+2,099.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,938.58%

18.11%

+1,920.47%

Frequently Asked Questions


UAVS and ^GSPC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UAVS has higher volatility (22.76%) compared to ^GSPC (4.67%). In terms of maximum drawdown, UAVS dropped -99.97% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.03 vs -0.17), 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.

Portfolio Optimizer

Find the right allocation for UAVS and ^GSPC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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