UAVS vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about AgEagle Aerial Systems, Inc. (UAVS) and S&P 500 Index (^GSPC).

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.

UAVS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UAVS AgEagle Aerial Systems, Inc.	11.92%	-76.55%	65.40%	-70.03%	-77.71%	-73.83%	1,233.33%	-20.35%	169.05%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-5.71%

Returns By Period

In the year-to-date period, UAVS achieves a 11.92% return, which is significantly higher than ^GSPC's -3.95% return.

UAVS

• 1D: 0.75%
• 1M: -13.26%
• YTD: 11.92%
• 6M: -58.03%
• 1Y: -29.40%
• 3Y*: -53.40%
• 5Y*: -63.78%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

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: 38
UAVS Sharpe Ratio Rank: 32
UAVS Sortino Ratio Rank: 53
UAVS Omega Ratio Rank: 47
UAVS Calmar Ratio Rank: 28
UAVS Martin Ratio Rank: 30

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

	UAVS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.19	0.92	-1.10
Sortino ratio Return per unit of downside risk	0.93	1.41	-0.48
Omega ratio Gain probability vs. loss probability	1.10	1.21	-0.12
Calmar ratio Return relative to maximum drawdown	-0.40	1.41	-1.82
Martin ratio Return relative to average drawdown	-0.66	6.61	-7.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UAVS vs. ^GSPC - Sharpe Ratio Comparison

The current UAVS Sharpe Ratio is -0.19, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of UAVS and ^GSPC, 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

	UAVS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	0.92	-1.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.61	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.46	-0.47

Correlation

The correlation between UAVS and ^GSPC is 0.26, 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.

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.

Drawdown Indicators

	UAVS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-99.97%	-56.78%	-43.19%
Max Drawdown (1Y) Largest decline over 1 year	-72.69%	-12.14%	-60.55%
Max Drawdown (5Y) Largest decline over 5 years	-99.94%	-25.43%	-74.51%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-99.71%	-5.78%	-93.93%
Average Drawdown Average peak-to-trough decline	-87.51%	-10.75%	-76.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.58%	2.60%	+41.98%

Volatility

UAVS vs. ^GSPC - Volatility Comparison

AgEagle Aerial Systems, Inc. (UAVS) has a higher volatility of 19.73% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	UAVS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.73%	5.37%	+14.36%
Volatility (6M) Calculated over the trailing 6-month period	92.41%	9.55%	+82.86%
Volatility (1Y) Calculated over the trailing 1-year period	156.92%	18.33%	+138.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2,115.39%	16.90%	+2,098.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,965.29%	18.05%	+1,947.24%