UAVS vs. ^GSPC
Compare and contrast key facts about AgEagle Aerial Systems, Inc. (UAVS) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UAVS or ^GSPC.
Performance
UAVS vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, UAVS achieves a -97.10% return, which is significantly lower than ^GSPC's 23.08% return.
UAVS
-97.10%
15.54%
-91.34%
-98.07%
-64.50%
N/A
^GSPC
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Key characteristics
| UAVS | ^GSPC | |
|---|---|---|
| Sharpe Ratio | -0.49 | 2.48 |
| Sortino Ratio | -1.84 | 3.33 |
| Omega Ratio | 0.75 | 1.46 |
| Calmar Ratio | -0.98 | 3.58 |
| Martin Ratio | -1.32 | 15.96 |
| Ulcer Index | 74.66% | 1.90% |
| Daily Std Dev | 201.08% | 12.24% |
| Max Drawdown | -99.99% | -56.78% |
| Current Drawdown | -99.98% | -2.18% |
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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.
Risk-Adjusted Performance
UAVS vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AgEagle Aerial Systems, Inc. (UAVS) and S&P 500 (^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.
Drawdowns
UAVS vs. ^GSPC - Drawdown Comparison
The maximum UAVS drawdown since its inception was -99.99%, 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. For additional features, visit the drawdowns tool.
Volatility
UAVS vs. ^GSPC - Volatility Comparison
AgEagle Aerial Systems, Inc. (UAVS) has a higher volatility of 105.01% compared to S&P 500 (^GSPC) at 4.06%. 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.