UBER vs. SPY
Compare and contrast key facts about Uber Technologies, Inc. (UBER) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UBER or SPY.
Performance
UBER vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, UBER achieves a 18.97% return, which is significantly lower than SPY's 24.40% return.
UBER
18.97%
-10.56%
11.54%
34.60%
22.32%
N/A
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| UBER | SPY | |
|---|---|---|
| Sharpe Ratio | 0.95 | 2.64 |
| Sortino Ratio | 1.67 | 3.53 |
| Omega Ratio | 1.21 | 1.49 |
| Calmar Ratio | 1.29 | 3.81 |
| Martin Ratio | 3.15 | 17.21 |
| Ulcer Index | 11.50% | 1.86% |
| Daily Std Dev | 38.06% | 12.15% |
| Max Drawdown | -68.05% | -55.19% |
| Current Drawdown | -15.16% | -2.17% |
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Correlation
The correlation between UBER and SPY is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
UBER vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Uber Technologies, Inc. (UBER) 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.
Dividends
UBER vs. SPY - Dividend Comparison
UBER has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBER Uber Technologies, 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 | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
UBER vs. SPY - Drawdown Comparison
The maximum UBER drawdown since its inception was -68.05%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UBER and SPY. For additional features, visit the drawdowns tool.
Volatility
UBER vs. SPY - Volatility Comparison
Uber Technologies, Inc. (UBER) has a higher volatility of 11.22% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that UBER's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.