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

Correlation

The correlation between UBS and SPY is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

UBS vs. SPY - Performance Comparison

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

160.00%180.00%200.00%220.00%240.00%260.00%NovemberDecember2025FebruaryMarchApril
194.35%
219.82%
UBS
SPY

Key characteristics

Sharpe Ratio

UBS:

0.38

SPY:

0.51

Sortino Ratio

UBS:

0.72

SPY:

0.86

Omega Ratio

UBS:

1.10

SPY:

1.13

Calmar Ratio

UBS:

0.43

SPY:

0.55

Martin Ratio

UBS:

1.56

SPY:

2.26

Ulcer Index

UBS:

7.50%

SPY:

4.55%

Daily Std Dev

UBS:

30.49%

SPY:

20.08%

Max Drawdown

UBS:

-59.81%

SPY:

-55.19%

Current Drawdown

UBS:

-14.77%

SPY:

-9.89%

Returns By Period

In the year-to-date period, UBS achieves a 0.58% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, UBS has underperformed SPY with an annualized return of 9.83%, while SPY has yielded a comparatively higher 12.04% annualized return.


UBS

YTD

0.58%

1M

-4.43%

6M

-5.00%

1Y

15.81%

5Y*

32.26%

10Y*

9.83%

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

UBS vs. SPY — Risk-Adjusted Performance Rank

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

UBS
The Risk-Adjusted Performance Rank of UBS is 6565
Overall Rank
The Sharpe Ratio Rank of UBS is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of UBS is 5959
Sortino Ratio Rank
The Omega Ratio Rank of UBS is 5959
Omega Ratio Rank
The Calmar Ratio Rank of UBS is 7272
Calmar Ratio Rank
The Martin Ratio Rank of UBS is 7070
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.

UBS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Group AG (UBS) 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 UBS, currently valued at 0.38, compared to the broader market-2.00-1.000.001.002.003.00
UBS: 0.38
SPY: 0.51
The chart of Sortino ratio for UBS, currently valued at 0.72, compared to the broader market-6.00-4.00-2.000.002.004.00
UBS: 0.72
SPY: 0.86
The chart of Omega ratio for UBS, currently valued at 1.10, compared to the broader market0.501.001.502.00
UBS: 1.10
SPY: 1.13
The chart of Calmar ratio for UBS, currently valued at 0.43, compared to the broader market0.001.002.003.004.005.00
UBS: 0.43
SPY: 0.55
The chart of Martin ratio for UBS, currently valued at 1.56, compared to the broader market-5.000.005.0010.0015.0020.00
UBS: 1.56
SPY: 2.26

The current UBS Sharpe Ratio is 0.38, which is comparable to the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of UBS and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.38
0.51
UBS
SPY

Dividends

UBS vs. SPY - Dividend Comparison

UBS's dividend yield for the trailing twelve months is around 5.00%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
UBS
UBS Group AG
5.00%3.46%1.78%2.68%2.07%10.34%5.48%5.24%3.30%9.41%4.11%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

UBS vs. SPY - Drawdown Comparison

The maximum UBS drawdown since its inception was -59.81%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UBS and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.77%
-9.89%
UBS
SPY

Volatility

UBS vs. SPY - Volatility Comparison

UBS Group AG (UBS) and SPDR S&P 500 ETF (SPY) have volatilities of 15.71% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.71%
15.12%
UBS
SPY