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UFPT vs. OEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UFPT vs. OEF

Last updated Jun 24, 2026

UFPT (UFP Technologies, Inc.) is a stock, while OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index. Over the past 10 years, UFPT returned 27.27%/yr vs 16.63%/yr for OEF. At a 0.26 correlation, their price movements are largely independent.

Performance

UFPT vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UFP Technologies, Inc. (UFPT) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with UFPT having a 5.61% return and OEF slightly lower at 5.60%. Over the past 10 years, UFPT has outperformed OEF with an annualized return of 27.27%, while OEF has yielded a comparatively lower 16.63% annualized return.

UFPT

1D
0.51%
1M
2.41%
YTD
5.61%
6M
0.78%
1Y
0.57%
3Y*
7.05%
5Y*
31.78%
10Y*
27.27%

OEF

1D
-1.41%
1M
-2.70%
YTD
5.60%
6M
4.83%
1Y
23.70%
3Y*
22.31%
5Y*
14.45%
10Y*
16.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UFPT vs. OEF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UFPT
UFP Technologies, Inc.		5.61%-9.19%42.12%45.93%67.79%50.77%-6.07%65.15%8.06%9.23%
OEF
iShares S&P 100 ETF		5.60%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%

Correlation

The correlation between UFPT and OEF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.33

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

0.35

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

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2000

0.26

The correlation between UFPT and OEF shifts across timeframes, from 0.26 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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UFP Technologies, Inc.

iShares S&P 100 ETF

Often compared with UFPT:
UFPT vs. TPLUFPT vs. BLDRUFPT vs. MOHUFPT vs. HWKNUFPT vs. XPELUFPT vs. OUFPT vs. VTI
Often compared with OEF:
OEF vs. SPYOEF vs. VOOOEF vs. QQQOEF vs. IOOOEF vs. SCHGOEF vs. SCHDOEF vs. IWFV.L

Return for Risk

UFPT vs. OEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UFPT
UFPT Risk / Return Rank: 4141
Overall Rank
UFPT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
UFPT Sortino Ratio Rank: 4040
Sortino Ratio Rank
UFPT Omega Ratio Rank: 3939
Omega Ratio Rank
UFPT Calmar Ratio Rank: 4343
Calmar Ratio Rank
UFPT Martin Ratio Rank: 4242
Martin Ratio Rank
OEF
OEF Risk / Return Rank: 5151
Overall Rank
OEF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 5151
Sortino Ratio Rank
OEF Omega Ratio Rank: 5353
Omega Ratio Rank
OEF Calmar Ratio Rank: 4545
Calmar Ratio Rank
OEF Martin Ratio Rank: 5252
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.

UFPT vs. OEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UFP Technologies, Inc. (UFPT) and iShares S&P 100 ETF (OEF). 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.

UFPTOEFDifference
Sharpe ratioReturn per unit of total volatility
0.01
1.78

-1.76

Sortino ratioReturn per unit of downside risk
0.33
2.42

-2.08

Omega ratioGain probability vs. loss probability

1.04

1.32

-0.28

Calmar ratioReturn relative to maximum drawdown

0.02

2.15

-2.13

Martin ratioReturn relative to average drawdown

0.03

8.71

-8.68

UFPT vs. OEF - Sharpe Ratio Comparison

The current UFPT Sharpe Ratio is 0.01, which is lower than the OEF Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of UFPT and OEF, 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

UFPT vs. OEF - Drawdown Comparison

The maximum UFPT drawdown since its inception was -88.53%, which is greater than OEF's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for UFPT and OEF.

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Drawdown Indicators

UFPTOEFDifference

Max Drawdown

Largest peak-to-trough decline

-88.53%

-54.11%

-34.42%

Max Drawdown (1Y)

Largest decline over 1 year

-30.69%

-11.06%

-19.63%

Max Drawdown (3Y)

Largest decline over 3 years

-48.31%

-19.80%

-28.51%

Max Drawdown (5Y)

Largest decline over 5 years

-48.31%

-26.47%

-21.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.31%

-31.44%

-16.87%

Current Drawdown

Current decline from peak

-34.58%

-4.48%

-30.10%

Average Drawdown

Average peak-to-trough decline

-32.24%

-11.74%

-20.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.96%

2.73%

+14.23%

Volatility

UFPT vs. OEF - Volatility Comparison

UFP Technologies, Inc. (UFPT) has a higher volatility of 8.94% compared to iShares S&P 100 ETF (OEF) at 5.27%. This indicates that UFPT's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UFPTOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.94%

5.27%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

30.66%

10.57%

+20.09%

Volatility (1Y)

Calculated over the trailing 1-year period

43.71%

13.42%

+30.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.31%

17.81%

+26.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.57%

18.48%

+21.09%

Dividends

UFPT vs. OEF - Dividend Comparison

UFPT has not paid dividends to shareholders, while OEF's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF		0.89%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
UFPT
UFP 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%

Frequently Asked Questions

UFPT and OEF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UFPT has higher volatility (8.94%) compared to OEF (5.27%). In terms of maximum drawdown, UFPT dropped -88.53% vs OEF's -54.11%.

OEF currently has the higher Sharpe Ratio (1.78 vs 0.01), 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.

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