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

Correlation

The correlation between UPS and SPY is 0.61, 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

UPS vs. SPY - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
187.12%
526.25%
UPS
SPY

Key characteristics

Sharpe Ratio

UPS:

-0.91

SPY:

0.54

Sortino Ratio

UPS:

-1.09

SPY:

0.89

Omega Ratio

UPS:

0.83

SPY:

1.13

Calmar Ratio

UPS:

-0.52

SPY:

0.58

Martin Ratio

UPS:

-1.86

SPY:

2.39

Ulcer Index

UPS:

15.33%

SPY:

4.51%

Daily Std Dev

UPS:

31.23%

SPY:

20.07%

Max Drawdown

UPS:

-54.77%

SPY:

-55.19%

Current Drawdown

UPS:

-51.33%

SPY:

-10.54%

Returns By Period

In the year-to-date period, UPS achieves a -20.43% return, which is significantly lower than SPY's -6.44% return. Over the past 10 years, UPS has underperformed SPY with an annualized return of 3.57%, while SPY has yielded a comparatively higher 11.95% annualized return.


UPS

YTD

-20.43%

1M

-10.03%

6M

-26.58%

1Y

-29.06%

5Y*

3.35%

10Y*

3.57%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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Risk-Adjusted Performance

UPS vs. SPY — Risk-Adjusted Performance Rank

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

UPS
The Risk-Adjusted Performance Rank of UPS is 1010
Overall Rank
The Sharpe Ratio Rank of UPS is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of UPS is 1212
Sortino Ratio Rank
The Omega Ratio Rank of UPS is 99
Omega Ratio Rank
The Calmar Ratio Rank of UPS is 1919
Calmar Ratio Rank
The Martin Ratio Rank of UPS is 22
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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.

UPS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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 UPS, currently valued at -0.91, compared to the broader market-2.00-1.000.001.002.003.00
UPS: -0.91
SPY: 0.54
The chart of Sortino ratio for UPS, currently valued at -1.09, compared to the broader market-6.00-4.00-2.000.002.004.00
UPS: -1.09
SPY: 0.89
The chart of Omega ratio for UPS, currently valued at 0.83, compared to the broader market0.501.001.502.00
UPS: 0.83
SPY: 1.13
The chart of Calmar ratio for UPS, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
UPS: -0.52
SPY: 0.58
The chart of Martin ratio for UPS, currently valued at -1.86, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
UPS: -1.86
SPY: 2.39

The current UPS Sharpe Ratio is -0.91, which is lower than the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of UPS 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.91
0.54
UPS
SPY

Dividends

UPS vs. SPY - Dividend Comparison

UPS's dividend yield for the trailing twelve months is around 6.60%, more than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
UPS
United Parcel Service, Inc.
6.60%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%2.41%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

UPS vs. SPY - Drawdown Comparison

The maximum UPS drawdown since its inception was -54.77%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UPS and SPY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.33%
-10.54%
UPS
SPY

Volatility

UPS vs. SPY - Volatility Comparison

United Parcel Service, Inc. (UPS) and SPDR S&P 500 ETF (SPY) have volatilities of 15.01% and 15.13%, 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
15.01%
15.13%
UPS
SPY