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UWMC vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UWMC vs. SPY - Performance Comparison

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

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Returns By Period

In the year-to-date period, UWMC achieves a -50.18% return, which is significantly lower than SPY's 8.15% return.


UWMC

1D
-0.98%
1M
-31.29%
YTD
-50.18%
6M
-52.87%
1Y
-46.27%
3Y*
-23.14%
5Y*
-20.26%
10Y*

SPY

1D
-1.45%
1M
-1.36%
YTD
8.15%
6M
7.20%
1Y
23.59%
3Y*
20.68%
5Y*
13.05%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UWMC vs. SPY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UWMC
UWM Holdings Corporation
-50.18%-19.30%-13.04%132.11%-38.03%-37.29%
SPY
State Street SPDR S&P 500 ETF
8.15%17.72%24.89%26.18%-18.18%26.18%

Correlation

The correlation between UWMC and SPY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.39

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

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.40

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Return for Risk

UWMC vs. SPY — Risk / Return Rank

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

UWMC
UWMC Risk / Return Rank: 1010
Overall Rank
UWMC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UWMC Sortino Ratio Rank: 99
Sortino Ratio Rank
UWMC Omega Ratio Rank: 1111
Omega Ratio Rank
UWMC Calmar Ratio Rank: 1616
Calmar Ratio Rank
UWMC Martin Ratio Rank: 77
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 5959
Overall Rank
SPY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPY Omega Ratio Rank: 5757
Omega Ratio Rank
SPY Calmar Ratio Rank: 5656
Calmar Ratio Rank
SPY Martin Ratio Rank: 6767
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.

UWMC vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UWM Holdings Corporation (UWMC) and State Street 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.

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.


UWMCSPYDifference
Sharpe ratioReturn per unit of total volatility

-2.75

Sortino ratioReturn per unit of downside risk

-3.80

Omega ratioGain probability vs. loss probability

0.86

1.34

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.69

2.67

-3.36

Martin ratioReturn relative to average drawdown

-1.48

11.92

-13.40

UWMC vs. SPY - Sharpe Ratio Comparison

The current UWMC Sharpe Ratio is -0.85, which is lower than the SPY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of UWMC and SPY, 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

UWMC vs. SPY - Drawdown Comparison

The maximum UWMC drawdown since its inception was -74.48%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for UWMC and SPY.


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Drawdown Indicators


UWMCSPYDifference

Max Drawdown

Largest peak-to-trough decline

-74.48%

-55.19%

-19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-67.27%

-8.88%

-58.39%

Max Drawdown (3Y)

Largest decline over 3 years

-74.48%

-18.76%

-55.72%

Max Drawdown (5Y)

Largest decline over 5 years

-74.48%

-24.50%

-49.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-74.48%

-3.17%

-71.31%

Average Drawdown

Average peak-to-trough decline

-37.85%

-9.04%

-28.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.33%

1.98%

+29.35%

Volatility

UWMC vs. SPY - Volatility Comparison

UWM Holdings Corporation (UWMC) has a higher volatility of 13.67% compared to State Street SPDR S&P 500 ETF (SPY) at 4.87%. This indicates that UWMC'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.


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Volatility by Period


UWMCSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.67%

4.87%

+8.80%

Volatility (6M)

Calculated over the trailing 6-month period

40.28%

9.85%

+30.43%

Volatility (1Y)

Calculated over the trailing 1-year period

54.84%

12.50%

+42.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.67%

17.15%

+33.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.00%

17.95%

+33.05%

Dividends

UWMC vs. SPY - Dividend Comparison

UWMC's dividend yield for the trailing twelve months is around 19.70%, more than SPY's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
SPY
State Street SPDR S&P 500 ETF
1.03%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
UWMC
UWM Holdings Corporation
19.70%9.13%6.81%5.59%12.08%6.76%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UWMC and SPY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UWMC has higher volatility (13.67%) compared to SPY (4.87%). In terms of maximum drawdown, UWMC dropped -74.48% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.90 vs -0.85), 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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