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WSM vs. SPY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

WSM vs. SPY - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%OctoberNovemberDecember2025FebruaryMarch
39,665.72%
2,247.81%
WSM
SPY

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Risk-Adjusted Performance

undefined vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) 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.


Sharpe ratio
The chart of Sharpe ratio for WSM, currently valued at 1.13, compared to the broader market-3.00-2.00-1.000.001.002.003.001.131.15
The chart of Sortino ratio for WSM, currently valued at 1.96, compared to the broader market-4.00-2.000.002.004.001.961.58
The chart of Omega ratio for WSM, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.21
The chart of Calmar ratio for WSM, currently valued at 2.83, compared to the broader market0.001.002.003.004.005.002.831.79
The chart of Martin ratio for WSM, currently valued at 6.02, compared to the broader market0.005.0010.0015.0020.0025.006.026.74
WSM
SPY


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
1.13
1.15
WSM
SPY

Drawdowns

WSM vs. SPY - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-13.46%
-6.04%
WSM
SPY

Volatility

WSM vs. SPY - Volatility Comparison

undefined (WSM) has a higher volatility of 11.72% compared to SPDR S&P 500 ETF (SPY) at 4.52%. This indicates that WSM'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.


0.00%5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
11.72%
4.52%
WSM
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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