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

Correlation

The correlation between WYNN and SPY is 0.50, 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: 0.5

Performance

WYNN vs. SPY - Performance Comparison

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

800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%NovemberDecember2025FebruaryMarchApril
897.48%
752.11%
WYNN
SPY

Key characteristics

Sharpe Ratio

WYNN:

-0.93

SPY:

-0.09

Sortino Ratio

WYNN:

-1.32

SPY:

-0.02

Omega Ratio

WYNN:

0.84

SPY:

1.00

Calmar Ratio

WYNN:

-0.50

SPY:

-0.09

Martin Ratio

WYNN:

-1.79

SPY:

-0.45

Ulcer Index

WYNN:

18.62%

SPY:

3.31%

Daily Std Dev

WYNN:

36.06%

SPY:

15.87%

Max Drawdown

WYNN:

-90.66%

SPY:

-55.19%

Current Drawdown

WYNN:

-66.39%

SPY:

-17.32%

Returns By Period

In the year-to-date period, WYNN achieves a -18.43% return, which is significantly lower than SPY's -13.53% return. Over the past 10 years, WYNN has underperformed SPY with an annualized return of -4.55%, while SPY has yielded a comparatively higher 11.25% annualized return.


WYNN

YTD

-18.43%

1M

-22.70%

6M

-33.17%

1Y

-33.20%

5Y*

8.13%

10Y*

-4.55%

SPY

YTD

-13.53%

1M

-13.08%

6M

-11.25%

1Y

-0.26%

5Y*

17.01%

10Y*

11.25%

*Annualized

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Risk-Adjusted Performance

WYNN vs. SPY — Risk-Adjusted Performance Rank

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

WYNN
The Risk-Adjusted Performance Rank of WYNN is 1212
Overall Rank
The Sharpe Ratio Rank of WYNN is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of WYNN is 1111
Sortino Ratio Rank
The Omega Ratio Rank of WYNN is 1212
Omega Ratio Rank
The Calmar Ratio Rank of WYNN is 2323
Calmar Ratio Rank
The Martin Ratio Rank of WYNN is 55
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 2121
Overall Rank
The Sharpe Ratio Rank of SPY is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 2020
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.

WYNN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wynn Resorts, Limited (WYNN) 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 WYNN, currently valued at -0.93, compared to the broader market-2.00-1.000.001.002.00
WYNN: -0.93
SPY: -0.09
The chart of Sortino ratio for WYNN, currently valued at -1.32, compared to the broader market-6.00-4.00-2.000.002.004.00
WYNN: -1.32
SPY: -0.02
The chart of Omega ratio for WYNN, currently valued at 0.84, compared to the broader market0.501.001.502.00
WYNN: 0.84
SPY: 1.00
The chart of Calmar ratio for WYNN, currently valued at -0.50, compared to the broader market0.001.002.003.004.00
WYNN: -0.50
SPY: -0.09
The chart of Martin ratio for WYNN, currently valued at -1.79, compared to the broader market-10.000.0010.0020.00
WYNN: -1.79
SPY: -0.45

The current WYNN Sharpe Ratio is -0.93, which is lower than the SPY Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of WYNN 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
-0.93
-0.09
WYNN
SPY

Dividends

WYNN vs. SPY - Dividend Comparison

WYNN's dividend yield for the trailing twelve months is around 1.43%, which matches SPY's 1.42% yield.


TTM20242023202220212020201920182017201620152014
WYNN
Wynn Resorts, Limited
1.43%1.16%0.82%0.00%0.00%0.89%2.70%2.78%1.19%2.31%4.34%4.20%
SPY
SPDR S&P 500 ETF
1.42%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

WYNN vs. SPY - Drawdown Comparison

The maximum WYNN drawdown since its inception was -90.66%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WYNN and SPY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-66.39%
-17.32%
WYNN
SPY

Volatility

WYNN vs. SPY - Volatility Comparison

Wynn Resorts, Limited (WYNN) has a higher volatility of 13.92% compared to SPDR S&P 500 ETF (SPY) at 9.29%. This indicates that WYNN'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%NovemberDecember2025FebruaryMarchApril
13.92%
9.29%
WYNN
SPY