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ZBRA vs. SPRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZBRA vs. SPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zebra Technologies Corporation (ZBRA) and Spear Alpha ETF (SPRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZBRA achieves a 2.67% return, which is significantly lower than SPRX's 50.26% return.


ZBRA

1D
-2.02%
1M
11.43%
YTD
2.67%
6M
-3.87%
1Y
-14.62%
3Y*
-3.57%
5Y*
-13.56%
10Y*
16.37%

SPRX

1D
-1.57%
1M
33.49%
YTD
50.26%
6M
44.40%
1Y
109.60%
3Y*
48.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZBRA vs. SPRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZBRA
Zebra Technologies Corporation
2.67%-37.13%41.30%6.60%-56.92%6.29%
SPRX
Spear Alpha ETF
50.26%41.91%20.58%88.02%-44.99%8.91%

Correlation

The correlation between ZBRA and SPRX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.47

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2021

0.58

Over the past year, the correlation between ZBRA and SPRX has dropped to 0.36 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

ZBRA vs. SPRX — Risk / Return Rank

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

ZBRA
ZBRA Risk / Return Rank: 2626
Overall Rank
ZBRA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ZBRA Sortino Ratio Rank: 2424
Sortino Ratio Rank
ZBRA Omega Ratio Rank: 2424
Omega Ratio Rank
ZBRA Calmar Ratio Rank: 2929
Calmar Ratio Rank
ZBRA Martin Ratio Rank: 2929
Martin Ratio Rank

SPRX
SPRX Risk / Return Rank: 7171
Overall Rank
SPRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SPRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPRX Omega Ratio Rank: 6161
Omega Ratio Rank
SPRX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SPRX Martin Ratio Rank: 7575
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.

ZBRA vs. SPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zebra Technologies Corporation (ZBRA) and Spear Alpha ETF (SPRX). 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.


ZBRASPRXDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-3.14

Omega ratioGain probability vs. loss probability

0.97

1.38

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.35

4.55

-4.91

Martin ratioReturn relative to average drawdown

-0.62

14.41

-15.03

ZBRA vs. SPRX - Sharpe Ratio Comparison

The current ZBRA Sharpe Ratio is -0.36, which is lower than the SPRX Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of ZBRA and SPRX, 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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Sharpe Ratios by Period


ZBRASPRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

2.53

-2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.59

-0.35

Drawdowns

ZBRA vs. SPRX - Drawdown Comparison

The maximum ZBRA drawdown since its inception was -73.42%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for ZBRA and SPRX.


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Drawdown Indicators


ZBRASPRXDifference

Max Drawdown

Largest peak-to-trough decline

-73.42%

-51.21%

-22.21%

Max Drawdown (1Y)

Largest decline over 1 year

-41.62%

-24.21%

-17.41%

Max Drawdown (3Y)

Largest decline over 3 years

-52.67%

-42.12%

-10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-67.78%

Max Drawdown (10Y)

Largest decline over 10 years

-67.78%

Current Drawdown

Current decline from peak

-59.43%

-1.57%

-57.86%

Average Drawdown

Average peak-to-trough decline

-27.68%

-17.65%

-10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.75%

7.63%

+16.12%

Volatility

ZBRA vs. SPRX - Volatility Comparison

Zebra Technologies Corporation (ZBRA) has a higher volatility of 15.81% compared to Spear Alpha ETF (SPRX) at 14.91%. This indicates that ZBRA's price experiences larger fluctuations and is considered to be riskier than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZBRASPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.81%

14.91%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

29.79%

35.46%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

41.16%

43.53%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.27%

41.74%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.27%

41.74%

-2.47%

Dividends

ZBRA vs. SPRX - Dividend Comparison

Neither ZBRA nor SPRX has paid dividends to shareholders.


PositionTTM20252024202320222021
SPRX
Spear Alpha ETF
0.00%0.00%0.00%0.00%0.00%0.25%
ZBRA
Zebra Technologies Corporation
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZBRA and SPRX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZBRA has higher volatility (15.81%) compared to SPRX (14.91%). In terms of maximum drawdown, ZBRA dropped -73.42% vs SPRX's -51.21%.

SPRX currently has the higher Sharpe Ratio (2.53 vs -0.36), 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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