PortfoliosLab logo
SPY vs. ^XCI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SPY and ^XCI is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

SPY vs. ^XCI - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2025FebruaryMarchAprilMay
2,210.99%
8,977.06%
SPY
^XCI

Key characteristics

Sharpe Ratio

SPY:

0.54

^XCI:

0.40

Sortino Ratio

SPY:

0.90

^XCI:

0.76

Omega Ratio

SPY:

1.13

^XCI:

1.10

Calmar Ratio

SPY:

0.57

^XCI:

0.45

Martin Ratio

SPY:

2.24

^XCI:

1.39

Ulcer Index

SPY:

4.82%

^XCI:

8.65%

Daily Std Dev

SPY:

20.02%

^XCI:

30.44%

Max Drawdown

SPY:

-55.19%

^XCI:

-77.19%

Current Drawdown

SPY:

-7.53%

^XCI:

-12.54%

Returns By Period

In the year-to-date period, SPY achieves a -3.30% return, which is significantly higher than ^XCI's -9.28% return. Over the past 10 years, SPY has underperformed ^XCI with an annualized return of 12.33%, while ^XCI has yielded a comparatively higher 21.08% annualized return.


SPY

YTD

-3.30%

1M

13.81%

6M

-4.52%

1Y

10.65%

5Y*

15.81%

10Y*

12.33%

^XCI

YTD

-9.28%

1M

19.38%

6M

-9.53%

1Y

12.24%

5Y*

22.98%

10Y*

21.08%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SPY vs. ^XCI — Risk-Adjusted Performance Rank

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

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
Martin Ratio Rank

^XCI
The Risk-Adjusted Performance Rank of ^XCI is 5757
Overall Rank
The Sharpe Ratio Rank of ^XCI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XCI is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^XCI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^XCI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^XCI is 5555
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.

SPY vs. ^XCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) and ARCA Computer Technology Index (^XCI). 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 current SPY Sharpe Ratio is 0.54, which is higher than the ^XCI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SPY and ^XCI, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.40
SPY
^XCI

Drawdowns

SPY vs. ^XCI - Drawdown Comparison

The maximum SPY drawdown since its inception was -55.19%, smaller than the maximum ^XCI drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for SPY and ^XCI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.53%
-12.54%
SPY
^XCI

Volatility

SPY vs. ^XCI - Volatility Comparison

The current volatility for SPDR S&P 500 ETF (SPY) is 12.36%, while ARCA Computer Technology Index (^XCI) has a volatility of 16.37%. This indicates that SPY experiences smaller price fluctuations and is considered to be less risky than ^XCI 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%December2025FebruaryMarchAprilMay
12.36%
16.37%
SPY
^XCI