Summary
SPY
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 29.62% Volatility 18.91% Sharpe 0.72
Official loaded data — not a live quote.

SPDR S&P 500 ETF Trust

Symbol: SPY

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 22/01/1993

Latest date: 02/06/2026

Current price: $759.57

Expense ratio: 0.09%

Assets under management
$735.1B
0.34% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

5.79%

Ann. -37.44% (Sharpe / Sortino numerator)

Volatility

17.85%

Sharpe ratio

-2.300

VaR 95%

-1.70%

CVaR 95%: -1.76%
Max drawdown: -7.51%
Sortino ratio: -4.153
Calmar ratio: -4.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.97%

Ann. -15.30% (Sharpe / Sortino numerator)

Volatility

14.22%

Sharpe ratio

-1.331

VaR 95%

-1.56%

CVaR 95%: -1.78%
Max drawdown: -9.13%
Sortino ratio: -1.973
Calmar ratio: -1.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.09%

Ann. -3.42% (Sharpe / Sortino numerator)

Volatility

13.45%

Sharpe ratio

-0.524

VaR 95%

-1.53%

CVaR 95%: -1.87%
Max drawdown: -9.13%
Sortino ratio: -0.719
Calmar ratio: -0.37

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.62%

Ann. 17.26% (Sharpe / Sortino numerator)

Volatility

18.91%

Sharpe ratio

0.721

VaR 95%

-1.57%

CVaR 95%: -2.70%
Max drawdown: -9.13%
Sortino ratio: 0.901
Calmar ratio: 1.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

47.01%

Ann. 13.69% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

0.606

VaR 95%

-1.60%

CVaR 95%: -2.41%
Max drawdown: -18.76%
Sortino ratio: 0.762
Calmar ratio: 0.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

83.95%

Ann. 18.49% (Sharpe / Sortino numerator)

Volatility

15.06%

Sharpe ratio

0.987

VaR 95%

-1.43%

CVaR 95%: -2.14%
Max drawdown: -18.76%
Sortino ratio: 1.288
Calmar ratio: 0.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.106%

Best day

2.907%

31/03/2026
Worst day

-2.703%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $757.03 $760.40 $756.75 $759.57 31,410,700
01/06/2026 $755.36 $760.28 $754.69 $758.54 43,634,900
29/05/2026 $755.90 $758.08 $754.69 $756.48 55,075,700
28/05/2026 $750.25 $755.15 $749.23 $754.60 41,562,600
27/05/2026 $750.88 $751.38 $748.22 $750.46 42,106,300
26/05/2026 $750.01 $752.13 $748.37 $750.59 41,123,600
22/05/2026 $746.24 $748.94 $744.48 $745.64 41,762,000
21/05/2026 $738.64 $744.87 $737.03 $742.72 43,332,200
20/05/2026 $735.71 $741.87 $733.89 $741.25 45,768,000
19/05/2026 $734.78 $737.65 $731.53 $733.73 54,255,900