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EPAM vs SPY

Comparison between EPAM Systems Inc (EPAM, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed EPAM, delivering a return of +13.1% compared to -30.8%

EPAM vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
EPAM
$4.53B
Winner
SPY
$784B
Expense Ratio
EPAM
N/A
SPY
0.09%
Max Drawdown
EPAM
89.40%
Winner
SPY
56.47%
Sharpe Ratio
EPAM
-1.39
Winner
SPY
1.38
5Y Beta
EPAM
1.03
Winner
SPY
1.00
Industry
EPAM
Information Technology Services
SPY
N/A
P/E Ratio
Winner
EPAM
12.12
SPY
28.84
Forward P/E
Winner
EPAM
6.83
SPY
21.45
PEG Ratio
EPAM
0.46
SPY
N/A
5Y Dividends CAGR
EPAM
N/A
SPY
6.00%
5Y EPS CAGR
EPAM
2.57%
Winner
SPY
25.26%
Debt to Equity
Winner
EPAM
4.81%
SPY
31.47%
Free Cash Flow Yield
EPAM
11.99%
SPY
N/A
P/S Ratio
Winner
EPAM
0.81
SPY
3.85
P/B Ratio
Winner
EPAM
1.36
SPY
5.70

EPAM vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
EPAM
-9.91%
Winner
SPY
+4.33%
3M
EPAM
-31.56%
Winner
SPY
+11.39%
6M
EPAM
-60.45%
Winner
SPY
+9.35%
1Y
EPAM
-52.84%
Winner
SPY
+21.97%
5Y(CAGR)
EPAM
-30.78%
Winner
SPY
+13.15%
10Y(CAGR)
EPAM
+2.43%
Winner
SPY
+15.32%
Max(CAGR)
Winner
EPAM
+13.22%
SPY
+8.54%

EPAM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEPAMSPY
2026-58.19%+11.10%
2025-10.60%+18.00%
2024-19.71%+25.59%
2023-10.28%+26.72%
2022-48.97%-18.64%
2021+92.05%+30.52%
2020+65.67%+17.28%
2019+85.58%+31.09%
2018+7.02%-5.24%
2017+68.76%+20.78%
2016-14.40%+13.59%
2015+69.18%+1.31%
2014+37.29%+14.56%
2013+84.09%+29.00%
2012+29.29%+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

EPAM vs SPY Drawdown Comparison

The maximum drawdown for EPAM was -89.40%, occurring on Jun 22, 2026. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current EPAM drawdown is -88.32%. The current SPY drawdown is -0.35%.

RankEPAMSPY
#1-89.40%
Nov 8, 2021 - Jun 22, 2026		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-39.27%
Apr 12, 2012 - Mar 6, 2013		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-33.28%
Feb 19, 2020 - Jun 17, 2020		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-32.29%
Feb 18, 2014 - Jun 6, 2014		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-30.91%
Dec 8, 2015 - May 22, 2017		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-26.19%
Aug 30, 2018 - Feb 1, 2019		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-18.35%
Jun 9, 2014 - Oct 27, 2014		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-16.54%
Oct 14, 2013 - Jan 21, 2014		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-15.35%
Jul 26, 2019 - Nov 13, 2019		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-15.28%
Feb 12, 2021 - Apr 5, 2021		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-12.59%
Dec 9, 2014 - Feb 12, 2015		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-12.33%
Sep 3, 2021 - Oct 22, 2021		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-11.89%
Jan 26, 2018 - Mar 9, 2018		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-11.87%
Oct 16, 2020 - Dec 22, 2020		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-11.84%
Oct 9, 2015 - Dec 7, 2015		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between EPAM and SPY is 0.50 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.50
-101

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