S vs SPY

Comparison between SentinelOne Inc - Class A (S, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed S, delivering a return of +13.8% compared to -16.1%

S vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	S(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$5.31B	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	84.35%	56.47%
Sharpe Ratio	-0.12	1.60
5Y Beta	1.40	1.00
Industry	Software - Infrastructure	N/A
P/E Ratio	-11.76	28.81
Forward P/E	48.78	22.07
PEG Ratio	-0.25	N/A
5Y Dividends CAGR	N/A	5.43%
5Y EPS CAGR	N/A	25.84%
Debt to Equity	0.00%	34.16%
Free Cash Flow Yield	1.43%	N/A
P/S Ratio	5.62	3.69
P/B Ratio	3.93	5.54

Market Cap / Net Assets

$5.31B

Winner

SPY

$735B

Expense Ratio

N/A

SPY

0.09%

Max Drawdown

84.35%

Winner

SPY

56.47%

Sharpe Ratio

-0.12

Winner

SPY

1.60

5Y Beta

1.40

Winner

SPY

1.00

Industry

Software - Infrastructure

SPY

N/A

P/E Ratio

Winner

-11.76

SPY

28.81

Forward P/E

48.78

Winner

SPY

22.07

PEG Ratio

-0.25

SPY

N/A

5Y Dividends CAGR

N/A

SPY

5.43%

5Y EPS CAGR

N/A

SPY

25.84%

Debt to Equity

Winner

0.00%

SPY

34.16%

Free Cash Flow Yield

1.43%

SPY

N/A

P/S Ratio

5.62

Winner

SPY

3.69

P/B Ratio

Winner

3.93

SPY

5.54

S vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	S	SPY
1 month	+25.49%	+4.59%
3 months	+38.55%	+7.81%
6 months	+15.49%	+14.24%
1 year	-10.55%	+26.47%
5 years(CAGR)	-16.15%	+13.84%
10 years(CAGR)	N/A	+15.57%
Max(CAGR)	-16.15%	+8.50%

Winner

+25.49%

SPY

+4.59%

Winner

+38.55%

SPY

+7.81%

Winner

+15.49%

SPY

+14.24%

-10.55%

Winner

SPY

+26.47%

5Y(CAGR)

-16.15%

Winner

SPY

+13.84%

10Y(CAGR)

N/A

SPY

+15.57%

Max(CAGR)

-16.15%

Winner

SPY

+8.50%

S vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	S	SPY
2026	+22.75%	+8.80%
2025	-33.54%	+18.00%
2024	-14.19%	+25.59%
2023	+88.33%	+26.72%
2022	-69.36%	-18.64%
2021	+18.80%	+30.52%
2020	N/A	+17.28%
2019	N/A	+31.09%
2018	N/A	-5.24%
2017	N/A	+20.78%
2016	N/A	+13.59%
2015	N/A	+1.31%
2014	N/A	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-36.25%
2007	N/A	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

S vs SPY Drawdown Comparison

The maximum drawdown for S was -84.35%, occurring on Apr 10, 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 S drawdown is -76.45%. The current SPY drawdown is -0.92%.

Rank	S	SPY
#1	-84.35% Nov 12, 2021 - Apr 10, 2026	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-29.42% Sep 16, 2021 - Nov 9, 2021	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-15.71% Jul 7, 2021 - Aug 2, 2021	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-14.10% Sep 7, 2021 - Sep 16, 2021	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-11.16% Aug 5, 2021 - Aug 23, 2021	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-5.79% Jun 30, 2021 - Jul 2, 2021	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-5.54% Nov 9, 2021 - Nov 12, 2021	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-3.69% Sep 1, 2021 - Sep 3, 2021	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-3.68% Aug 2, 2021 - Aug 5, 2021	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-1.93% Aug 30, 2021 - Sep 1, 2021	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	N/A	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	N/A	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	N/A	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	N/A	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	N/A	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between S and SPY is -0.37 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.37

-101