ZEPP vs SPY

Comparison between Zepp Health Corporation (ZEPP, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed ZEPP, delivering a return of +14.1% compared to -28.1%

ZEPP vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ZEPP(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$134M	$735B
Expense Ratio	N/A	0.09%
Max Drawdown	97.39%	56.47%
Sharpe Ratio	1.37	2.00
5Y Beta	1.24	1.00
Industry	Consumer Electronics	N/A
P/E Ratio	-4.48	28.99
Forward P/E	3.12	22.43
5Y Dividends CAGR	N/A	5.43%
5Y EPS CAGR	N/A	26.05%
Debt to Equity	34.19%	32.40%
Free Cash Flow Yield	30.27%	N/A
P/S Ratio	0.48	3.74
P/B Ratio	0.60	5.61

Market Cap / Net Assets

ZEPP

$134M

Winner

SPY

$735B

Expense Ratio

ZEPP

N/A

SPY

0.09%

Max Drawdown

ZEPP

97.39%

Winner

SPY

56.47%

Sharpe Ratio

ZEPP

1.37

Winner

SPY

2.00

5Y Beta

ZEPP

1.24

Winner

SPY

1.00

Industry

ZEPP

Consumer Electronics

SPY

N/A

P/E Ratio

Winner

ZEPP

-4.48

SPY

28.99

Forward P/E

Winner

ZEPP

3.12

SPY

22.43

5Y Dividends CAGR

ZEPP

N/A

SPY

5.43%

5Y EPS CAGR

ZEPP

N/A

SPY

26.05%

Debt to Equity

ZEPP

34.19%

Winner

SPY

32.40%

Free Cash Flow Yield

ZEPP

30.27%

SPY

N/A

P/S Ratio

Winner

ZEPP

0.48

SPY

3.74

P/B Ratio

Winner

ZEPP

0.60

SPY

5.61

ZEPP vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	ZEPP	SPY
1 month	-58.76%	+5.40%
3 months	-61.07%	+10.97%
6 months	-73.83%	+12.09%
1 year	+222.03%	+29.62%
5 years(CAGR)	-28.08%	+14.12%
10 years(CAGR)	-18.94%	+15.55%
Max(CAGR)	-18.94%	+8.59%

ZEPP

-58.76%

Winner

SPY

+5.40%

ZEPP

-61.07%

Winner

SPY

+10.97%

ZEPP

-73.83%

Winner

SPY

+12.09%

Winner

ZEPP

+222.03%

SPY

+29.62%

5Y(CAGR)

ZEPP

-28.08%

Winner

SPY

+14.12%

10Y(CAGR)

ZEPP

-18.94%

Winner

SPY

+15.55%

Max(CAGR)

ZEPP

-18.94%

Winner

SPY

+8.59%

ZEPP vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	ZEPP	SPY
2026	-72.89%	+11.49%
2025	+838.68%	+18.00%
2024	-54.86%	+25.59%
2023	-9.55%	+26.72%
2022	-70.56%	-18.64%
2021	-60.39%	+30.52%
2020	+0.85%	+17.28%
2019	+20.56%	+31.09%
2018	-12.62%	-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%

ZEPP vs SPY Drawdown Comparison

The maximum drawdown for ZEPP was -97.30%, occurring on Aug 5, 2024. 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 ZEPP drawdown is -90.04%.

Rank	ZEPP	SPY
#1	-97.30% Feb 19, 2021 - Aug 5, 2024	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-61.54% Mar 1, 2019 - Feb 19, 2021	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-35.78% Jun 11, 2018 - Feb 15, 2019	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-26.37% Mar 5, 2018 - Jun 7, 2018	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-3.34% Feb 9, 2018 - Mar 5, 2018	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-1.49% Feb 26, 2019 - Mar 1, 2019	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-0.66% Feb 20, 2019 - Feb 22, 2019	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	N/A	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	N/A	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	N/A	-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 ZEPP and SPY is -0.56 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.56

-101

Dividend Comparison (1999 - 2026)

ZEPP vs SPY dividend yield comparison.

Year	ZEPP	SPY
2026	0.00%	0.24%
2025	0.00%	1.07%
2024	0.00%	1.21%
2023	0.00%	1.40%
2022	6.90%	1.65%
2021	0.00%	1.20%
2020	0.00%	1.52%
2019	0.00%	1.75%
2018	0.00%	2.04%
2017	0.00%	1.80%
2016	0.00%	2.03%
2015	0.00%	2.06%
2014	0.00%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	3.02%
2007	0.00%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%