ASTS vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +13.70% against -50.90% for ASTS. Over five years, ASTS averaged +29.66% a year, compared with +10.77% for SPY. SPY had the higher Sharpe ratio over the past year (0.73 vs -0.16), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -69.45% for ASTS.