AXTA vs SPY: returns, Sharpe ratio and drawdown

Over the past year, AXTA returned +17.21% against +13.70% for SPY. Over five years, SPY averaged +10.77% a year, compared with +1.41% for AXTA. SPY had the higher Sharpe ratio over the past year (0.73 vs 0.52), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -28.48% for AXTA.