BMY vs SPY: returns, Sharpe ratio and drawdown

Over the past year, BMY returned +33.35% against +15.31% for SPY. Over five years, SPY averaged +11.69% a year, compared with +0.42% for BMY. BMY had the higher Sharpe ratio over the past year (1.04 vs 0.83), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -13.63% for BMY.