INTC vs SPY: returns, Sharpe ratio and drawdown

Over the past year, INTC returned +183.28% against +15.31% for SPY. Over five years, INTC averaged +14.52% a year, compared with +11.69% for SPY. INTC had the higher Sharpe ratio over the past year (1.69 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 -41.90% for INTC.