JBHT vs SPY: returns, Sharpe ratio and drawdown

Over the past year, JBHT returned +60.16% against +15.31% for SPY. Over five years, SPY averaged +11.69% a year, compared with +3.70% for JBHT. JBHT had the higher Sharpe ratio over the past year (1.26 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 -25.39% for JBHT.