NXPI vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against +4.36% for NXPI. Over five years, SPY averaged +11.69% a year, compared with +4.02% for NXPI. SPY had the higher Sharpe ratio over the past year (0.83 vs 0.24), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -34.17% for NXPI.