RGA vs SPY: returns, Sharpe ratio and drawdown

Over the past year, RGA returned +41.56% against +13.70% for SPY. Over five years, RGA averaged +17.83% a year, compared with +10.77% for SPY. RGA had the higher Sharpe ratio over the past year (1.48 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -13.42% for RGA.