SPY vs TECH: returns, Sharpe ratio and drawdown

Over the past year, TECH returned +20.95% against +15.31% for SPY. Over five years, SPY averaged +11.69% a year, compared with -10.29% for TECH. SPY had the higher Sharpe ratio over the past year (0.83 vs 0.55), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -39.33% for TECH.