SPY vs UAL: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against +6.02% for UAL. Over five years, UAL averaged +17.54% a year, compared with +11.69% for SPY. SPY had the higher Sharpe ratio over the past year (0.83 vs 0.27), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -27.50% for UAL.