SPY vs VNO: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +13.70% against -13.98% for VNO. Over five years, SPY averaged +10.77% a year, compared with -5.06% for VNO. SPY had the higher Sharpe ratio over the past year (0.73 vs -0.45), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -37.71% for VNO.