KOSS vs SPY: Correlation
How closely do Koss Corporation (KOSS) and SPDR S&P 500 ETF Trust (SPY) trade together? Their weekly returns over three years give a correlation of 0.18, which is weak.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are KOSS and SPY?
Over the past 3 years, KOSS and SPY moved with a correlation of 0.18, which is weak. The past 12 months show a tighter link (0.52) than the 3-year average (0.18). Over 5 years the correlation is 0.24, and the annualized covariance of weekly returns is 342.8 %².
SPY is close to the least connected end of KOSS's tracked universe, ranking #8 of 12. The last year tells two different stories: SPY led by 67.2 percentage points, -46.6% for KOSS against +20.6% for SPY. Risk is not evenly split, since KOSS carries 9.0 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
KOSS vs SPY: side by side
| KOSS (Koss Corporation) | SPY (SPDR S&P 500 ETF Trust) | |
|---|---|---|
| 1-year return | -46.6% | +20.6% |
| 5-year return | -81.0% | +82.4% |
| Volatility (ann.) | 129.9% | 14.5% |
| Beta vs S&P 500 | 1.64 | 1.00 |
| Max drawdown (3Y) | -74.4% | -18.8% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 1.01% |
| Expense ratio | – | 0.09% |
| Assets under management | – | $795.3B |
| Sector / category | US Listed | ETF · US Large Cap |
SPY is a Large Blend fund from State Street Investment Management: $795.3B under management, 504 holdings, a 0.09% expense ratio, a 1.01% trailing dividend yield.
Year-by-year returns
| Year | KOSS | SPY |
|---|---|---|
| 2022 | -53.7% | -18.2% |
| 2023 | -32.3% | +26.2% |
| 2024 | +120.3% | +24.9% |
| 2025 | -43.9% | +17.7% |
| 2026 | -17.4% | +13.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are KOSS and SPY good diversifiers for each other?
By historical standards, yes. A correlation of 0.18 means the two rarely move for the same reasons.
FAQ
What is the correlation between KOSS and SPY?
As of 2026-08-27, the correlation of weekly returns between KOSS and SPY is 0.18 over 3 years, 0.52 over 1 year and 0.24 over 5 years.
Is SPY a good diversifier for KOSS?
By historical standards, yes. A correlation of 0.18 means the two rarely move for the same reasons.
What does a correlation of 0.18 mean?
On the −1 to +1 scale, 0.18 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
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Related comparisons
Hubs: KOSS correlations · SPY correlations
