According to Charlie Bilello, he highlighted the worst-performing S&P 500 stocks year-to-date on Dec 1, 2025, drawing attention to large-cap laggards that often see concentrated flows into year-end. source: Charlie Bilello on X, Dec 1, 2025. Traders use such laggard lists to target December tax-loss selling pressure and plan January effect mean-reversion setups in those tickers. source: CFA Institute Research Foundation, Tax-Loss Harvesting; Haug and Hirschey, 2006, The January Effect. For execution, monitor closing auction volume spikes, short-interest updates, and options implied-volatility skew on the named symbols to time entries and manage gap risk. source: Cboe Options Education on skew and hedging; FINRA short interest data. Sector-led drawdowns can spill over into digital-asset risk sentiment, with BTC and ETH correlations to U.S. equities tending to rise during broad risk-off episodes. source: Kaiko Research, 2022–2024 BTC–equities correlation studies. Review Bilello’s underlying list before acting, as ticker-specific catalysts and liquidity conditions drive risk-adjusted expectancy. source: Charlie Bilello on X, Dec 1, 2025.

According to Charlie Bilello, a new post highlights the worst-performing S&P 500 stocks year-to-date, with the full list available in his newsletter for tickers and drawdowns (source: Charlie Bilello on X, Nov 9, 2025; bilello.blog/newsletter). For trading, worst-performer screens are commonly used to target short-term momentum shorts and mean-reversion rebounds, as documented in equity markets research (source: Jegadeesh and Titman, Journal of Finance 1993; De Bondt and Thaler, Journal of Finance 1985). Because equity stress has increasingly moved in tandem with crypto, concentrated stock drawdowns can tighten risk appetite and spill over to BTC and ETH, warranting close monitoring of cross-asset signals (source: IMF Blog, Crypto Prices Move More in Sync with Stocks, Jan 2022; IMF Global Financial Stability analysis).

According to @StockMKTNewz, the worst performing S&P 500 stocks so far in 2025 are TTD -55.3%, LULU -54.9%, DECK -50.7%, IT -50.6%, KMX -47.4%, DOW -46.1%, CNC -41.2%, FI -39.6%, FDS -39.5%, LYB -38.6%, EPAM -38.0%, and STX -36.1% (Source: @StockMKTNewz). The cohort’s average decline is 44.8%, with a median of 43.7% and a range from 36.1% to 55.3% among these laggards, underscoring broad underperformance within this subset (Source: @StockMKTNewz; calculations based on the cited figures). For cross-asset monitoring, crypto traders can use this equity laggard list as a risk-sentiment input when evaluating BTC and ETH exposures, referencing the breadth and depth of drawdowns reported here (Source: @StockMKTNewz).

According to @charliebilello, the latest update highlights the worst performing stocks in the S&P 500 this year, signaling which equity names have led YTD underperformance in the index. Source: Charlie Bilello X post Sep 21 2025. With Bitcoin and US equities showing increased co-movement since 2020, periods of stock market weakness have historically coincided with pressure in BTC and ETH, making equity laggards relevant for cross-asset risk monitoring. Source: International Monetary Fund 2022 report Crypto Prices Move More in Sync with Stocks.