^SP500TR vs. BA
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and The Boeing Company (BA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or BA.
Key characteristics
| ^SP500TR | BA | |
|---|---|---|
| YTD Return | 19.30% | -40.68% |
| 1Y Return | 28.44% | -25.70% |
| 3Y Return (Ann) | 9.72% | -10.22% |
| 5Y Return (Ann) | 15.27% | -16.48% |
| 10Y Return (Ann) | 12.93% | 3.30% |
| Sharpe Ratio | 2.11 | -0.79 |
| Daily Std Dev | 12.72% | 33.01% |
| Max Drawdown | -55.25% | -77.92% |
| Current Drawdown | -0.35% | -64.07% |
Correlation
The correlation between ^SP500TR and BA is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^SP500TR vs. BA - Performance Comparison
In the year-to-date period, ^SP500TR achieves a 19.30% return, which is significantly higher than BA's -40.68% return. Over the past 10 years, ^SP500TR has outperformed BA with an annualized return of 12.93%, while BA has yielded a comparatively lower 3.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^SP500TR vs. BA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and The Boeing Company (BA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^SP500TR vs. BA - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, smaller than the maximum BA drawdown of -77.92%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and BA. For additional features, visit the drawdowns tool.
Volatility
^SP500TR vs. BA - Volatility Comparison
The current volatility for S&P 500 Total Return (^SP500TR) is 4.09%, while The Boeing Company (BA) has a volatility of 11.24%. This indicates that ^SP500TR experiences smaller price fluctuations and is considered to be less risky than BA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.