0P4F.L vs. SPY
Compare and contrast key facts about Ford Motor Company (0P4F.L) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0P4F.L or SPY.
Key characteristics
0P4F.L | SPY | |
---|---|---|
YTD Return | -7.00% | 18.90% |
1Y Return | -1.39% | 28.61% |
3Y Return (Ann) | -2.24% | 9.28% |
5Y Return (Ann) | 7.49% | 15.79% |
10Y Return (Ann) | -0.76% | 12.86% |
Sharpe Ratio | -0.07 | 2.38 |
Daily Std Dev | 34.84% | 12.36% |
Max Drawdown | -90.44% | -55.19% |
Current Drawdown | -51.57% | -0.58% |
Correlation
The correlation between 0P4F.L and SPY is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
0P4F.L vs. SPY - Performance Comparison
In the year-to-date period, 0P4F.L achieves a -7.00% return, which is significantly lower than SPY's 18.90% return. Over the past 10 years, 0P4F.L has underperformed SPY with an annualized return of -0.76%, while SPY has yielded a comparatively higher 12.86% 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
0P4F.L vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (0P4F.L) and SPDR S&P 500 ETF (SPY). 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.
Dividends
0P4F.L vs. SPY - Dividend Comparison
0P4F.L's dividend yield for the trailing twelve months is around 5.42%, more than SPY's 1.22% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
0P4F.L Ford Motor Company | 5.42% | 4.86% | 4.37% | 0.49% | 1.69% | 6.47% | 7.80% | 5.00% | 5.37% | 4.21% | 3.26% | 2.56% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
0P4F.L vs. SPY - Drawdown Comparison
The maximum 0P4F.L drawdown since its inception was -90.44%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for 0P4F.L and SPY. For additional features, visit the drawdowns tool.
Volatility
0P4F.L vs. SPY - Volatility Comparison
Ford Motor Company (0P4F.L) has a higher volatility of 11.31% compared to SPDR S&P 500 ETF (SPY) at 5.80%. This indicates that 0P4F.L's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.