2FE.DE vs. SPY
Compare and contrast key facts about Ferrari NV (2FE.DE) 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: 2FE.DE or SPY.
Correlation
The correlation between 2FE.DE and SPY is 0.39, 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
2FE.DE vs. SPY - Performance Comparison
Key characteristics
2FE.DE:
1.54
SPY:
2.17
2FE.DE:
2.22
SPY:
2.88
2FE.DE:
1.29
SPY:
1.41
2FE.DE:
3.25
SPY:
3.19
2FE.DE:
7.80
SPY:
14.10
2FE.DE:
4.64%
SPY:
1.90%
2FE.DE:
23.43%
SPY:
12.39%
2FE.DE:
-45.91%
SPY:
-55.19%
2FE.DE:
-8.91%
SPY:
-3.19%
Returns By Period
In the year-to-date period, 2FE.DE achieves a 34.96% return, which is significantly higher than SPY's 24.97% return.
2FE.DE
34.96%
1.93%
6.65%
35.04%
22.74%
N/A
SPY
24.97%
-0.32%
8.25%
26.85%
14.57%
12.92%
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Risk-Adjusted Performance
2FE.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (2FE.DE) 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
2FE.DE vs. SPY - Dividend Comparison
2FE.DE's dividend yield for the trailing twelve months is around 0.59%, less than SPY's 0.87% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Ferrari NV | 0.59% | 0.59% | 0.67% | 0.38% | 0.59% | 0.69% | 0.82% | 0.72% | 0.82% | 0.00% | 0.00% | 0.00% |
SPDR S&P 500 ETF | 0.87% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
2FE.DE vs. SPY - Drawdown Comparison
The maximum 2FE.DE drawdown since its inception was -45.91%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for 2FE.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
2FE.DE vs. SPY - Volatility Comparison
Ferrari NV (2FE.DE) has a higher volatility of 5.50% compared to SPDR S&P 500 ETF (SPY) at 3.59%. This indicates that 2FE.DE'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.