A vs. ^SP500TR
Compare and contrast key facts about Agilent Technologies, Inc. (A) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: A or ^SP500TR.
Correlation
The correlation between A and ^SP500TR is 0.65, 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
A vs. ^SP500TR - Performance Comparison
Key characteristics
A:
0.69
^SP500TR:
2.20
A:
1.10
^SP500TR:
2.91
A:
1.14
^SP500TR:
1.40
A:
0.62
^SP500TR:
3.35
A:
1.81
^SP500TR:
13.95
A:
9.83%
^SP500TR:
2.03%
A:
25.72%
^SP500TR:
12.85%
A:
-93.18%
^SP500TR:
-55.25%
A:
-12.90%
^SP500TR:
-0.53%
Returns By Period
In the year-to-date period, A achieves a 13.57% return, which is significantly higher than ^SP500TR's 2.91% return. Over the past 10 years, A has outperformed ^SP500TR with an annualized return of 15.67%, while ^SP500TR has yielded a comparatively lower 13.50% annualized return.
A
13.57%
13.64%
17.18%
15.90%
12.18%
15.67%
^SP500TR
2.91%
2.09%
9.61%
26.43%
14.56%
13.50%
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Risk-Adjusted Performance
A vs. ^SP500TR — Risk-Adjusted Performance Rank
A
^SP500TR
A vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Agilent Technologies, Inc. (A) and S&P 500 Total Return (^SP500TR). 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
A vs. ^SP500TR - Drawdown Comparison
The maximum A drawdown since its inception was -93.18%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for A and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
A vs. ^SP500TR - Volatility Comparison
Agilent Technologies, Inc. (A) has a higher volatility of 6.33% compared to S&P 500 Total Return (^SP500TR) at 5.14%. This indicates that A's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.