ACM vs. SPY
Compare and contrast key facts about AECOM (ACM) 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: ACM or SPY.
Correlation
The correlation between ACM and SPY is 0.62, 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
ACM vs. SPY - Performance Comparison
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Key characteristics
ACM:
0.91
SPY:
0.69
ACM:
1.38
SPY:
1.17
ACM:
1.16
SPY:
1.18
ACM:
0.83
SPY:
0.80
ACM:
2.17
SPY:
3.08
ACM:
9.60%
SPY:
4.88%
ACM:
25.74%
SPY:
20.26%
ACM:
-59.97%
SPY:
-55.19%
ACM:
-6.01%
SPY:
-2.76%
Returns By Period
In the year-to-date period, ACM achieves a 2.92% return, which is significantly higher than SPY's 1.69% return. Both investments have delivered pretty close results over the past 10 years, with ACM having a 13.03% annualized return and SPY not far behind at 12.75%.
ACM
2.92%
15.91%
2.82%
23.25%
27.31%
13.03%
SPY
1.69%
12.88%
2.09%
13.66%
17.03%
12.75%
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Risk-Adjusted Performance
ACM vs. SPY — Risk-Adjusted Performance Rank
ACM
SPY
ACM vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AECOM (ACM) 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.
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Dividends
ACM vs. SPY - Dividend Comparison
ACM's dividend yield for the trailing twelve months is around 0.88%, less than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACM AECOM | 0.88% | 0.82% | 0.78% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ACM vs. SPY - Drawdown Comparison
The maximum ACM drawdown since its inception was -59.97%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ACM and SPY. For additional features, visit the drawdowns tool.
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Volatility
ACM vs. SPY - Volatility Comparison
AECOM (ACM) and SPDR S&P 500 ETF (SPY) have volatilities of 5.54% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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