Correlation
The correlation between ADV and SPY is 0.31, 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.
ADV vs. SPY
Compare and contrast key facts about Advantage Solutions Inc. (ADV) 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: ADV or SPY.
Performance
ADV vs. SPY - Performance Comparison
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Key characteristics
ADV:
-0.93
SPY:
0.70
ADV:
-1.62
SPY:
1.02
ADV:
0.81
SPY:
1.15
ADV:
-0.72
SPY:
0.68
ADV:
-1.77
SPY:
2.57
ADV:
37.56%
SPY:
4.93%
ADV:
70.79%
SPY:
20.42%
ADV:
-91.95%
SPY:
-55.19%
ADV:
-91.21%
SPY:
-3.55%
Returns By Period
In the year-to-date period, ADV achieves a -59.25% return, which is significantly lower than SPY's 0.87% return.
ADV
-59.25%
-13.77%
-66.57%
-65.41%
-34.83%
-35.64%
N/A
SPY
0.87%
3.99%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
ADV vs. SPY — Risk-Adjusted Performance Rank
ADV
SPY
ADV vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Advantage Solutions Inc. (ADV) 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
ADV vs. SPY - Dividend Comparison
ADV has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.22%.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ADV Advantage Solutions Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ADV vs. SPY - Drawdown Comparison
The maximum ADV drawdown since its inception was -91.95%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ADV and SPY.
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Volatility
ADV vs. SPY - Volatility Comparison
Advantage Solutions Inc. (ADV) has a higher volatility of 32.96% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that ADV'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.
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