AEE vs. SPY
Compare and contrast key facts about Ameren Corporation (AEE) 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: AEE or SPY.
Performance
AEE vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, AEE achieves a 31.09% return, which is significantly higher than SPY's 24.91% return. Over the past 10 years, AEE has underperformed SPY with an annualized return of 11.40%, while SPY has yielded a comparatively higher 13.04% annualized return.
AEE
31.09%
3.95%
26.30%
23.96%
7.16%
11.40%
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| AEE | SPY | |
|---|---|---|
| Sharpe Ratio | 1.25 | 2.67 |
| Sortino Ratio | 1.75 | 3.56 |
| Omega Ratio | 1.24 | 1.50 |
| Calmar Ratio | 0.89 | 3.85 |
| Martin Ratio | 2.86 | 17.38 |
| Ulcer Index | 8.58% | 1.86% |
| Daily Std Dev | 19.59% | 12.17% |
| Max Drawdown | -60.57% | -55.19% |
| Current Drawdown | 0.00% | -1.77% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between AEE 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.
Risk-Adjusted Performance
AEE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ameren Corporation (AEE) 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
AEE vs. SPY - Dividend Comparison
AEE's dividend yield for the trailing twelve months is around 2.86%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 2.86% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% | 4.42% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
AEE vs. SPY - Drawdown Comparison
The maximum AEE drawdown since its inception was -60.57%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AEE and SPY. For additional features, visit the drawdowns tool.
Volatility
AEE vs. SPY - Volatility Comparison
Ameren Corporation (AEE) has a higher volatility of 7.22% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that AEE'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.