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AGNG vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGNG and SPY is 0.63, 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.


-0.50.00.51.00.6

Performance

AGNG vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Aging Population ETF (AGNG) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%240.00%JulyAugustSeptemberOctoberNovemberDecember
110.53%
227.93%
AGNG
SPY

Key characteristics

Sharpe Ratio

AGNG:

0.87

SPY:

2.21

Sortino Ratio

AGNG:

1.25

SPY:

2.93

Omega Ratio

AGNG:

1.15

SPY:

1.41

Calmar Ratio

AGNG:

1.12

SPY:

3.26

Martin Ratio

AGNG:

3.44

SPY:

14.43

Ulcer Index

AGNG:

2.93%

SPY:

1.90%

Daily Std Dev

AGNG:

11.64%

SPY:

12.41%

Max Drawdown

AGNG:

-30.58%

SPY:

-55.19%

Current Drawdown

AGNG:

-8.83%

SPY:

-2.74%

Returns By Period

In the year-to-date period, AGNG achieves a 6.70% return, which is significantly lower than SPY's 25.54% return.


AGNG

YTD

6.70%

1M

-1.53%

6M

0.51%

1Y

8.92%

5Y*

5.57%

10Y*

N/A

SPY

YTD

25.54%

1M

-0.42%

6M

8.90%

1Y

25.98%

5Y*

14.66%

10Y*

12.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGNG vs. SPY - Expense Ratio Comparison

AGNG has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.


AGNG
Global X Aging Population ETF
Expense ratio chart for AGNG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

AGNG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Aging Population ETF (AGNG) 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.


Sharpe ratio
The chart of Sharpe ratio for AGNG, currently valued at 0.87, compared to the broader market0.002.004.000.872.21
The chart of Sortino ratio for AGNG, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.001.252.93
The chart of Omega ratio for AGNG, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.41
The chart of Calmar ratio for AGNG, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.123.26
The chart of Martin ratio for AGNG, currently valued at 3.44, compared to the broader market0.0020.0040.0060.0080.00100.003.4414.43
AGNG
SPY

The current AGNG Sharpe Ratio is 0.87, which is lower than the SPY Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AGNG and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.87
2.21
AGNG
SPY

Dividends

AGNG vs. SPY - Dividend Comparison

AGNG's dividend yield for the trailing twelve months is around 0.74%, less than SPY's 0.86% yield.


TTM20232022202120202019201820172016201520142013
AGNG
Global X Aging Population ETF
0.74%0.96%0.49%0.72%0.36%0.84%1.00%1.03%1.05%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
0.86%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

AGNG vs. SPY - Drawdown Comparison

The maximum AGNG drawdown since its inception was -30.58%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AGNG and SPY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.83%
-2.74%
AGNG
SPY

Volatility

AGNG vs. SPY - Volatility Comparison

Global X Aging Population ETF (AGNG) and SPDR S&P 500 ETF (SPY) have volatilities of 3.54% and 3.72%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
3.72%
AGNG
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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