AGO vs. SPY
Compare and contrast key facts about Assured Guaranty Ltd. (AGO) 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: AGO or SPY.
Correlation
The correlation between AGO and SPY is 0.52, 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
AGO vs. SPY - Performance Comparison
Key characteristics
AGO:
0.36
SPY:
0.54
AGO:
0.90
SPY:
0.90
AGO:
1.11
SPY:
1.13
AGO:
0.63
SPY:
0.57
AGO:
2.17
SPY:
2.24
AGO:
6.33%
SPY:
4.82%
AGO:
27.01%
SPY:
20.02%
AGO:
-90.18%
SPY:
-55.19%
AGO:
-6.99%
SPY:
-7.53%
Returns By Period
In the year-to-date period, AGO achieves a -1.35% return, which is significantly higher than SPY's -3.30% return. Over the past 10 years, AGO has outperformed SPY with an annualized return of 14.71%, while SPY has yielded a comparatively lower 12.33% annualized return.
AGO
-1.35%
14.41%
2.97%
9.43%
27.80%
14.71%
SPY
-3.30%
13.81%
-4.52%
10.65%
15.81%
12.33%
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Risk-Adjusted Performance
AGO vs. SPY — Risk-Adjusted Performance Rank
AGO
SPY
AGO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) 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
AGO vs. SPY - Dividend Comparison
AGO's dividend yield for the trailing twelve months is around 1.44%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.44% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.69% | 1.38% | 1.82% | 1.69% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
AGO vs. SPY - Drawdown Comparison
The maximum AGO drawdown since its inception was -90.18%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AGO and SPY. For additional features, visit the drawdowns tool.
Volatility
AGO vs. SPY - Volatility Comparison
The current volatility for Assured Guaranty Ltd. (AGO) is 9.64%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that AGO experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.