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

Correlation

The correlation between AIZ and SPY is 0.53, 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

AIZ vs. SPY - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2025FebruaryMarchAprilMay
1,043.36%
643.60%
AIZ
SPY

Key characteristics

Sharpe Ratio

AIZ:

0.50

SPY:

0.54

Sortino Ratio

AIZ:

0.73

SPY:

0.90

Omega Ratio

AIZ:

1.09

SPY:

1.13

Calmar Ratio

AIZ:

0.46

SPY:

0.57

Martin Ratio

AIZ:

1.33

SPY:

2.24

Ulcer Index

AIZ:

7.25%

SPY:

4.82%

Daily Std Dev

AIZ:

24.26%

SPY:

20.02%

Max Drawdown

AIZ:

-81.62%

SPY:

-55.19%

Current Drawdown

AIZ:

-14.16%

SPY:

-7.53%

Returns By Period

In the year-to-date period, AIZ achieves a -8.27% return, which is significantly lower than SPY's -3.30% return. Over the past 10 years, AIZ has outperformed SPY with an annualized return of 13.94%, while SPY has yielded a comparatively lower 12.33% annualized return.


AIZ

YTD

-8.27%

1M

8.42%

6M

-4.64%

1Y

12.07%

5Y*

16.72%

10Y*

13.94%

SPY

YTD

-3.30%

1M

13.81%

6M

-4.52%

1Y

10.65%

5Y*

15.81%

10Y*

12.33%

*Annualized

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Risk-Adjusted Performance

AIZ vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIZ
The Risk-Adjusted Performance Rank of AIZ is 6666
Overall Rank
The Sharpe Ratio Rank of AIZ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AIZ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of AIZ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AIZ is 7272
Calmar Ratio Rank
The Martin Ratio Rank of AIZ is 6969
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIZ vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Assurant, Inc. (AIZ) 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.


The current AIZ Sharpe Ratio is 0.50, which is comparable to the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AIZ 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.50
0.54
AIZ
SPY

Dividends

AIZ vs. SPY - Dividend Comparison

AIZ's dividend yield for the trailing twelve months is around 1.56%, more than SPY's 1.27% yield.


TTM20242023202220212020201920182017201620152014
AIZ
Assurant, Inc.
1.56%1.39%1.67%2.19%1.71%1.87%1.85%2.55%2.13%2.19%1.70%1.55%
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

AIZ vs. SPY - Drawdown Comparison

The maximum AIZ drawdown since its inception was -81.62%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AIZ and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.16%
-7.53%
AIZ
SPY

Volatility

AIZ vs. SPY - Volatility Comparison

The current volatility for Assurant, Inc. (AIZ) is 9.98%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that AIZ 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
9.98%
12.36%
AIZ
SPY