ALAR vs. SPY
Compare and contrast key facts about Alarum Technologies Ltd. (ALAR) 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: ALAR or SPY.
Performance
ALAR vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, ALAR achieves a 83.89% return, which is significantly higher than SPY's 24.40% return.
ALAR
83.89%
-24.46%
-43.75%
210.22%
-25.31%
N/A
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| ALAR | SPY | |
|---|---|---|
| Sharpe Ratio | 1.73 | 2.64 |
| Sortino Ratio | 2.56 | 3.53 |
| Omega Ratio | 1.30 | 1.49 |
| Calmar Ratio | 2.17 | 3.81 |
| Martin Ratio | 5.45 | 17.21 |
| Ulcer Index | 39.70% | 1.86% |
| Daily Std Dev | 124.96% | 12.15% |
| Max Drawdown | -99.94% | -55.19% |
| Current Drawdown | -99.44% | -2.17% |
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 ALAR and SPY is 0.20, 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
ALAR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alarum Technologies Ltd. (ALAR) 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
ALAR vs. SPY - Dividend Comparison
ALAR has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALAR Alarum Technologies Ltd. | 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 | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ALAR vs. SPY - Drawdown Comparison
The maximum ALAR drawdown since its inception was -99.94%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ALAR and SPY. For additional features, visit the drawdowns tool.
Volatility
ALAR vs. SPY - Volatility Comparison
Alarum Technologies Ltd. (ALAR) has a higher volatility of 32.32% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that ALAR'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.