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

Correlation

The correlation between ALLY and SPY is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ALLY vs. SPY - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
60.70%
274.28%
ALLY
SPY

Key characteristics

Sharpe Ratio

ALLY:

-0.39

SPY:

0.51

Sortino Ratio

ALLY:

-0.29

SPY:

0.86

Omega Ratio

ALLY:

0.96

SPY:

1.13

Calmar Ratio

ALLY:

-0.37

SPY:

0.55

Martin Ratio

ALLY:

-0.92

SPY:

2.26

Ulcer Index

ALLY:

15.85%

SPY:

4.55%

Daily Std Dev

ALLY:

37.41%

SPY:

20.08%

Max Drawdown

ALLY:

-66.24%

SPY:

-55.19%

Current Drawdown

ALLY:

-33.50%

SPY:

-9.89%

Returns By Period

In the year-to-date period, ALLY achieves a -7.89% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, ALLY has underperformed SPY with an annualized return of 6.99%, while SPY has yielded a comparatively higher 11.99% annualized return.


ALLY

YTD

-7.89%

1M

-10.49%

6M

-2.80%

1Y

-13.28%

5Y*

22.08%

10Y*

6.99%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

ALLY vs. SPY — Risk-Adjusted Performance Rank

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

ALLY
The Risk-Adjusted Performance Rank of ALLY is 2929
Overall Rank
The Sharpe Ratio Rank of ALLY is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ALLY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ALLY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ALLY is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ALLY is 3131
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

ALLY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ally Financial Inc. (ALLY) 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 chart of Sharpe ratio for ALLY, currently valued at -0.39, compared to the broader market-2.00-1.000.001.002.003.00
ALLY: -0.39
SPY: 0.51
The chart of Sortino ratio for ALLY, currently valued at -0.29, compared to the broader market-6.00-4.00-2.000.002.004.00
ALLY: -0.29
SPY: 0.86
The chart of Omega ratio for ALLY, currently valued at 0.96, compared to the broader market0.501.001.502.00
ALLY: 0.96
SPY: 1.13
The chart of Calmar ratio for ALLY, currently valued at -0.37, compared to the broader market0.001.002.003.004.005.00
ALLY: -0.37
SPY: 0.55
The chart of Martin ratio for ALLY, currently valued at -0.92, compared to the broader market-5.000.005.0010.0015.0020.00
ALLY: -0.92
SPY: 2.26

The current ALLY Sharpe Ratio is -0.39, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ALLY 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.39
0.51
ALLY
SPY

Dividends

ALLY vs. SPY - Dividend Comparison

ALLY's dividend yield for the trailing twelve months is around 3.65%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
ALLY
Ally Financial Inc.
3.65%3.33%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ALLY vs. SPY - Drawdown Comparison

The maximum ALLY drawdown since its inception was -66.24%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ALLY and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.50%
-9.89%
ALLY
SPY

Volatility

ALLY vs. SPY - Volatility Comparison

Ally Financial Inc. (ALLY) has a higher volatility of 19.08% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that ALLY'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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.08%
15.12%
ALLY
SPY