AMCR vs. SPY
Compare and contrast key facts about Amcor plc (AMCR) 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: AMCR or SPY.
Performance
AMCR vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, AMCR achieves a 14.17% return, which is significantly lower than SPY's 26.08% return.
AMCR
14.17%
-3.54%
8.51%
18.60%
5.65%
N/A
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| AMCR | SPY | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.70 |
| Sortino Ratio | 1.37 | 3.60 |
| Omega Ratio | 1.18 | 1.50 |
| Calmar Ratio | 0.65 | 3.90 |
| Martin Ratio | 4.26 | 17.52 |
| Ulcer Index | 4.48% | 1.87% |
| Daily Std Dev | 22.43% | 12.14% |
| Max Drawdown | -47.21% | -55.19% |
| Current Drawdown | -12.50% | -0.85% |
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Correlation
The correlation between AMCR and SPY is 0.55, 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.
Risk-Adjusted Performance
AMCR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amcor plc (AMCR) 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
AMCR vs. SPY - Dividend Comparison
AMCR's dividend yield for the trailing twelve months is around 4.80%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMCR Amcor plc | 4.80% | 5.12% | 4.06% | 3.95% | 3.93% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
AMCR vs. SPY - Drawdown Comparison
The maximum AMCR drawdown since its inception was -47.21%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMCR and SPY. For additional features, visit the drawdowns tool.
Volatility
AMCR vs. SPY - Volatility Comparison
Amcor plc (AMCR) has a higher volatility of 10.64% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that AMCR'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.