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

Correlation

The correlation between AMKBY and SPY is 0.26, 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.


Performance

AMKBY vs. SPY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AMKBY:

0.55

SPY:

0.69

Sortino Ratio

AMKBY:

1.18

SPY:

1.17

Omega Ratio

AMKBY:

1.15

SPY:

1.18

Calmar Ratio

AMKBY:

0.79

SPY:

0.80

Martin Ratio

AMKBY:

2.07

SPY:

3.08

Ulcer Index

AMKBY:

14.62%

SPY:

4.88%

Daily Std Dev

AMKBY:

44.91%

SPY:

20.26%

Max Drawdown

AMKBY:

-62.69%

SPY:

-55.19%

Current Drawdown

AMKBY:

-8.12%

SPY:

-2.76%

Returns By Period

In the year-to-date period, AMKBY achieves a 26.95% return, which is significantly higher than SPY's 1.69% return. Over the past 10 years, AMKBY has underperformed SPY with an annualized return of 8.80%, while SPY has yielded a comparatively higher 12.77% annualized return.


AMKBY

YTD

26.95%

1M

17.90%

6M

25.58%

1Y

24.27%

5Y*

31.41%

10Y*

8.80%

SPY

YTD

1.69%

1M

13.04%

6M

2.09%

1Y

13.82%

5Y*

17.47%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

AMKBY vs. SPY — Risk-Adjusted Performance Rank

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

AMKBY
The Risk-Adjusted Performance Rank of AMKBY is 7272
Overall Rank
The Sharpe Ratio Rank of AMKBY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of AMKBY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AMKBY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of AMKBY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AMKBY is 7373
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7171
Overall Rank
The Sharpe Ratio Rank of SPY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7272
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.

AMKBY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AP Moeller-Maersk AS (AMKBY) 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 AMKBY Sharpe Ratio is 0.55, which is comparable to the SPY Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of AMKBY 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.


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Dividends

AMKBY vs. SPY - Dividend Comparison

AMKBY's dividend yield for the trailing twelve months is around 11.65%, more than SPY's 1.21% yield.


TTM20242023202220212020201920182017201620152014
AMKBY
AP Moeller-Maersk AS
11.65%8.59%34.37%17.16%1.48%0.98%12.57%1.96%1.24%2.84%18.43%2.56%
SPY
SPDR S&P 500 ETF
1.21%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

AMKBY vs. SPY - Drawdown Comparison

The maximum AMKBY drawdown since its inception was -62.69%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMKBY and SPY. For additional features, visit the drawdowns tool.


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Volatility

AMKBY vs. SPY - Volatility Comparison

AP Moeller-Maersk AS (AMKBY) has a higher volatility of 14.24% compared to SPDR S&P 500 ETF (SPY) at 5.51%. This indicates that AMKBY'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.


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