AMWD vs. SPY
Compare and contrast key facts about American Woodmark Corporation (AMWD) 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: AMWD or SPY.
Key characteristics
| AMWD | SPY | |
|---|---|---|
| YTD Return | 3.52% | 23.66% |
| 1Y Return | 30.12% | 35.35% |
| 3Y Return (Ann) | 12.39% | 10.96% |
| 5Y Return (Ann) | -0.07% | 16.17% |
| 10Y Return (Ann) | 9.79% | 13.96% |
| Sharpe Ratio | 0.61 | 2.85 |
| Sortino Ratio | 1.14 | 3.80 |
| Omega Ratio | 1.15 | 1.52 |
| Calmar Ratio | 0.45 | 3.03 |
| Martin Ratio | 2.31 | 17.65 |
| Ulcer Index | 10.30% | 2.00% |
| Daily Std Dev | 39.07% | 12.40% |
| Max Drawdown | -85.55% | -55.19% |
| Current Drawdown | -31.37% | -0.35% |
Correlation
The correlation between AMWD and SPY is 0.38, 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
AMWD vs. SPY - Performance Comparison
In the year-to-date period, AMWD achieves a 3.52% return, which is significantly lower than SPY's 23.66% return. Over the past 10 years, AMWD has underperformed SPY with an annualized return of 9.79%, while SPY has yielded a comparatively higher 13.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMWD vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Woodmark Corporation (AMWD) 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
AMWD vs. SPY - Dividend Comparison
AMWD 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMWD American Woodmark Corporation | 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
AMWD vs. SPY - Drawdown Comparison
The maximum AMWD drawdown since its inception was -85.55%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMWD and SPY. For additional features, visit the drawdowns tool.
Volatility
AMWD vs. SPY - Volatility Comparison
American Woodmark Corporation (AMWD) has a higher volatility of 7.04% compared to SPDR S&P 500 ETF (SPY) at 3.00%. This indicates that AMWD'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.