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

Correlation

The correlation between APG and SPY is 0.61, 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

APG vs. SPY - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
260.48%
103.33%
APG
SPY

Key characteristics

Sharpe Ratio

APG:

-0.02

SPY:

0.57

Sortino Ratio

APG:

0.21

SPY:

0.94

Omega Ratio

APG:

1.03

SPY:

1.14

Calmar Ratio

APG:

-0.02

SPY:

0.61

Martin Ratio

APG:

-0.06

SPY:

2.48

Ulcer Index

APG:

8.95%

SPY:

4.63%

Daily Std Dev

APG:

32.57%

SPY:

20.07%

Max Drawdown

APG:

-49.62%

SPY:

-55.19%

Current Drawdown

APG:

-8.29%

SPY:

-9.29%

Returns By Period

In the year-to-date period, APG achieves a 4.23% return, which is significantly higher than SPY's -5.13% return.


APG

YTD

4.23%

1M

4.20%

6M

10.46%

1Y

-2.57%

5Y*

30.13%

10Y*

N/A

SPY

YTD

-5.13%

1M

-0.24%

6M

-4.11%

1Y

10.06%

5Y*

15.53%

10Y*

12.11%

*Annualized

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Risk-Adjusted Performance

APG vs. SPY — Risk-Adjusted Performance Rank

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

APG
The Risk-Adjusted Performance Rank of APG is 4848
Overall Rank
The Sharpe Ratio Rank of APG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of APG is 4343
Sortino Ratio Rank
The Omega Ratio Rank of APG is 4343
Omega Ratio Rank
The Calmar Ratio Rank of APG is 5050
Calmar Ratio Rank
The Martin Ratio Rank of APG is 5151
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6666
Overall Rank
The Sharpe Ratio Rank of SPY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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.

APG vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for APi Group Corporation (APG) 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 APG, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.00
APG: -0.02
SPY: 0.57
The chart of Sortino ratio for APG, currently valued at 0.21, compared to the broader market-6.00-4.00-2.000.002.004.00
APG: 0.21
SPY: 0.94
The chart of Omega ratio for APG, currently valued at 1.03, compared to the broader market0.501.001.502.00
APG: 1.03
SPY: 1.14
The chart of Calmar ratio for APG, currently valued at -0.02, compared to the broader market0.001.002.003.004.005.00
APG: -0.02
SPY: 0.61
The chart of Martin ratio for APG, currently valued at -0.06, compared to the broader market-5.000.005.0010.0015.0020.00
APG: -0.06
SPY: 2.48

The current APG Sharpe Ratio is -0.02, which is lower than the SPY Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of APG 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
-0.02
0.57
APG
SPY

Dividends

APG vs. SPY - Dividend Comparison

APG has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
APG
APi Group 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
1.29%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

APG vs. SPY - Drawdown Comparison

The maximum APG drawdown since its inception was -49.62%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for APG and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.29%
-9.29%
APG
SPY

Volatility

APG vs. SPY - Volatility Comparison

APi Group Corporation (APG) and SPDR S&P 500 ETF (SPY) have volatilities of 15.52% and 15.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.52%
15.00%
APG
SPY