ARTNA vs. SPY
Compare and contrast key facts about Artesian Resources Corporation (ARTNA) and State Street 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.
Performance
ARTNA vs. SPY - Performance Comparison
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ARTNA vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTNA Artesian Resources Corporation | 1.72% | 3.83% | -21.20% | -27.63% | 29.29% | 28.22% | 2.47% | 9.66% | -7.19% | 23.91% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, ARTNA achieves a 1.72% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, ARTNA has underperformed SPY with an annualized return of 4.33%, while SPY has yielded a comparatively higher 13.98% annualized return.
ARTNA
- 1D
- -1.97%
- 1M
- -5.99%
- YTD
- 1.72%
- 6M
- -0.39%
- 1Y
- 1.30%
- 3Y*
- -14.07%
- 5Y*
- -1.51%
- 10Y*
- 4.33%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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Return for Risk
ARTNA vs. SPY — Risk / Return Rank
ARTNA
SPY
ARTNA vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Artesian Resources Corporation (ARTNA) and State Street 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.
| ARTNA | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.93 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.24 | 1.45 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.22 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.53 | -1.42 |
Martin ratioReturn relative to average drawdown | 0.21 | 7.30 | -7.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARTNA | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.93 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.69 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.78 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.56 | -0.24 |
Correlation
The correlation between ARTNA and SPY is 0.20, 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.
Dividends
ARTNA vs. SPY - Dividend Comparison
ARTNA's dividend yield for the trailing twelve months is around 3.90%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTNA Artesian Resources Corporation | 3.90% | 3.89% | 3.74% | 2.74% | 1.86% | 2.26% | 2.71% | 2.64% | 2.74% | 2.40% | 2.82% | 3.15% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ARTNA vs. SPY - Drawdown Comparison
The maximum ARTNA drawdown since its inception was -49.39%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ARTNA and SPY.
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Drawdown Indicators
| ARTNA | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.39% | -55.19% | +5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.05% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -49.39% | -24.50% | -24.89% |
Max Drawdown (10Y)Largest decline over 10 years | -49.39% | -33.72% | -15.67% |
Current DrawdownCurrent decline from peak | -43.06% | -6.24% | -36.82% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -9.09% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 2.52% | +3.27% |
Volatility
ARTNA vs. SPY - Volatility Comparison
Artesian Resources Corporation (ARTNA) has a higher volatility of 8.53% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that ARTNA'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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Volatility by Period
| ARTNA | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.53% | 5.31% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 9.47% | +6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.32% | 19.05% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 17.06% | +9.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.08% | 17.92% | +10.16% |