ASG.DE vs. SPY
Compare and contrast key facts about Assicurazioni Generali S.p.A. (ASG.DE) 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: ASG.DE or SPY.
Key characteristics
| ASG.DE | SPY | |
|---|---|---|
| YTD Return | 47.14% | 23.13% |
| 1Y Return | 47.11% | 34.76% |
| 3Y Return (Ann) | 22.05% | 10.81% |
| 5Y Return (Ann) | 15.98% | 15.97% |
| 10Y Return (Ann) | 12.77% | 13.92% |
| Sharpe Ratio | 3.13 | 2.91 |
| Sortino Ratio | 4.12 | 3.87 |
| Omega Ratio | 1.56 | 1.53 |
| Calmar Ratio | 5.25 | 3.10 |
| Martin Ratio | 20.25 | 18.06 |
| Ulcer Index | 2.40% | 2.00% |
| Daily Std Dev | 15.35% | 12.44% |
| Max Drawdown | -72.65% | -55.19% |
| Current Drawdown | 0.00% | -0.78% |
Correlation
The correlation between ASG.DE and SPY is 0.25, 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
ASG.DE vs. SPY - Performance Comparison
In the year-to-date period, ASG.DE achieves a 47.14% return, which is significantly higher than SPY's 23.13% return. Over the past 10 years, ASG.DE has underperformed SPY with an annualized return of 12.77%, while SPY has yielded a comparatively higher 13.92% 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
ASG.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Assicurazioni Generali S.p.A. (ASG.DE) 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
ASG.DE vs. SPY - Dividend Comparison
ASG.DE's dividend yield for the trailing twelve months is around 4.79%, more than SPY's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASG.DE Assicurazioni Generali S.p.A. | 4.79% | 6.05% | 6.37% | 7.91% | 3.50% | 4.88% | 5.92% | 5.28% | 5.10% | 3.52% | 2.65% | 1.17% |
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ASG.DE vs. SPY - Drawdown Comparison
The maximum ASG.DE drawdown since its inception was -72.65%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ASG.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
ASG.DE vs. SPY - Volatility Comparison
Assicurazioni Generali S.p.A. (ASG.DE) has a higher volatility of 4.30% compared to SPDR S&P 500 ETF (SPY) at 2.99%. This indicates that ASG.DE'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.